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

Correlation

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


-0.50.00.51.00.0

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.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.02%
4.41%
USDC-USD
ANGL

Key characteristics

Sharpe Ratio

USDC-USD:

0.08

ANGL:

1.33

Sortino Ratio

USDC-USD:

0.12

ANGL:

1.88

Omega Ratio

USDC-USD:

1.01

ANGL:

1.24

Calmar Ratio

USDC-USD:

0.00

ANGL:

1.28

Martin Ratio

USDC-USD:

0.47

ANGL:

7.55

Ulcer Index

USDC-USD:

0.04%

ANGL:

0.83%

Daily Std Dev

USDC-USD:

0.22%

ANGL:

4.73%

Max Drawdown

USDC-USD:

-19.18%

ANGL:

-35.07%

Current Drawdown

USDC-USD:

-3.39%

ANGL:

-0.14%

Returns By Period

In the year-to-date period, USDC-USD achieves a 0.02% return, which is significantly lower than ANGL's 1.33% return.


USDC-USD

YTD

0.02%

1M

0.02%

6M

0.02%

1Y

0.00%

5Y*

-0.26%

10Y*

N/A

ANGL

YTD

1.33%

1M

1.54%

6M

4.41%

1Y

6.14%

5Y*

4.51%

10Y*

6.37%

*Annualized

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Risk-Adjusted Performance

USDC-USD vs. ANGL — Risk-Adjusted Performance Rank

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

USDC-USD
The Risk-Adjusted Performance Rank of USDC-USD is 4848
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 6666
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 5858
Overall Rank
The Sharpe Ratio Rank of ANGL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 6565
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.

USDC-USD vs. ANGL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for USDC-USD, currently valued at 0.08, compared to the broader market0.002.004.006.000.081.83
The chart of Sortino ratio for USDC-USD, currently valued at 0.12, compared to the broader market0.002.004.000.122.65
The chart of Omega ratio for USDC-USD, currently valued at 1.01, compared to the broader market1.001.201.401.011.34
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.43
The chart of Martin ratio for USDC-USD, currently valued at 0.47, compared to the broader market0.0010.0020.0030.0040.0050.000.4711.70
USDC-USD
ANGL

The current USDC-USD Sharpe Ratio is 0.08, which is lower than the ANGL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of USDC-USD and ANGL, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.08
1.83
USDC-USD
ANGL

Drawdowns

USDC-USD vs. ANGL - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -19.18%, smaller than the maximum ANGL drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for USDC-USD and ANGL. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.39%
-0.14%
USDC-USD
ANGL

Volatility

USDC-USD vs. ANGL - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.09%, while VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a volatility of 1.12%. 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.


0.00%0.50%1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.09%
1.12%
USDC-USD
ANGL
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Disclaimer

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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