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

USDC-USD vs. USDT-USD

Last updated Jan 31, 2025

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.

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.

-0.50.00.51.00.1

Performance

USDC-USD vs. USDT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USDCoin (USDC-USD) and Tether (USDT-USD). The values are adjusted to include any dividend payments, if applicable.
-0.10%0.00%0.10%0.20%0.30%SeptemberOctoberNovemberDecember20250
0.11%
USDC-USD
USDT-USD

Key characteristics

Sharpe Ratio

USDC-USD:

-0.05

USDT-USD:

0.10

Sortino Ratio

USDC-USD:

-0.06

USDT-USD:

0.16

Omega Ratio

USDC-USD:

0.99

USDT-USD:

1.02

Calmar Ratio

USDC-USD:

0.00

USDT-USD:

0.00

Martin Ratio

USDC-USD:

-0.27

USDT-USD:

0.53

Ulcer Index

USDC-USD:

0.04%

USDT-USD:

0.15%

Daily Std Dev

USDC-USD:

0.22%

USDT-USD:

0.65%

Max Drawdown

USDC-USD:

-19.18%

USDT-USD:

-10.32%

Current Drawdown

USDC-USD:

-3.41%

USDT-USD:

-7.21%

Returns By Period

USDC-USD

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

-0.02%

5Y*

-0.13%

10Y*

N/A

USDT-USD

YTD

0.20%

1M

0.20%

6M

0.10%

1Y

0.01%

5Y*

-0.02%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USDC-USD vs. USDT-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USDC-USD
The Risk-Adjusted Performance Rank of USDC-USD is 3333
Overall Rank
The Sharpe Ratio Rank of USDC-USD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of USDC-USD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of USDC-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of USDC-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDC-USD is 5454
Martin Ratio Rank
USDT-USD
The Risk-Adjusted Performance Rank of USDT-USD is 4242
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 44
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Sharpe ratio
The chart of Sharpe ratio for USDC-USD, currently valued at -0.05, compared to the broader market0.002.004.006.008.00-0.050.10
The chart of Sortino ratio for USDC-USD, currently valued at -0.06, compared to the broader market0.002.004.00-0.060.16
The chart of Omega ratio for USDC-USD, currently valued at 0.99, compared to the broader market1.001.201.401.600.991.02
The chart of Calmar ratio for USDC-USD, currently valued at 0.00, compared to the broader market2.004.006.000.000.00
The chart of Martin ratio for USDC-USD, currently valued at -0.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.270.53
USDC-USD
USDT-USD

The current USDC-USD Sharpe Ratio is -0.05, which is lower than the USDT-USD Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of USDC-USD and USDT-USD, 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 Ratio-0.40-0.200.000.200.40SeptemberOctoberNovemberDecember2025
-0.05
0.10
USDC-USD
USDT-USD

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.

-5.00%-4.50%-4.00%-3.50%SeptemberOctoberNovemberDecember2025
-3.41%
-5.07%
USDC-USD
USDT-USD

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 0.26%. 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.

0.05%0.10%0.15%0.20%0.25%0.30%SeptemberOctoberNovemberDecember2025
0.09%
0.26%
USDC-USD
USDT-USD
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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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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