USDC-USD vs. GC=F

Last updated Apr 3, 2026

Compare and contrast key facts about USDCoin (USDC-USD) and Gold (GC=F).

Performance

USDC-USD vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USDCoin (USDC-USD) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

USDC-USD vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
USDC-USD USDCoin	0.03%	-0.03%	-0.02%	0.02%	-0.01%	0.03%	-0.40%	-1.26%	1.43%
GC=F Gold	8.72%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	7.93%

Returns By Period

In the year-to-date period, USDC-USD achieves a 0.03% return, which is significantly lower than GC=F's 8.72% return.

USDC-USD

• 1D: 0.00%
• 1M: -0.00%
• YTD: 0.03%
• 6M: 0.02%
• 1Y: -0.00%
• 3Y*: 0.01%
• 5Y*: -0.00%
• 10Y*: —

GC=F

• 1D: -1.68%
• 1M: -7.92%
• YTD: 8.72%
• 6M: 22.48%
• 1Y: 49.77%
• 3Y*: 33.33%
• 5Y*: 22.19%
• 10Y*: 14.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

USDC-USD vs. GC=F — 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: 79
USDC-USD Sharpe Ratio Rank: 79
USDC-USD Sortino Ratio Rank: 73
USDC-USD Omega Ratio Rank: 73
USDC-USD Calmar Ratio Rank: 86
USDC-USD Martin Ratio Rank: 86

GC=F

GC=F Risk / Return Rank: 82
GC=F Sharpe Ratio Rank: 83
GC=F Sortino Ratio Rank: 89
GC=F Omega Ratio Rank: 77
GC=F Calmar Ratio Rank: 69
GC=F Martin Ratio Rank: 90

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. GC=F - Risk-Adjusted Trends 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.

	USDC-USD	GC=F	Difference
Sharpe ratio Return per unit of total volatility	-0.00	1.72	-1.72
Sortino ratio Return per unit of downside risk	0.00	2.13	-2.13
Omega ratio Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio Return relative to maximum drawdown	-0.00	2.64	-2.64
Martin ratio Return relative to average drawdown	-0.00	9.67	-9.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USDC-USD vs. GC=F - Sharpe Ratio Comparison

The current USDC-USD Sharpe Ratio is -0.00, which is lower than the GC=F Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of USDC-USD and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USDC-USD	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	1.72	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	1.23	-1.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.64	-0.65

Correlation

The correlation between USDC-USD and GC=F is 0.04, 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.

Drawdowns

USDC-USD vs. GC=F - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -6.79%, 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.

Drawdown Indicators

	USDC-USD	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-6.79%	-44.36%	+37.57%
Max Drawdown (1Y) Largest decline over 1 year	-0.06%	-17.73%	+17.67%
Max Drawdown (5Y) Largest decline over 5 years	-3.32%	-20.43%	+17.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.87%	—
Current Drawdown Current decline from peak	-3.62%	-11.58%	+7.96%
Average Drawdown Average peak-to-trough decline	-3.48%	-13.03%	+9.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	4.83%	-4.81%

Volatility

USDC-USD vs. GC=F - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.05%, while Gold (GC=F) has a volatility of 11.34%. 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.

Volatility by Period

	USDC-USD	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.05%	11.34%	-11.29%
Volatility (6M) Calculated over the trailing 6-month period	0.13%	24.65%	-24.52%
Volatility (1Y) Calculated over the trailing 1-year period	0.14%	27.83%	-27.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.53%	17.97%	-16.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.30%	16.37%	-13.07%