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USDC-USD vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

USDC-USD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USDCoin (USDC-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USDC-USD achieves a 0.01% return, which is significantly lower than VOO's 8.09% return.


USDC-USD

1D
-0.00%
1M
0.01%
YTD
0.01%
6M
0.01%
1Y
-0.02%
3Y*
-0.00%
5Y*
-0.01%
10Y*

VOO

1D
0.00%
1M
-2.07%
YTD
8.09%
6M
6.78%
1Y
22.17%
3Y*
20.91%
5Y*
13.02%
10Y*
15.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDC-USD vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USDC-USD
USDCoin
0.01%-0.03%-0.02%0.02%-0.01%0.03%-0.40%-1.26%1.24%
VOO
Vanguard S&P 500 ETF
8.09%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-12.66%

Correlation

The correlation between USDC-USD and VOO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2018

-0.02

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Return for Risk

USDC-USD vs. VOO — 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: 7878
Overall Rank
USDC-USD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 7575
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 7575
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 8080
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 7575
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6363
Overall Rank
VOO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOO Omega Ratio Rank: 6262
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
Martin Ratio Rank
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USDCoin (USDC-USD) and Vanguard S&P 500 ETF (VOO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USDC-USDVOODifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

0.98

1.33

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.44

2.50

-2.94

Martin ratioReturn relative to average drawdown

-0.89

11.08

-11.97

USDC-USD vs. VOO - Sharpe Ratio Comparison

The current USDC-USD Sharpe Ratio is -0.13, which is lower than the VOO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of USDC-USD and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USDC-USD vs. VOO - Drawdown Comparison

The maximum USDC-USD drawdown since its inception was -6.79%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USDC-USD and VOO.


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Drawdown Indicators


USDC-USDVOODifference

Max Drawdown

Largest peak-to-trough decline

-6.79%

-33.99%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-8.90%

+8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.11%

-18.69%

+18.58%

Max Drawdown (5Y)

Largest decline over 5 years

-3.32%

-24.52%

+21.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-3.64%

-3.23%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.68%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.01%

-1.99%

Volatility

USDC-USD vs. VOO - Volatility Comparison

The current volatility for USDCoin (USDC-USD) is 0.05%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.75%. This indicates that USDC-USD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USDC-USDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

4.75%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

9.77%

-9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

0.14%

12.39%

-12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

16.91%

-15.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

18.02%

-14.77%

Frequently Asked Questions


USDC-USD and VOO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (4.75%) compared to USDC-USD (0.05%). In terms of maximum drawdown, USDC-USD dropped -6.79% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.80 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for USDC-USD and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer