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 -0.02%/yr vs 9.53%/yr for META. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
USDT-USD vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, USDT-USD achieves a 0.03% return, which is significantly higher than META's -15.51% return.
USDT-USD
- 1D
- -0.02%
- 1M
- -0.02%
- 6M
- -0.03%
- YTD
- 0.03%
- 1Y
- -0.09%
- 3Y*
- -0.01%
- 5Y*
- -0.02%
- 10Y*
- —
- ALL TIME*
- -0.01%
META
- 1D
- 3.28%
- 1M
- -4.49%
- 6M
- -22.16%
- YTD
- -15.51%
- 1Y
- -25.53%
- 3Y*
- 20.28%
- 5Y*
- 9.53%
- 10Y*
- 16.39%
- ALL TIME*
- 20.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.87B | $11.79B | $10.93B | |
USDT-USD Tether | $50.37B | $51.96B | $70.75B |
USDT-USD vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USDT-USD Tether | 0.03% | 0.07% | -0.18% | 0.03% | -0.07% | -0.05% | 0.09% | -1.38% | 0.14% | 1.23% |
META Meta Platforms, Inc. | -15.51% | 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, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.89 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | -0.84 | +0.61 |
| Martin ratioReturn relative to average drawdown | -0.43 | -1.52 | +1.10 |
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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 | -7.33% | -29.30% | +21.97% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -15.90% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.11% | 18.25% | -18.14% |
Volatility
USDT-USD vs. META - Volatility Comparison
The current volatility for Tether (USDT-USD) is 0.13%, while Meta Platforms, Inc. (META) has a volatility of 15.37%. 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 | 0.13% | 15.37% | -15.24% |
Volatility (6M)Calculated over the trailing 6-month period | 0.33% | 30.29% | -29.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.41% | 39.78% | -39.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.55% | 44.68% | -44.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.72% | 39.10% | -32.38% |
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 (15.37%) compared to USDT-USD (0.13%). In terms of maximum drawdown, USDT-USD dropped -10.32% vs META's -76.74%.
USDT-USD currently has the higher Sharpe Ratio (-0.18 vs -0.73), 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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