USDC-USD vs. GC=F
Compare and contrast key facts about USDCoin (USDC-USD) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDC-USD or GC=F.
Performance
USDC-USD vs. GC=F - Performance Comparison
Returns By Period
USDC-USD
0.00%
0.00%
-0.01%
0.01%
0.03%
N/A
GC=F
31.40%
-0.17%
16.18%
36.07%
11.61%
7.51%
Key characteristics
| USDC-USD | GC=F | |
|---|---|---|
| Sharpe Ratio | -0.01 | 2.35 |
| Sortino Ratio | -0.01 | 2.99 |
| Omega Ratio | 1.00 | 1.43 |
| Calmar Ratio | 0.00 | 4.15 |
| Martin Ratio | -0.04 | 12.33 |
| Ulcer Index | 0.05% | 2.69% |
| Daily Std Dev | 0.24% | 14.28% |
| Max Drawdown | -19.18% | -44.36% |
| Current Drawdown | -3.41% | -2.82% |
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Correlation
The correlation between USDC-USD and GC=F is -0.02. 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.
Risk-Adjusted Performance
USDC-USD vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and Gold (GC=F). 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.
Drawdowns
USDC-USD vs. GC=F - Drawdown Comparison
The maximum USDC-USD drawdown since its inception was -19.18%, smaller than the maximum GC=F drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for USDC-USD and GC=F. For additional features, visit the drawdowns tool.
Volatility
USDC-USD vs. GC=F - Volatility Comparison
The current volatility for USDCoin (USDC-USD) is 0.09%, while Gold (GC=F) has a volatility of 5.58%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.