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

USDC-USD vs. BTC-USD

Last updated Jan 31, 2025

Compare and contrast key facts about USDCoin (USDC-USD) and Bitcoin (BTC-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDC-USD or BTC-USD.

Correlation

The correlation between USDC-USD and BTC-USD is -0.09. 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.

-0.50.00.51.0-0.1

Performance

USDC-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USDCoin (USDC-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.
-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember20250
60.25%
USDC-USD
BTC-USD

Key characteristics

Sharpe Ratio

USDC-USD:

-0.05

BTC-USD:

1.80

Sortino Ratio

USDC-USD:

-0.06

BTC-USD:

2.48

Omega Ratio

USDC-USD:

0.99

BTC-USD:

1.25

Calmar Ratio

USDC-USD:

0.00

BTC-USD:

1.57

Martin Ratio

USDC-USD:

-0.27

BTC-USD:

8.15

Ulcer Index

USDC-USD:

0.04%

BTC-USD:

10.70%

Daily Std Dev

USDC-USD:

0.22%

BTC-USD:

43.74%

Max Drawdown

USDC-USD:

-19.18%

BTC-USD:

-93.07%

Current Drawdown

USDC-USD:

-3.41%

BTC-USD:

-1.33%

Returns By Period

USDC-USD

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

-0.02%

5Y*

-0.13%

10Y*

N/A

BTC-USD

YTD

12.10%

1M

12.10%

6M

60.25%

1Y

145.96%

5Y*

61.98%

10Y*

83.78%

*Annualized

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Risk-Adjusted Performance

USDC-USD vs. BTC-USD — 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 3333
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 5454
Martin Ratio Rank
BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8787
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and Bitcoin (BTC-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.

Sharpe ratio
The chart of Sharpe ratio for USDC-USD, currently valued at -0.05, compared to the broader market0.002.004.006.008.00-0.051.80
The chart of Sortino ratio for USDC-USD, currently valued at -0.06, compared to the broader market0.002.004.00-0.062.48
The chart of Omega ratio for USDC-USD, currently valued at 0.99, compared to the broader market1.001.201.401.600.991.25
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market2.004.006.000.001.57
The chart of Martin ratio for USDC-USD, currently valued at -0.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.278.15
USDC-USD
BTC-USD

The current USDC-USD Sharpe Ratio is -0.05, which is lower than the BTC-USD Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of USDC-USD and BTC-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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
-0.05
1.80
USDC-USD
BTC-USD

Drawdowns

USDC-USD vs. BTC-USD - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -19.18%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for USDC-USD and BTC-USD. For additional features, visit the drawdowns tool.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-3.41%
-1.33%
USDC-USD
BTC-USD

Volatility

USDC-USD vs. BTC-USD - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.09%, while Bitcoin (BTC-USD) has a volatility of 12.45%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
0.09%
12.45%
USDC-USD
BTC-USD
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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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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