Tori trUSD vs Falcon USD

Falcon USD (USDF) is 25.1× the size of Tori trUSD (TRUSD) by market capitalisation. Over the past 30 days, TRUSD is ahead by 0.4 percentage points (TRUSD -0.0% against USDF -0.5%). Their daily returns move barely together (correlation 0.33 across 52 shared trading days). USDF has been the more volatile of the two, at 1% annualised against TRUSD's 1%.

Correlation: 0.33
Size ratio: 1 : 25.1
Ahead over 30 days: TRUSD

Tori trUSDTRUSD

$0.999314

24h: +0.01%
Market cap: $72.85M
Volume 24h: $1.15M
Volatility (ann.): 1%

Falcon USDUSDF

$0.991952

24h: +0.02%
Market cap: $1.83B
Volume 24h: $542,705
Volatility (ann.): 1%

TRUSD 3.8%Share of the two combined market caps96.2% USDF

Performance

TRUSDUSDF

7 days+0.03%-0.30%TRUSD
30 days-0.05%-0.48%TRUSD

Correlation

0.33over 52 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.4090d: insufficient data1y: insufficient data

Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.

Risk & extremes

Metric	TRUSD	USDF
Max drawdown (400d)	-0.2%	-0.6%
Risk-adjusted return (90d)	-0.07	-0.39

Relative strength over 90 days: TRUSD outperformed USDF by 0.3% — measured on the TRUSD/USDF ratio, so it holds regardless of market direction.

Tori trUSD →Falcon USD →