AAPL vs. USD=X
AAPL (Apple Inc) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, AAPL returned 29.63%/yr vs 0.00%/yr for USD=X.
Performance
AAPL vs. USD=X - Performance Comparison
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Returns By Period
AAPL
- 1D
- -1.89%
- 1M
- 2.90%
- YTD
- 11.12%
- 6M
- 8.71%
- 1Y
- 48.46%
- 3Y*
- 19.11%
- 5Y*
- 19.46%
- 10Y*
- 29.63%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
AAPL vs. USD=X - Yearly Performance Comparison
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Return for Risk
AAPL vs. USD=X — Risk / Return Rank
AAPL
USD=X
AAPL vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and USD Cash (USD=X). 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.
| AAPL | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | — | — |
| Martin ratioReturn relative to average drawdown | 8.89 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAPL | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | — | — |
Drawdowns
AAPL vs. USD=X - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AAPL and USD=X.
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Drawdown Indicators
| AAPL | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | 0.00% | -81.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | 0.00% | -13.80% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | 0.00% | -33.36% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | 0.00% | -33.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | 0.00% | -38.52% |
Current DrawdownCurrent decline from peak | -4.33% | 0.00% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -29.60% | 0.00% | -29.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 0.00% | +5.48% |
Volatility
AAPL vs. USD=X - Volatility Comparison
Apple Inc (AAPL) has a higher volatility of 5.68% compared to USD Cash (USD=X) at 0.00%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPL | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 0.00% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 0.00% | +15.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 0.00% | +22.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.47% | 0.00% | +27.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.91% | 0.00% | +28.91% |
Frequently Asked Questions
AAPL has higher volatility (5.68%) compared to USD=X (0.00%). In terms of maximum drawdown, AAPL dropped -81.80% vs USD=X's 0.00%.
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