USDT-USD vs. USDC-USD
Compare and contrast key facts about Tether (USDT-USD) and USDCoin (USDC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USDT-USD or USDC-USD.
Performance
USDT-USD vs. USDC-USD - Performance Comparison
Returns By Period
USDT-USD
0.14%
0.19%
0.13%
0.10%
-0.32%
N/A
USDC-USD
0.00%
0.00%
-0.01%
0.01%
0.03%
N/A
Key characteristics
| USDT-USD | USDC-USD | |
|---|---|---|
| Sharpe Ratio | 0.20 | -0.01 |
| Sortino Ratio | 0.30 | -0.01 |
| Omega Ratio | 1.03 | 1.00 |
| Calmar Ratio | 0.00 | 0.00 |
| Martin Ratio | 1.08 | -0.04 |
| Ulcer Index | 0.13% | 0.05% |
| Daily Std Dev | 0.62% | 0.24% |
| Max Drawdown | -10.32% | -19.18% |
| Current Drawdown | -7.12% | -3.41% |
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Correlation
The correlation between USDT-USD and USDC-USD is 0.12, 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. USDC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether (USDT-USD) and USDCoin (USDC-USD). 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. USDC-USD - Drawdown Comparison
The maximum USDT-USD drawdown since its inception was -10.32%, smaller than the maximum USDC-USD drawdown of -19.18%. Use the drawdown chart below to compare losses from any high point for USDT-USD and USDC-USD. For additional features, visit the drawdowns tool.
Volatility
USDT-USD vs. USDC-USD - Volatility Comparison
Tether (USDT-USD) has a higher volatility of 0.30% compared to USDCoin (USDC-USD) at 0.09%. This indicates that USDT-USD's price experiences larger fluctuations and is considered to be riskier than USDC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.