TUSD-USD vs. USDC-USD
Compare and contrast key facts about TrueUSD (TUSD-USD) and USDCoin (USDC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TUSD-USD or USDC-USD.
Performance
TUSD-USD vs. USDC-USD - Performance Comparison
Returns By Period
TUSD-USD
0.33%
0.50%
0.16%
0.23%
-0.33%
N/A
USDC-USD
0.00%
0.00%
-0.01%
0.01%
0.03%
N/A
Key characteristics
| TUSD-USD | USDC-USD | |
|---|---|---|
| Sharpe Ratio | -0.01 | -0.01 |
| Sortino Ratio | 0.01 | -0.01 |
| Omega Ratio | 1.00 | 1.00 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -0.02 | -0.04 |
| Ulcer Index | 2.63% | 0.05% |
| Daily Std Dev | 4.77% | 0.24% |
| Max Drawdown | -11.51% | -19.18% |
| Current Drawdown | -7.76% | -3.41% |
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Correlation
The correlation between TUSD-USD and USDC-USD is 0.24, 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.
Risk-Adjusted Performance
TUSD-USD vs. USDC-USD - Risk-Adjusted Performance 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.
Drawdowns
TUSD-USD vs. USDC-USD - Drawdown Comparison
The maximum TUSD-USD drawdown since its inception was -11.51%, smaller than the maximum USDC-USD drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for TUSD-USD and USDC-USD. For additional features, visit the drawdowns tool.
Volatility
TUSD-USD vs. USDC-USD - Volatility Comparison
TrueUSD (TUSD-USD) has a higher volatility of 0.95% compared to USDCoin (USDC-USD) at 0.09%. 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.