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

Correlation

The correlation between USDT-USD and ETH-USD is 0.07, 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. ETH-USD - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
-0.78%
467.77%
USDT-USD
ETH-USD

Key characteristics

Sharpe Ratio

USDT-USD:

0.02

ETH-USD:

-0.56

Sortino Ratio

USDT-USD:

0.04

ETH-USD:

-0.50

Omega Ratio

USDT-USD:

1.00

ETH-USD:

0.95

Calmar Ratio

USDT-USD:

0.00

ETH-USD:

0.03

Martin Ratio

USDT-USD:

0.09

ETH-USD:

-1.38

Ulcer Index

USDT-USD:

0.20%

ETH-USD:

29.48%

Daily Std Dev

USDT-USD:

0.64%

ETH-USD:

59.30%

Max Drawdown

USDT-USD:

-10.32%

ETH-USD:

-93.96%

Current Drawdown

USDT-USD:

-7.19%

ETH-USD:

-62.14%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.23% return, which is significantly higher than ETH-USD's -45.33% return.


USDT-USD

YTD

0.23%

1M

0.08%

6M

0.16%

1Y

0.09%

5Y*

-0.15%

10Y*

N/A

ETH-USD

YTD

-45.33%

1M

-3.88%

6M

-27.30%

1Y

-43.98%

5Y*

55.85%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

USDT-USD vs. ETH-USD — 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 2727
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 00
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 4949
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1414
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 44
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 44
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 44
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Ethereum (ETH-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.


The chart of Sharpe ratio for USDT-USD, currently valued at 0.02, compared to the broader market0.001.002.003.004.00
USDT-USD: 0.02
ETH-USD: -0.56
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
ETH-USD: -0.50
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
ETH-USD: 0.95
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
ETH-USD: 0.03
The chart of Martin ratio for USDT-USD, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.0025.00
USDT-USD: 0.09
ETH-USD: -1.38

The current USDT-USD Sharpe Ratio is 0.02, which is higher than the ETH-USD Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of USDT-USD and ETH-USD, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.02
-0.56
USDT-USD
ETH-USD

Drawdowns

USDT-USD vs. ETH-USD - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for USDT-USD and ETH-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-7.19%
-62.14%
USDT-USD
ETH-USD

Volatility

USDT-USD vs. ETH-USD - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.16%, while Ethereum (ETH-USD) has a volatility of 27.50%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
0.16%
27.50%
USDT-USD
ETH-USD