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USDT-USD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between USDT-USD and ^GSPC is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

USDT-USD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tether (USDT-USD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-0.78%
113.91%
USDT-USD
^GSPC

Key characteristics

Sharpe Ratio

USDT-USD:

-0.05

^GSPC:

0.46

Sortino Ratio

USDT-USD:

-0.07

^GSPC:

0.78

Omega Ratio

USDT-USD:

0.99

^GSPC:

1.11

Calmar Ratio

USDT-USD:

0.00

^GSPC:

0.48

Martin Ratio

USDT-USD:

-0.21

^GSPC:

1.94

Ulcer Index

USDT-USD:

0.20%

^GSPC:

4.66%

Daily Std Dev

USDT-USD:

0.64%

^GSPC:

19.45%

Max Drawdown

USDT-USD:

-10.32%

^GSPC:

-56.78%

Current Drawdown

USDT-USD:

-7.19%

^GSPC:

-10.02%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.23% return, which is significantly higher than ^GSPC's -6.00% return.


USDT-USD

YTD

0.23%

1M

0.08%

6M

0.10%

1Y

0.06%

5Y*

-0.15%

10Y*

N/A

^GSPC

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

USDT-USD vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USDT-USD
The Risk-Adjusted Performance Rank of USDT-USD is 2222
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 3737
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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.

USDT-USD vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and S&P 500 (^GSPC). 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.


The chart of Sharpe ratio for USDT-USD, currently valued at -0.03, compared to the broader market0.001.002.003.004.00
USDT-USD: -0.03
^GSPC: -0.10
The chart of Sortino ratio for USDT-USD, currently valued at -0.04, compared to the broader market0.001.002.003.004.00
USDT-USD: -0.04
^GSPC: 0.01
The chart of Omega ratio for USDT-USD, currently valued at 1.00, compared to the broader market1.001.101.201.301.40
USDT-USD: 1.00
^GSPC: 1.00
The chart of Calmar ratio for USDT-USD, currently valued at 0.00, compared to the broader market1.002.003.004.00
USDT-USD: 0.00
^GSPC: 0.48
The chart of Martin ratio for USDT-USD, currently valued at -0.13, compared to the broader market0.005.0010.0015.0020.00
USDT-USD: -0.13
^GSPC: -0.38

The current USDT-USD Sharpe Ratio is -0.05, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of USDT-USD and ^GSPC, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.03
-0.10
USDT-USD
^GSPC

Drawdowns

USDT-USD vs. ^GSPC - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for USDT-USD and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.19%
-10.02%
USDT-USD
^GSPC

Volatility

USDT-USD vs. ^GSPC - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.16%, while S&P 500 (^GSPC) has a volatility of 13.99%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
0.16%
13.99%
USDT-USD
^GSPC