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NEAR-USD vs. USDT-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NEAR-USD vs. USDT-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, NEAR-USD achieves a 37.19% return, which is significantly higher than USDT-USD's 0.10% return.


NEAR-USD

1D
0.68%
1M
32.21%
YTD
37.19%
6M
18.80%
1Y
-14.37%
3Y*
14.33%
5Y*
-8.45%
10Y*

USDT-USD

1D
-0.00%
1M
-0.02%
YTD
0.10%
6M
-0.05%
1Y
-0.09%
3Y*
-0.01%
5Y*
-0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR-USD vs. USDT-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NEAR-USD
NEAR Protocol
37.19%-69.13%34.16%191.37%-91.43%947.53%-17.72%
USDT-USD
Tether
0.10%0.07%-0.18%0.03%-0.07%-0.05%-0.05%

Correlation

The correlation between NEAR-USD and USDT-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2020

0.14

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Return for Risk

NEAR-USD vs. USDT-USD — Risk / Return Rank

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

NEAR-USD
NEAR-USD Risk / Return Rank: 8585
Overall Rank
NEAR-USD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NEAR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
NEAR-USD Omega Ratio Rank: 8585
Omega Ratio Rank
NEAR-USD Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEAR-USD Martin Ratio Rank: 8585
Martin Ratio Rank

USDT-USD
USDT-USD Risk / Return Rank: 7777
Overall Rank
USDT-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
USDT-USD Sortino Ratio Rank: 6969
Sortino Ratio Rank
USDT-USD Omega Ratio Rank: 7070
Omega Ratio Rank
USDT-USD Calmar Ratio Rank: 8383
Calmar Ratio Rank
USDT-USD Martin Ratio Rank: 8282
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for NEAR Protocol (NEAR-USD) 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.


NEAR-USDUSDT-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.05

0.97

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.23

+0.02

Martin ratioReturn relative to average drawdown

-0.35

-0.49

+0.15

NEAR-USD vs. USDT-USD - Sharpe Ratio Comparison

The current NEAR-USD Sharpe Ratio is -0.14, which is comparable to the USDT-USD Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NEAR-USD 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.


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Sharpe Ratios by Period


NEAR-USDUSDT-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.18

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.03

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.00

+0.08

Drawdowns

NEAR-USD vs. USDT-USD - Drawdown Comparison

The maximum NEAR-USD drawdown since its inception was -95.24%, 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 NEAR-USD and USDT-USD.


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Drawdown Indicators


NEAR-USDUSDT-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.24%

-10.32%

-84.92%

Max Drawdown (1Y)

Largest decline over 1 year

-69.74%

-0.39%

-69.35%

Max Drawdown (3Y)

Largest decline over 3 years

-89.15%

-0.42%

-88.73%

Max Drawdown (5Y)

Largest decline over 5 years

-95.24%

-0.99%

-94.25%

Current Drawdown

Current decline from peak

-89.74%

-7.26%

-82.48%

Average Drawdown

Average peak-to-trough decline

-69.37%

-6.93%

-62.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.71%

0.21%

+47.50%

Volatility

NEAR-USD vs. USDT-USD - Volatility Comparison

NEAR Protocol (NEAR-USD) has a higher volatility of 45.48% compared to Tether (USDT-USD) at 0.13%. This indicates that NEAR-USD'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


NEAR-USDUSDT-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.48%

0.13%

+45.35%

Volatility (6M)

Calculated over the trailing 6-month period

70.64%

0.35%

+70.29%

Volatility (1Y)

Calculated over the trailing 1-year period

84.01%

0.40%

+83.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.79%

0.55%

+95.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

102.53%

6.78%

+95.75%

Frequently Asked Questions


NEAR-USD and USDT-USD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEAR-USD has higher volatility (45.48%) compared to USDT-USD (0.13%). In terms of maximum drawdown, NEAR-USD dropped -95.24% vs USDT-USD's -10.32%.

NEAR-USD currently has the higher Sharpe Ratio (-0.14 vs -0.18), 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.

Portfolio Optimizer

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