USDT-USD vs. GOOGL
Compare and contrast key facts about Tether (USDT-USD) and Alphabet Inc. (GOOGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDT-USD or GOOGL.
Performance
USDT-USD vs. GOOGL - Performance Comparison
Returns By Period
In the year-to-date period, USDT-USD achieves a 0.14% return, which is significantly lower than GOOGL's 18.24% return.
USDT-USD
0.14%
0.19%
0.13%
0.10%
-0.32%
N/A
GOOGL
18.24%
1.22%
-5.61%
19.26%
20.66%
19.69%
Key characteristics
| USDT-USD | GOOGL | |
|---|---|---|
| Sharpe Ratio | 0.20 | 0.71 |
| Sortino Ratio | 0.30 | 1.13 |
| Omega Ratio | 1.03 | 1.15 |
| Calmar Ratio | 0.00 | 0.87 |
| Martin Ratio | 1.08 | 2.16 |
| Ulcer Index | 0.13% | 8.93% |
| Daily Std Dev | 0.62% | 27.09% |
| Max Drawdown | -10.32% | -65.29% |
| Current Drawdown | -7.12% | -13.71% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between USDT-USD and GOOGL is 0.04, 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. 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.
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.
Volatility
USDT-USD vs. GOOGL - Volatility Comparison
The current volatility for Tether (USDT-USD) is 0.30%, while Alphabet Inc. (GOOGL) has a volatility of 9.43%. 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.