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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 -0.05. 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.


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.

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Key characteristics

Sharpe Ratio

TUSD-USD:

-0.02

USDC-USD:

-0.17

Sortino Ratio

TUSD-USD:

0.02

USDC-USD:

-0.44

Omega Ratio

TUSD-USD:

1.00

USDC-USD:

0.96

Calmar Ratio

TUSD-USD:

0.00

USDC-USD:

0.00

Martin Ratio

TUSD-USD:

0.00

USDC-USD:

-1.89

Ulcer Index

TUSD-USD:

2.21%

USDC-USD:

0.04%

Daily Std Dev

TUSD-USD:

2.48%

USDC-USD:

0.21%

Max Drawdown

TUSD-USD:

-11.51%

USDC-USD:

-7.08%

Current Drawdown

TUSD-USD:

-8.00%

USDC-USD:

-4.27%

Returns By Period


TUSD-USD

YTD

0.00%

1M

0.00%

6M

-0.22%

1Y

-0.07%

3Y*

-0.07%

5Y*

-0.08%

10Y*

N/A

USDC-USD

YTD

-0.05%

1M

-0.05%

6M

-0.06%

1Y

-0.06%

3Y*

-0.02%

5Y*

-0.10%

10Y*

N/A

*Annualized

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TrueUSD

USDCoin

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 2626
Overall Rank
The Sharpe Ratio Rank of TUSD-USD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TUSD-USD is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TUSD-USD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TUSD-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of TUSD-USD is 3636
Martin Ratio Rank

USDC-USD
The Risk-Adjusted Performance Rank of USDC-USD is 1313
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 22
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 22
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 33
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 00
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 current TUSD-USD Sharpe Ratio is -0.02, which is higher than the USDC-USD Sharpe Ratio of -0.17. 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.


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Drawdowns

TUSD-USD vs. USDC-USD - Drawdown Comparison

The maximum TUSD-USD drawdown since its inception was -11.51%, which is greater than USDC-USD's maximum drawdown of -7.08%. 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.


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Volatility

TUSD-USD vs. USDC-USD - Volatility Comparison

TrueUSD (TUSD-USD) has a higher volatility of 0.16% compared to USDCoin (USDC-USD) at 0.06%. 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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