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

Correlation

The correlation between USDC-USD and QQQ is -0.00. 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.


-0.50.00.51.0-0.0

Performance

USDC-USD vs. QQQ - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
10.65%
USDC-USD
QQQ

Key characteristics

Sharpe Ratio

USDC-USD:

-0.08

QQQ:

1.63

Sortino Ratio

USDC-USD:

-0.11

QQQ:

2.18

Omega Ratio

USDC-USD:

0.99

QQQ:

1.29

Calmar Ratio

USDC-USD:

0.00

QQQ:

2.14

Martin Ratio

USDC-USD:

-0.41

QQQ:

7.71

Ulcer Index

USDC-USD:

0.05%

QQQ:

3.77%

Daily Std Dev

USDC-USD:

0.23%

QQQ:

17.87%

Max Drawdown

USDC-USD:

-19.18%

QQQ:

-82.98%

Current Drawdown

USDC-USD:

-3.41%

QQQ:

-2.69%

Returns By Period

In the year-to-date period, USDC-USD achieves a -0.01% return, which is significantly lower than QQQ's 28.44% return.


USDC-USD

YTD

-0.01%

1M

0.01%

6M

0.00%

1Y

-0.03%

5Y*

-0.12%

10Y*

N/A

QQQ

YTD

28.44%

1M

3.54%

6M

10.65%

1Y

28.86%

5Y*

20.62%

10Y*

18.39%

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Risk-Adjusted Performance

USDC-USD vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and Invesco QQQ (QQQ). 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 market0.002.004.006.008.00-0.081.76
The chart of Sortino ratio for USDC-USD, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.005.00-0.112.27
The chart of Omega ratio for USDC-USD, currently valued at 0.99, compared to the broader market1.001.201.401.600.991.32
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market2.004.006.000.000.82
The chart of Martin ratio for USDC-USD, currently valued at -0.41, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.417.86
USDC-USD
QQQ

The current USDC-USD Sharpe Ratio is -0.08, which is lower than the QQQ Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of USDC-USD and QQQ, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
1.76
USDC-USD
QQQ

Drawdowns

USDC-USD vs. QQQ - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -19.18%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for USDC-USD and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.41%
-2.69%
USDC-USD
QQQ

Volatility

USDC-USD vs. QQQ - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.10%, while Invesco QQQ (QQQ) has a volatility of 5.33%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.10%
5.33%
USDC-USD
QQQ
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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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