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

Performance

USDT-USD vs. META - Performance Comparison

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

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USDT-USD vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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. META — 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: 7676
Overall Rank
USDT-USD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
USDT-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
USDT-USD Omega Ratio Rank: 7171
Omega Ratio Rank
USDT-USD Calmar Ratio Rank: 8181
Calmar Ratio Rank
USDT-USD Martin Ratio Rank: 7979
Martin Ratio Rank

META
META Risk / Return Rank: 3535
Overall Rank
META Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
META Sortino Ratio Rank: 3333
Sortino Ratio Rank
META Omega Ratio Rank: 3333
Omega Ratio Rank
META Calmar Ratio Rank: 3737
Calmar Ratio Rank
META Martin Ratio Rank: 3737
Martin Ratio Rank
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. 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-USDMETADifference
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

USDT-USD vs. META - Sharpe Ratio Comparison

The current USDT-USD Sharpe Ratio is -0.33, which is lower than the META Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of USDT-USD and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


USDT-USDMETADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.34%

-16.60%

+9.26%

Average Drawdown

Average peak-to-trough decline

-6.93%

-15.88%

+8.95%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


USDT-USDMETADifference

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.

Portfolio Optimizer

Find the right allocation for USDT-USD and META

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer