MBC vs. USDT-USD
MBC (MasterBrand Inc.) is a stock, while USDT-USD (Tether) is a cryptocurrency. Over the past 3 years, MBC returned -8.22%/yr vs -0.04%/yr for USDT-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
MBC vs. USDT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, MBC achieves a -24.64% return, which is significantly lower than USDT-USD's 0.06% return.
MBC
- 1D
- -2.12%
- 1M
- -1.30%
- YTD
- -24.64%
- 6M
- -25.85%
- 1Y
- -18.83%
- 3Y*
- -8.22%
- 5Y*
- —
- 10Y*
- —
USDT-USD
- 1D
- 0.05%
- 1M
- -0.08%
- YTD
- 0.06%
- 6M
- -0.10%
- 1Y
- -0.14%
- 3Y*
- -0.04%
- 5Y*
- -0.02%
- 10Y*
- —
MBC vs. USDT-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBC MasterBrand Inc. | -24.64% | -24.44% | -1.62% | 96.69% | -1.95% |
USDT-USD Tether | 0.06% | 0.07% | -0.18% | 0.03% | -0.06% |
Correlation
The correlation between MBC and USDT-USD is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022 | 0.08 |
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Return for Risk
MBC vs. USDT-USD — Risk / Return Rank
MBC
USDT-USD
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.
| MBC | USDT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.96 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | -0.35 | -0.02 |
| Martin ratioReturn relative to average drawdown | -0.82 | -0.76 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MBC | USDT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | -0.28 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.00 | +0.05 |
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.
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Drawdown Indicators
| MBC | USDT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -56.67% | -7.30% | -49.37% |
Average DrawdownAverage peak-to-trough decline | -21.51% | -6.93% | -14.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.88% | 0.21% | +22.67% |
Volatility
MBC vs. USDT-USD - Volatility Comparison
MasterBrand Inc. (MBC) has a higher volatility of 21.58% compared to Tether (USDT-USD) at 0.11%. 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.
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Volatility by Period
| MBC | USDT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.58% | 0.11% | +21.47% |
Volatility (6M)Calculated over the trailing 6-month period | 37.31% | 0.35% | +36.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.86% | 0.40% | +49.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.71% | 0.55% | +45.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.71% | 6.78% | +38.93% |
Frequently Asked Questions
MBC and USDT-USD have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBC has higher volatility (21.58%) compared to USDT-USD (0.11%). In terms of maximum drawdown, MBC dropped -64.69% vs USDT-USD's -10.32%.
USDT-USD currently has the higher Sharpe Ratio (-0.28 vs -0.38), 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.
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