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TUSD-USD vs. USDC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TUSD-USD and USDC-USD is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

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.

-1.00%0.00%1.00%2.00%December2025FebruaryMarchAprilMay
-0.79%
-1.19%
TUSD-USD
USDC-USD

Key characteristics

Sharpe Ratio

TUSD-USD:

-0.06

USDC-USD:

0.01

Sortino Ratio

TUSD-USD:

-0.06

USDC-USD:

0.02

Omega Ratio

TUSD-USD:

0.99

USDC-USD:

1.00

Calmar Ratio

TUSD-USD:

0.00

USDC-USD:

0.00

Martin Ratio

TUSD-USD:

-0.10

USDC-USD:

0.08

Ulcer Index

TUSD-USD:

2.06%

USDC-USD:

0.04%

Daily Std Dev

TUSD-USD:

2.50%

USDC-USD:

0.21%

Max Drawdown

TUSD-USD:

-11.51%

USDC-USD:

-19.18%

Current Drawdown

TUSD-USD:

-8.00%

USDC-USD:

-3.40%

Returns By Period


TUSD-USD

YTD

0.00%

1M

0.06%

6M

0.67%

1Y

0.12%

5Y*

-0.07%

10Y*

N/A

USDC-USD

YTD

0.01%

1M

0.00%

6M

0.00%

1Y

0.01%

5Y*

-0.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TUSD-USD vs. USDC-USD — Risk-Adjusted Performance Rank

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

TUSD-USD
The Risk-Adjusted Performance Rank of TUSD-USD is 3232
Overall Rank
The Sharpe Ratio Rank of TUSD-USD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of TUSD-USD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of TUSD-USD is 2222
Omega Ratio Rank
The Calmar Ratio Rank of TUSD-USD is 66
Calmar Ratio Rank
The Martin Ratio Rank of TUSD-USD is 5555
Martin Ratio Rank

USDC-USD
The Risk-Adjusted Performance Rank of USDC-USD is 3434
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 11
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for TUSD-USD, currently valued at -0.06, compared to the broader market0.001.002.003.004.00
TUSD-USD: -0.06
USDC-USD: 0.03
The chart of Sortino ratio for TUSD-USD, currently valued at -0.06, compared to the broader market0.001.002.003.004.00
TUSD-USD: -0.06
USDC-USD: 0.05
The chart of Omega ratio for TUSD-USD, currently valued at 0.99, compared to the broader market1.001.101.201.301.40
TUSD-USD: 0.99
USDC-USD: 1.00
The chart of Calmar ratio for TUSD-USD, currently valued at 0.00, compared to the broader market01.002.003.004.00
TUSD-USD: 0.00
USDC-USD: 0.00
The chart of Martin ratio for TUSD-USD, currently valued at -0.10, compared to the broader market0.005.0010.0015.0020.00
TUSD-USD: -0.10
USDC-USD: 0.21

The current TUSD-USD Sharpe Ratio is -0.06, which is lower than the USDC-USD Sharpe Ratio of 0.01. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.06
0.03
TUSD-USD
USDC-USD

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.


-5.00%-4.50%-4.00%-3.50%-3.00%-2.50%-2.00%-1.50%December2025FebruaryMarchAprilMay
-4.38%
-3.40%
TUSD-USD
USDC-USD

Volatility

TUSD-USD vs. USDC-USD - Volatility Comparison

TrueUSD (TUSD-USD) has a higher volatility of 0.25% compared to USDCoin (USDC-USD) at 0.07%. 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.


0.00%0.50%1.00%1.50%2.00%2.50%December2025FebruaryMarchAprilMay
0.25%
0.07%
TUSD-USD
USDC-USD