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USDC-USD vs. ANGL
Performance
Return for Risk
Drawdowns
Volatility

Performance

USDC-USD vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USDCoin (USDC-USD) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USDC-USD achieves a 0.01% return, which is significantly lower than ANGL's 1.76% return.


USDC-USD

1D
0.00%
1M
-0.01%
YTD
0.01%
6M
-0.01%
1Y
-0.01%
3Y*
-0.00%
5Y*
-0.01%
10Y*

ANGL

1D
0.21%
1M
0.46%
YTD
1.76%
6M
1.92%
1Y
8.04%
3Y*
8.50%
5Y*
3.48%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDC-USD vs. ANGL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USDC-USD
USDCoin
0.01%-0.03%-0.02%0.02%-0.01%0.03%-0.40%-1.26%1.43%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.76%9.04%6.06%12.52%-14.26%6.84%13.20%18.06%-5.19%

Correlation

The correlation between USDC-USD and ANGL is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

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

-0.04

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Return for Risk

USDC-USD vs. ANGL — Risk / Return Rank

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

USDC-USD
USDC-USD Risk / Return Rank: 7979
Overall Rank
USDC-USD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 7373
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 7373
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 8282
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 8181
Martin Ratio Rank

ANGL
ANGL Risk / Return Rank: 5353
Overall Rank
ANGL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5757
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6262
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4141
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USDC-USD vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.


USDC-USDANGLDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

0.99

1.37

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.20

1.99

-2.19

Martin ratioReturn relative to average drawdown

-0.42

8.37

-8.79

USDC-USD vs. ANGL - Sharpe Ratio Comparison

The current USDC-USD Sharpe Ratio is -0.06, which is lower than the ANGL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of USDC-USD and ANGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USDC-USDANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.88

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.46

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.74

-0.75

Drawdowns

USDC-USD vs. ANGL - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -6.79%, smaller than the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for USDC-USD and ANGL.


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Drawdown Indicators


USDC-USDANGLDifference

Max Drawdown

Largest peak-to-trough decline

-6.79%

-29.31%

+22.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-4.05%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-0.11%

-5.48%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-3.32%

-19.25%

+15.93%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-3.64%

-0.10%

-3.54%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.30%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.96%

-0.94%

Volatility

USDC-USD vs. ANGL - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.04%, while VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a volatility of 1.36%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDC-USDANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

1.36%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

3.46%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

0.14%

4.31%

-4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

7.63%

-6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.26%

9.28%

-6.02%

Frequently Asked Questions


USDC-USD and ANGL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANGL has higher volatility (1.36%) compared to USDC-USD (0.04%). In terms of maximum drawdown, USDC-USD dropped -6.79% vs ANGL's -29.31%.

ANGL currently has the higher Sharpe Ratio (1.88 vs -0.06), 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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