USDC-USD vs. VOO
USDC-USD (USDCoin) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, USDC-USD returned -0.00%/yr vs 13.90%/yr for VOO. At a correlation of -0.02, they often move in opposite directions.
Performance
USDC-USD vs. VOO - Performance Comparison
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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%
USDC-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
USDC-USD
VOO
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-USD | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 2.39 | -2.45 |
Sortino ratioReturn per unit of downside risk | -0.08 | 3.25 | -3.34 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.16 | -3.36 |
Martin ratioReturn relative to average drawdown | -0.43 | 14.73 | -15.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USDC-USD | VOO | Difference | |
|---|---|---|---|
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-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.64% | -0.70% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -3.69% | +0.20% |
Ulcer IndexDepth 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-USD | VOO | Difference | |
|---|---|---|---|
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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