TUSD-USD vs. USDC-USD
TUSD-USD (TrueUSD) and USDC-USD (USDCoin) are both cryptocurrencies. Over the past 5 years, TUSD-USD returned -0.03%/yr vs -0.00%/yr for USDC-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
TUSD-USD vs. USDC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TUSD-USD achieves a 0.24% return, which is significantly higher than USDC-USD's 0.02% return.
TUSD-USD
- 1D
- -0.00%
- 1M
- 0.08%
- YTD
- 0.24%
- 6M
- 2.05%
- 1Y
- -1.09%
- 3Y*
- -0.03%
- 5Y*
- -0.03%
- 10Y*
- —
USDC-USD
- 1D
- 0.01%
- 1M
- 0.01%
- YTD
- 0.02%
- 6M
- -0.00%
- 1Y
- -0.00%
- 3Y*
- 0.00%
- 5Y*
- -0.00%
- 10Y*
- —
TUSD-USD vs. USDC-USD - Yearly Performance Comparison
Correlation
The correlation between TUSD-USD and USDC-USD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2018 | 0.16 |
The correlation between TUSD-USD and USDC-USD shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TUSD-USD vs. USDC-USD — Risk / Return Rank
TUSD-USD
USDC-USD
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 ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.00 | -0.08 |
| Martin ratioReturn relative to average drawdown | -0.13 | -0.00 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUSD-USD | USDC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.00 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | -0.00 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | -0.01 | 0.00 |
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-USD | USDC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.32% | -6.79% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -0.05% | -13.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.32% | -0.11% | -13.21% |
Max Drawdown (5Y)Largest decline over 5 years | -13.32% | -3.32% | -10.00% |
Current DrawdownCurrent decline from peak | -9.05% | -3.63% | -5.42% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -3.49% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 0.02% | +4.86% |
Volatility
TUSD-USD vs. USDC-USD - Volatility Comparison
TrueUSD (TUSD-USD) has a higher volatility of 0.28% 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.
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Volatility by Period
| TUSD-USD | USDC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | 0.04% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 0.13% | +12.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 0.14% | +22.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 1.53% | +16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 3.26% | +11.96% |
Frequently Asked Questions
TUSD-USD and USDC-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TUSD-USD has higher volatility (0.28%) compared to USDC-USD (0.04%). In terms of maximum drawdown, TUSD-USD dropped -13.32% vs USDC-USD's -6.79%.
USDC-USD currently has the higher Sharpe Ratio (-0.00 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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