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

Correlation

The correlation between USDT-USD and AAPL is 0.05, 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.


-0.50.00.51.00.0

Performance

USDT-USD vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tether (USDT-USD) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.01%
9.14%
USDT-USD
AAPL

Key characteristics

Sharpe Ratio

USDT-USD:

-0.03

AAPL:

1.00

Sortino Ratio

USDT-USD:

-0.03

AAPL:

1.53

Omega Ratio

USDT-USD:

1.00

AAPL:

1.19

Calmar Ratio

USDT-USD:

0.00

AAPL:

1.40

Martin Ratio

USDT-USD:

-0.14

AAPL:

3.70

Ulcer Index

USDT-USD:

0.15%

AAPL:

6.30%

Daily Std Dev

USDT-USD:

0.65%

AAPL:

23.44%

Max Drawdown

USDT-USD:

-10.32%

AAPL:

-81.80%

Current Drawdown

USDT-USD:

-7.23%

AAPL:

-8.01%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.19% return, which is significantly higher than AAPL's -4.86% return.


USDT-USD

YTD

0.19%

1M

0.18%

6M

0.02%

1Y

0.00%

5Y*

-0.05%

10Y*

N/A

AAPL

YTD

-4.86%

1M

-6.78%

6M

9.14%

1Y

24.88%

5Y*

24.98%

10Y*

24.83%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

USDT-USD vs. AAPL — 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 4040
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 6161
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7676
Overall Rank
The Sharpe Ratio Rank of AAPL is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7676
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. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Apple Inc (AAPL). 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 USDT-USD, currently valued at 0.02, compared to the broader market0.002.004.006.000.021.56
The chart of Sortino ratio for USDT-USD, currently valued at 0.03, compared to the broader market0.002.004.000.032.16
The chart of Omega ratio for USDT-USD, currently valued at 1.00, compared to the broader market1.001.201.401.601.001.29
The chart of Calmar ratio for USDT-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.007.000.000.91
The chart of Martin ratio for USDT-USD, currently valued at 0.08, compared to the broader market0.0010.0020.0030.0040.0050.000.087.59
USDT-USD
AAPL

The current USDT-USD Sharpe Ratio is -0.03, which is lower than the AAPL Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of USDT-USD and AAPL, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.02
1.56
USDT-USD
AAPL

Drawdowns

USDT-USD vs. AAPL - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for USDT-USD and AAPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.23%
-8.01%
USDT-USD
AAPL

Volatility

USDT-USD vs. AAPL - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.25%, while Apple Inc (AAPL) has a volatility of 8.62%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
0.25%
8.62%
USDT-USD
AAPL
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Disclaimer

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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