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

Key characteristics


USDC-USDTUSD-USD
YTD Return0.01%0.27%
1Y Return0.01%0.01%
3Y Return (Ann)-0.12%0.02%
5Y Return (Ann)-0.26%-0.37%
Sharpe Ratio0.040.02
Daily Std Dev0.25%4.72%
Max Drawdown-19.18%-11.51%
Current Drawdown-3.39%-7.82%

Correlation

-0.50.00.51.00.3

The correlation between USDC-USD and TUSD-USD is 0.25, 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.

Performance

USDC-USD vs. TUSD-USD - Performance Comparison

In the year-to-date period, USDC-USD achieves a 0.01% return, which is significantly lower than TUSD-USD's 0.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%December2024FebruaryMarchAprilMay
-1.17%
-0.59%
USDC-USD
TUSD-USD

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USDCoin

TrueUSD

Risk-Adjusted Performance

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

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


USDC-USD
Sharpe ratio
The chart of Sharpe ratio for USDC-USD, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.000.04
Sortino ratio
The chart of Sortino ratio for USDC-USD, currently valued at 0.06, compared to the broader market1.002.003.004.005.000.06
Omega ratio
The chart of Omega ratio for USDC-USD, currently valued at 1.01, compared to the broader market1.101.201.301.401.501.01
Calmar ratio
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market2.004.006.008.0010.0012.0014.000.00
Martin ratio
The chart of Martin ratio for USDC-USD, currently valued at 0.20, compared to the broader market0.0020.0040.0060.0080.000.20
TUSD-USD
Sharpe ratio
The chart of Sharpe ratio for TUSD-USD, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.000.02
Sortino ratio
The chart of Sortino ratio for TUSD-USD, currently valued at 0.09, compared to the broader market1.002.003.004.005.000.09
Omega ratio
The chart of Omega ratio for TUSD-USD, currently valued at 1.01, compared to the broader market1.101.201.301.401.501.01
Calmar ratio
The chart of Calmar ratio for TUSD-USD, currently valued at 0.00, compared to the broader market2.004.006.008.0010.0012.0014.000.00
Martin ratio
The chart of Martin ratio for TUSD-USD, currently valued at 0.08, compared to the broader market0.0020.0040.0060.0080.000.08

USDC-USD vs. TUSD-USD - Sharpe Ratio Comparison

The current USDC-USD Sharpe Ratio is 0.04, which is higher than the TUSD-USD Sharpe Ratio of 0.02. The chart below compares the 12-month rolling Sharpe Ratio of USDC-USD and TUSD-USD.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00December2024FebruaryMarchAprilMay
0.04
0.02
USDC-USD
TUSD-USD

Drawdowns

USDC-USD vs. TUSD-USD - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -19.18%, which is greater than TUSD-USD's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for USDC-USD and TUSD-USD. For additional features, visit the drawdowns tool.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%December2024FebruaryMarchAprilMay
-3.39%
-4.20%
USDC-USD
TUSD-USD

Volatility

USDC-USD vs. TUSD-USD - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.10%, while TrueUSD (TUSD-USD) has a volatility of 0.52%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than TUSD-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
0.10%
0.52%
USDC-USD
TUSD-USD