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TUSD-USD vs. USDC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TUSD-USD vs. USDC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueUSD (TUSD-USD) and USDCoin (USDC-USD). The values are adjusted to include any dividend payments, if applicable.

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TUSD-USD vs. USDC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TUSD-USD
TrueUSD
0.03%-2.00%0.96%0.74%0.10%-0.06%-0.33%-1.19%1.42%
USDC-USD
USDCoin
0.03%-0.03%-0.02%0.02%-0.01%0.03%-0.40%-1.26%1.43%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with TUSD-USD at 0.03% and USDC-USD at 0.03%.


TUSD-USD

1D
-0.14%
1M
-0.22%
YTD
0.03%
6M
0.57%
1Y
0.51%
3Y*
-0.09%
5Y*
-0.20%
10Y*

USDC-USD

1D
0.00%
1M
-0.00%
YTD
0.03%
6M
0.02%
1Y
-0.00%
3Y*
0.01%
5Y*
-0.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TrueUSD

USDCoin

Return for Risk

TUSD-USD vs. USDC-USD — Risk / Return Rank

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

TUSD-USD
TUSD-USD Risk / Return Rank: 8383
Overall Rank
TUSD-USD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TUSD-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
TUSD-USD Omega Ratio Rank: 7979
Omega Ratio Rank
TUSD-USD Calmar Ratio Rank: 9090
Calmar Ratio Rank
TUSD-USD Martin Ratio Rank: 8989
Martin Ratio Rank

USDC-USD
USDC-USD Risk / Return Rank: 7979
Overall Rank
USDC-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 7373
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 7373
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 8686
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 8686
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.

TUSD-USD vs. USDC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueUSD (TUSD-USD) and USDCoin (USDC-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.


TUSD-USDUSDC-USDDifference

Sharpe ratio

Return per unit of total volatility

0.02

-0.00

+0.02

Sortino ratio

Return per unit of downside risk

0.24

0.00

+0.24

Omega ratio

Gain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratio

Return relative to maximum drawdown

0.15

-0.00

+0.15

Martin ratio

Return relative to average drawdown

0.22

-0.00

+0.22

TUSD-USD vs. USDC-USD - Sharpe Ratio Comparison

The current TUSD-USD Sharpe Ratio is 0.02, which is higher than the USDC-USD Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TUSD-USD and USDC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TUSD-USDUSDC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

-0.00

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.00

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.01

0.00

Correlation

The correlation between TUSD-USD and USDC-USD is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

TUSD-USD vs. USDC-USD - Drawdown Comparison

The maximum TUSD-USD drawdown since its inception was -13.32%, which is greater than USDC-USD's maximum drawdown of -6.79%. Use the drawdown chart below to compare losses from any high point for TUSD-USD and USDC-USD.


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Drawdown Indicators


TUSD-USDUSDC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-13.32%

-6.79%

-6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-0.06%

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.32%

-3.32%

-10.00%

Current Drawdown

Current decline from peak

-9.24%

-3.62%

-5.62%

Average Drawdown

Average peak-to-trough decline

-7.72%

-3.48%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

0.02%

+9.20%

Volatility

TUSD-USD vs. USDC-USD - Volatility Comparison

TrueUSD (TUSD-USD) has a higher volatility of 0.25% compared to USDCoin (USDC-USD) at 0.05%. This indicates that TUSD-USD's price experiences larger fluctuations and is considered to be riskier than USDC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSD-USDUSDC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.05%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

0.13%

+16.77%

Volatility (1Y)

Calculated over the trailing 1-year period

25.71%

0.14%

+25.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

1.53%

+16.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

3.30%

+12.05%