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

Correlation

The correlation between USDT-USD and GOOGL is 0.03, 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. GOOGL - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.01%
8.87%
USDT-USD
GOOGL

Key characteristics

Sharpe Ratio

USDT-USD:

-0.18

GOOGL:

1.40

Sortino Ratio

USDT-USD:

-0.26

GOOGL:

1.95

Omega Ratio

USDT-USD:

0.98

GOOGL:

1.26

Calmar Ratio

USDT-USD:

0.00

GOOGL:

1.77

Martin Ratio

USDT-USD:

-0.93

GOOGL:

4.28

Ulcer Index

USDT-USD:

0.14%

GOOGL:

9.14%

Daily Std Dev

USDT-USD:

0.64%

GOOGL:

28.03%

Max Drawdown

USDT-USD:

-10.32%

GOOGL:

-65.29%

Current Drawdown

USDT-USD:

-7.27%

GOOGL:

-1.03%

Returns By Period

In the year-to-date period, USDT-USD achieves a -0.02% return, which is significantly lower than GOOGL's 39.84% return.


USDT-USD

YTD

-0.02%

1M

-0.15%

6M

0.00%

1Y

-0.14%

5Y*

-0.25%

10Y*

N/A

GOOGL

YTD

39.84%

1M

18.26%

6M

8.87%

1Y

38.06%

5Y*

23.84%

10Y*

21.91%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

USDT-USD vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Alphabet Inc. (GOOGL). 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 -0.27, compared to the broader market0.002.004.006.00-0.271.00
The chart of Sortino ratio for USDT-USD, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.005.00-0.391.57
The chart of Omega ratio for USDT-USD, currently valued at 0.96, compared to the broader market1.001.201.400.961.24
The chart of Calmar ratio for USDT-USD, currently valued at -0.02, compared to the broader market1.002.003.004.005.006.00-0.021.08
The chart of Martin ratio for USDT-USD, currently valued at -1.25, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-1.252.33
USDT-USD
GOOGL

The current USDT-USD Sharpe Ratio is -0.18, which is lower than the GOOGL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of USDT-USD and GOOGL, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
1.00
USDT-USD
GOOGL

Drawdowns

USDT-USD vs. GOOGL - Drawdown Comparison

The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for USDT-USD and GOOGL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.27%
-1.03%
USDT-USD
GOOGL

Volatility

USDT-USD vs. GOOGL - Volatility Comparison

The current volatility for Tether (USDT-USD) is 0.20%, while Alphabet Inc. (GOOGL) has a volatility of 9.86%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.20%
9.86%
USDT-USD
GOOGL
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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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