TUSD-USD vs. USDC-USD
TUSD-USD (TrueUSD) and USDC-USD (USDCoin) are both cryptocurrencies. Over the past 5 years, TUSD-USD returned -0.18%/yr vs -0.01%/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 -0.38% return, which is significantly lower than USDC-USD's 0.01% return.
TUSD-USD
- 1D
- -0.54%
- 1M
- -0.62%
- YTD
- -0.38%
- 6M
- -0.63%
- 1Y
- 0.19%
- 3Y*
- -0.23%
- 5Y*
- -0.18%
- 10Y*
- —
USDC-USD
- 1D
- -0.00%
- 1M
- 0.01%
- YTD
- 0.01%
- 6M
- 0.01%
- 1Y
- -0.02%
- 3Y*
- -0.00%
- 5Y*
- -0.01%
- 10Y*
- —
TUSD-USD vs. USDC-USD - Yearly Performance Comparison
Correlation
The correlation between TUSD-USD and USDC-USD is -0.03, 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 | -0.03 |
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 8, 2018 | 0.16 |
The correlation between TUSD-USD and USDC-USD shifts across timeframes, from -0.03 (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TUSD-USD | USDC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.98 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.44 | +0.45 |
| Martin ratioReturn relative to average drawdown | 0.02 | -0.89 | +0.92 |
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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 | -9.61% | -3.64% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -3.49% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 0.02% | +2.83% |
Volatility
TUSD-USD vs. USDC-USD - Volatility Comparison
TrueUSD (TUSD-USD) has a higher volatility of 0.55% compared to USDCoin (USDC-USD) at 0.05%. 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 | 0.55% | 0.05% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 0.13% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 0.14% | +21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 1.53% | +16.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 3.25% | +11.93% |
Frequently Asked Questions
TUSD-USD and USDC-USD have a correlation of -0.03, 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 (0.55%) compared to USDC-USD (0.05%). In terms of maximum drawdown, TUSD-USD dropped -13.32% vs USDC-USD's -6.79%.
TUSD-USD currently has the higher Sharpe Ratio (0.01 vs -0.13), 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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