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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 10.91% return.


USDC-USD

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

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*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%1.43%
VOO
Vanguard S&P 500 ETF
10.91%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-12.64%

Correlation

The correlation between USDC-USD and VOO is -0.00, 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

-0.00

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 9, 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: 7979
Overall Rank
USDC-USD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
USDC-USD Sortino Ratio Rank: 7373
Sortino Ratio Rank
USDC-USD Omega Ratio Rank: 7373
Omega Ratio Rank
USDC-USD Calmar Ratio Rank: 8383
Calmar Ratio Rank
USDC-USD Martin Ratio Rank: 8282
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.


USDC-USDVOODifference

Sharpe ratio

Return per unit of total volatility

-0.06

2.39

-2.45

Sortino ratio

Return per unit of downside risk

-0.08

3.25

-3.34

Omega ratio

Gain probability vs. loss probability

0.99

1.43

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.20

3.16

-3.36

Martin ratio

Return relative to average drawdown

-0.43

14.73

-15.15

USDC-USD vs. VOO - Sharpe Ratio Comparison

The current USDC-USD Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 2.39. 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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Sharpe Ratios by Period


USDC-USDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.39

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.83

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.89

-0.90

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%

-0.70%

-2.94%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.69%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

1.91%

-1.89%

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 2.84%. 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%

2.84%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

8.90%

-8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

0.14%

11.80%

-11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.53%

16.81%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.26%

18.01%

-14.75%

Frequently Asked Questions


USDC-USD and VOO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (2.84%) 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 (2.39 vs -0.06), 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.

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