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

TUSD-USD vs. USDC-USD

Last updated Jan 31, 2025

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.

Correlation

The correlation between TUSD-USD and USDC-USD is 0.23, 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.

-0.50.00.51.00.2

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%3.00%SeptemberOctoberNovemberDecember2025
-0.01%
0
TUSD-USD
USDC-USD

Key characteristics

Sharpe Ratio

TUSD-USD:

-0.01

USDC-USD:

-0.05

Sortino Ratio

TUSD-USD:

0.01

USDC-USD:

-0.06

Omega Ratio

TUSD-USD:

1.00

USDC-USD:

0.99

Calmar Ratio

TUSD-USD:

0.00

USDC-USD:

0.00

Martin Ratio

TUSD-USD:

-0.03

USDC-USD:

-0.27

Ulcer Index

TUSD-USD:

1.20%

USDC-USD:

0.04%

Daily Std Dev

TUSD-USD:

5.09%

USDC-USD:

0.22%

Max Drawdown

TUSD-USD:

-11.51%

USDC-USD:

-19.18%

Current Drawdown

TUSD-USD:

-7.99%

USDC-USD:

-3.41%

Returns By Period

TUSD-USD

YTD

0.01%

1M

0.01%

6M

-0.02%

1Y

1.14%

5Y*

-0.08%

10Y*

N/A

USDC-USD

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

-0.02%

5Y*

-0.13%

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 3939
Overall Rank
The Sharpe Ratio Rank of TUSD-USD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TUSD-USD is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TUSD-USD is 3232
Omega Ratio Rank
The Calmar Ratio Rank of TUSD-USD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TUSD-USD is 5858
Martin Ratio Rank
USDC-USD
The Risk-Adjusted Performance Rank of USDC-USD is 3333
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 5454
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.

Sharpe ratio
The chart of Sharpe ratio for TUSD-USD, currently valued at -0.01, compared to the broader market0.002.004.006.008.00-0.01-0.05
The chart of Sortino ratio for TUSD-USD, currently valued at 0.01, compared to the broader market0.002.004.000.01-0.06
The chart of Omega ratio for TUSD-USD, currently valued at 1.00, compared to the broader market1.001.201.401.601.000.99
The chart of Calmar ratio for TUSD-USD, currently valued at 0.00, compared to the broader market2.004.006.000.000.00
The chart of Martin ratio for TUSD-USD, currently valued at -0.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.03-0.27
TUSD-USD
USDC-USD

The current TUSD-USD Sharpe Ratio is -0.01, which is higher than the USDC-USD Sharpe Ratio of -0.05. 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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025
-0.01
-0.05
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%-4.00%-3.00%-2.00%SeptemberOctoberNovemberDecember2025
-4.37%
-3.41%
TUSD-USD
USDC-USD

Volatility

TUSD-USD vs. USDC-USD - Volatility Comparison

TrueUSD (TUSD-USD) has a higher volatility of 0.46% 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.

0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025
0.46%
0.09%
TUSD-USD
USDC-USD
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DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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