USDC-USD vs. USDT-USD
Compare and contrast key facts about USDCoin (USDC-USD) and Tether (USDT-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDC-USD or USDT-USD.
Performance
USDC-USD vs. USDT-USD - Performance Comparison
Returns By Period
USDC-USD
0.00%
0.00%
-0.01%
0.01%
0.03%
N/A
USDT-USD
0.14%
0.19%
0.13%
0.10%
-0.32%
N/A
Key characteristics
| USDC-USD | USDT-USD | |
|---|---|---|
| Sharpe Ratio | -0.01 | 0.20 |
| Sortino Ratio | -0.01 | 0.30 |
| Omega Ratio | 1.00 | 1.03 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | -0.04 | 1.08 |
| Ulcer Index | 0.05% | 0.13% |
| Daily Std Dev | 0.24% | 0.62% |
| Max Drawdown | -19.18% | -10.32% |
| Current Drawdown | -3.41% | -7.12% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between USDC-USD and USDT-USD is 0.12, 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.
Risk-Adjusted Performance
USDC-USD vs. USDT-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and Tether (USDT-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.
Drawdowns
USDC-USD vs. USDT-USD - Drawdown Comparison
The maximum USDC-USD drawdown since its inception was -19.18%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for USDC-USD and USDT-USD. For additional features, visit the drawdowns tool.
Volatility
USDC-USD vs. USDT-USD - Volatility Comparison
The current volatility for USDCoin (USDC-USD) is 0.09%, while Tether (USDT-USD) has a volatility of 0.30%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.