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Stablecoin Pool Impermanent Loss and Depeg Risk

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Stable or correlated pairs can show small impermanent loss while their relative price remains close, but that does not make the position risk-free. A depeg can rapidly change the ratio and concentrate the pool in the weaker asset.

Why ordinary divergence can be small

When both tokens move together in the quote currency, their relative ratio stays near one and the HODL-pool gap is small. Fees may exceed that small gap, but the conclusion depends on actual volume, fee allocation, and costs.

What a depeg changes

A persistent relative-price move creates divergence loss and arbitrage changes the pool balances. The LP can accumulate more of the falling token. The standard calculator shows a full-range constant-mean scenario; a StableSwap invariant follows different math near and away from the peg.

Both assets can fall together

If both assets lose the same percentage, IL can be zero because there is no relative divergence. The portfolio still loses the same proportion in the quote currency. Always read gain or loss versus starting capital.

Risks outside IL

Reserve quality, redemption, issuer or protocol failure, bridge exposure, oracle behavior, liquidity, smart-contract bugs, governance, blacklisting, custody, and legal treatment are outside a simple IL calculation.

Use a stressed price set

Do not model only 0.999 versus 1.001. Test larger and asymmetric exit prices, withdrawal costs, and a conservative fee scenario. If the pool uses a non-constant-mean invariant, use a protocol-specific model before relying on the result.

Use this information

Apply the method in the Impermanent Loss & LP Break-Even Calculator. Keep the entered assumptions with the result so another reader can reproduce it.

Return to the cluster guide or compare IL with total return for the next decision.

Frequently asked questions

Can this guide replace a written contract or professional review?

No. It explains a reproducible planning method and the questions to verify; the applicable contract, official source, or qualified adviser controls.

Why are the assumptions shown instead of hidden defaults?

Financial results can change materially with tax, price, risk, cost, time, and responsibility assumptions. Visible inputs make the answer auditable.

How often should I revisit the result?

Recalculate whenever a quoted rate, fee, price, contract term, source rule, or risk allocation changes.

Sources

Sources and methodology reviewed 2026-09-25. Results are planning estimates, not a lender quote, tax opinion, investment recommendation, legal opinion, or provider proposal.