USDT-USD vs. META
USDT-USD (Tether) is a cryptocurrency, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, USDT-USD returned -0.03%/yr vs 13.77%/yr for META. At a 0.06 correlation, their price movements are largely independent.
Performance
USDT-USD vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, USDT-USD achieves a 0.02% return, which is significantly higher than META's -0.33% return.
USDT-USD
- 1D
- -0.06%
- 1M
- -0.09%
- 6M
- -0.01%
- YTD
- 0.02%
- 1Y
- -0.16%
- 3Y*
- -0.06%
- 5Y*
- -0.03%
- 10Y*
- —
META
- 1D
- -1.86%
- 1M
- 15.94%
- 6M
- 2.48%
- YTD
- -0.33%
- 1Y
- -8.17%
- 3Y*
- 28.96%
- 5Y*
- 13.77%
- 10Y*
- 18.95%
USDT-USD vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDT-USD Tether | 0.02% | 0.07% | -0.18% | 0.03% | -0.07% | -0.05% | 0.09% | -1.38% | 0.14% | 1.23% |
META Meta Platforms, Inc. | -0.33% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 25.76% |
Correlation
The correlation between USDT-USD and META is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2017 | 0.06 |
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Return for Risk
USDT-USD vs. META — Risk / Return Rank
USDT-USD
META
USDT-USD vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and Meta Platforms, Inc. (META). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USDT-USD | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.99 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.25 | -0.17 |
| Martin ratioReturn relative to average drawdown | -0.81 | -0.47 | -0.35 |
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Drawdowns
USDT-USD vs. META - Drawdown Comparison
The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for USDT-USD and META.
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Drawdown Indicators
| USDT-USD | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.32% | -76.74% | +66.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.39% | -33.30% | +32.91% |
Max Drawdown (3Y)Largest decline over 3 years | -0.42% | -34.15% | +33.73% |
Max Drawdown (5Y)Largest decline over 5 years | -0.99% | -76.74% | +75.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.74% | — |
Current DrawdownCurrent decline from peak | -7.34% | -16.60% | +9.26% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -15.88% | +8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.11% | 17.48% | -17.37% |
Volatility
USDT-USD vs. META - Volatility Comparison
The current volatility for Tether (USDT-USD) is 0.12%, while Meta Platforms, Inc. (META) has a volatility of 15.94%. This indicates that USDT-USD experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USDT-USD | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 15.94% | -15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 0.35% | 30.92% | -30.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.41% | 38.51% | -38.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.55% | 44.55% | -44.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.74% | 38.97% | -32.23% |
Frequently Asked Questions
USDT-USD and META have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (15.94%) compared to USDT-USD (0.12%). In terms of maximum drawdown, USDT-USD dropped -10.32% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.21 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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