USDT-USD vs. BTC-USD
Compare and contrast key facts about Tether (USDT-USD) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDT-USD or BTC-USD.
Performance
USDT-USD vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, USDT-USD achieves a 0.14% return, which is significantly lower than BTC-USD's 134.23% return.
USDT-USD
0.14%
0.19%
0.13%
0.10%
-0.32%
N/A
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
Key characteristics
| USDT-USD | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.20 | 1.24 |
| Sortino Ratio | 0.30 | 1.95 |
| Omega Ratio | 1.03 | 1.19 |
| Calmar Ratio | 0.00 | 1.11 |
| Martin Ratio | 1.08 | 5.79 |
| Ulcer Index | 0.13% | 11.62% |
| Daily Std Dev | 0.62% | 44.09% |
| Max Drawdown | -10.32% | -93.07% |
| Current Drawdown | -7.12% | 0.00% |
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Correlation
The correlation between USDT-USD and BTC-USD is 0.08, 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.
Risk-Adjusted Performance
USDT-USD vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Bitcoin (BTC-USD). 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.
Drawdowns
USDT-USD vs. BTC-USD - Drawdown Comparison
The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for USDT-USD and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
USDT-USD vs. BTC-USD - Volatility Comparison
The current volatility for Tether (USDT-USD) is 0.30%, while Bitcoin (BTC-USD) has a volatility of 16.59%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.