MBC vs. USDT-USD

Last updated Jul 14, 2026

MBC (MasterBrand Inc.) is a stock, while USDT-USD (Tether) is a cryptocurrency. Over the past 3 years, MBC returned -10.19%/yr vs -0.06%/yr for USDT-USD. At a 0.08 correlation, their price movements are largely independent.

Performance

MBC vs. USDT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MasterBrand Inc. (MBC) and Tether (USDT-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MBC achieves a -20.20% return, which is significantly lower than USDT-USD's 0.02% return.

MBC

• 1D: -2.97%
• 1M: -0.79%
• 6M: -29.18%
• YTD: -20.20%
• 1Y: -25.28%
• 3Y*: -10.19%
• 5Y*: —
• 10Y*: —

USDT-USD

• 1D: -0.06%
• 1M: -0.09%
• 6M: -0.01%
• YTD: 0.02%
• 1Y: -0.16%
• 3Y*: -0.06%
• 5Y*: -0.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MBC vs. USDT-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MBC MasterBrand Inc.	-20.20%	-24.44%	-1.62%	96.69%	-8.04%
USDT-USD Tether	0.02%	0.07%	-0.18%	0.03%	-0.06%

Correlation

The correlation between MBC and USDT-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.08

Return for Risk

MBC vs. USDT-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBC

MBC Risk / Return Rank: 24
MBC Sharpe Ratio Rank: 23
MBC Sortino Ratio Rank: 24
MBC Omega Ratio Rank: 24
MBC Calmar Ratio Rank: 27
MBC Martin Ratio Rank: 24

USDT-USD

USDT-USD Risk / Return Rank: 76
USDT-USD Sharpe Ratio Rank: 79
USDT-USD Sortino Ratio Rank: 70
USDT-USD Omega Ratio Rank: 71
USDT-USD Calmar Ratio Rank: 81
USDT-USD Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MBC vs. USDT-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MasterBrand Inc. (MBC) and Tether (USDT-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MBC	USDT-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	-0.33	-0.16
Sortino ratio: Return per unit of downside risk	-0.43	-0.49	+0.06
Omega ratio: Gain probability vs. loss probability	0.95	0.95	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.50	-0.42	-0.08
Martin ratio: Return relative to average drawdown	-1.00	-0.81	-0.19

MBC vs. USDT-USD - Sharpe Ratio Comparison

The current MBC Sharpe Ratio is -0.49, which is lower than the USDT-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of MBC and USDT-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MBC vs. USDT-USD - Drawdown Comparison

The maximum MBC drawdown since its inception was -64.69%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for MBC and USDT-USD.

Drawdown Indicators

	MBC	USDT-USD	Difference
Max Drawdown Largest peak-to-trough decline	-64.69%	-10.32%	-54.37%
Max Drawdown (1Y) Largest decline over 1 year	-50.94%	-0.39%	-50.55%
Max Drawdown (3Y) Largest decline over 3 years	-64.69%	-0.42%	-64.27%
Max Drawdown (5Y) Largest decline over 5 years	—	-0.99%	—
Current Drawdown Current decline from peak	-54.11%	-7.34%	-46.77%
Average Drawdown Average peak-to-trough decline	-22.36%	-6.93%	-15.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.23%	0.11%	+25.12%

Volatility

MBC vs. USDT-USD - Volatility Comparison

MasterBrand Inc. (MBC) has a higher volatility of 19.48% compared to Tether (USDT-USD) at 0.12%. This indicates that MBC's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MBC	USDT-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.48%	0.12%	+19.36%
Volatility (6M) Calculated over the trailing 6-month period	41.03%	0.35%	+40.68%
Volatility (1Y) Calculated over the trailing 1-year period	52.03%	0.41%	+51.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.35%	0.55%	+45.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.35%	6.74%	+39.61%

Frequently Asked Questions

Can I hold both MBC and USDT-USD in my portfolio?

MBC and USDT-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MBC or USDT-USD?

MBC has higher volatility (19.48%) compared to USDT-USD (0.12%). In terms of maximum drawdown, MBC dropped -64.69% vs USDT-USD's -10.32%.

Which has better risk-adjusted returns?

USDT-USD currently has the higher Sharpe Ratio (-0.33 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.