TUSD-USD vs. USDC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about TrueUSD (TUSD-USD) and USDCoin (USDC-USD).

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TUSD-USD TrueUSD	0.16%	-2.00%	0.96%	0.74%	0.10%	-0.06%	-0.33%	-1.19%	1.42%
USDC-USD USDCoin	0.02%	-0.03%	-0.02%	0.02%	-0.01%	0.03%	-0.40%	-1.26%	1.43%

Returns By Period

In the year-to-date period, TUSD-USD achieves a 0.16% return, which is significantly higher than USDC-USD's 0.02% return.

TUSD-USD

• 1D: 0.03%
• 1M: -0.09%
• YTD: 0.16%
• 6M: -0.13%
• 1Y: 0.61%
• 3Y*: -0.06%
• 5Y*: -0.12%
• 10Y*: —

USDC-USD

• 1D: 0.01%
• 1M: -0.00%
• YTD: 0.02%
• 6M: -0.00%
• 1Y: -0.01%
• 3Y*: 0.01%
• 5Y*: -0.00%
• 10Y*: —

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

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: 82
TUSD-USD Sharpe Ratio Rank: 81
TUSD-USD Sortino Ratio Rank: 78
TUSD-USD Omega Ratio Rank: 79
TUSD-USD Calmar Ratio Rank: 85
TUSD-USD Martin Ratio Rank: 85

USDC-USD

USDC-USD Risk / Return Rank: 78
USDC-USD Sharpe Ratio Rank: 77
USDC-USD Sortino Ratio Rank: 69
USDC-USD Omega Ratio Rank: 69
USDC-USD Calmar Ratio Rank: 86
USDC-USD Martin Ratio Rank: 86

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-USD	USDC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.02	-0.06	+0.08
Sortino ratio Return per unit of downside risk	0.25	-0.08	+0.33
Omega ratio Gain probability vs. loss probability	1.04	0.99	+0.04
Calmar ratio Return relative to maximum drawdown	-0.00	-0.00	0.00
Martin ratio Return relative to average drawdown	-0.01	-0.00	-0.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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 -0.06. 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.

Sharpe Ratios by Period

	TUSD-USD	USDC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	-0.06	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	-0.00	0.00
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.

Drawdown Indicators

	TUSD-USD	USDC-USD	Difference
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	-9.12%	-3.63%	-5.49%
Average Drawdown Average peak-to-trough decline	-7.72%	-3.48%	-4.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.20%	0.02%	+9.18%

Volatility

TUSD-USD vs. USDC-USD - Volatility Comparison

TrueUSD (TUSD-USD) has a higher volatility of 0.20% compared to USDCoin (USDC-USD) at 0.04%. 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.

Volatility by Period

	TUSD-USD	USDC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.20%	0.04%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	16.92%	0.13%	+16.79%
Volatility (1Y) Calculated over the trailing 1-year period	25.73%	0.14%	+25.59%
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%