PortfoliosLab logoPortfoliosLab logo
USDT-USD vs. GOLD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USDT-USD vs. GOLD - Performance Comparison

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

Loading graphics...

USDT-USD vs. GOLD - Yearly Performance Comparison


2026 (YTD)2025
USDT-USD
Tether
0.13%-0.18%
GOLD
Gold.com, Inc
23.21%14.34%

Returns By Period

In the year-to-date period, USDT-USD achieves a 0.13% return, which is significantly lower than GOLD's 23.21% return.


USDT-USD

1D
0.08%
1M
-0.01%
YTD
0.13%
6M
-0.08%
1Y
-0.02%
3Y*
-0.02%
5Y*
-0.01%
10Y*

GOLD

1D
4.32%
1M
-26.47%
YTD
23.21%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USDT-USD vs. GOLD — Risk / Return Rank

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

USDT-USD
USDT-USD Risk / Return Rank: 7878
Overall Rank
USDT-USD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USDT-USD Sortino Ratio Rank: 7171
Sortino Ratio Rank
USDT-USD Omega Ratio Rank: 7171
Omega Ratio Rank
USDT-USD Calmar Ratio Rank: 8585
Calmar Ratio Rank
USDT-USD Martin Ratio Rank: 8484
Martin Ratio Rank

GOLD
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USDT-USD vs. GOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Gold.com, Inc (GOLD). 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.


USDT-USDGOLDDifference

Sharpe ratio

Return per unit of total volatility

-0.03

Sortino ratio

Return per unit of downside risk

-0.04

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.24

Martin ratio

Return relative to average drawdown

-0.52

USDT-USD vs. GOLD - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


USDT-USDGOLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

2.90

-2.90

Correlation

The correlation between USDT-USD and GOLD 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.


Drawdowns

USDT-USD vs. GOLD - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum GOLD drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for USDT-USD and GOLD.


Loading graphics...

Drawdown Indicators


USDT-USDGOLDDifference

Max Drawdown

Largest peak-to-trough decline

-10.32%

-40.58%

+30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-1.54%

Current Drawdown

Current decline from peak

-7.24%

-34.59%

+27.35%

Average Drawdown

Average peak-to-trough decline

-6.93%

-9.57%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

USDT-USD vs. GOLD - Volatility Comparison


Loading graphics...

Volatility by Period


USDT-USDGOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.40%

64.84%

-64.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.82%

64.84%

-64.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

64.84%

-57.99%