ADBE vs. USD=X
ADBE (Adobe Inc) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, ADBE returned 7.72%/yr vs 0.00%/yr for USD=X.
Performance
ADBE vs. USD=X - Performance Comparison
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Returns By Period
ADBE
- 1D
- -6.76%
- 1M
- -17.60%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
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%
ADBE vs. USD=X - Yearly Performance Comparison
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Return for Risk
ADBE vs. USD=X — Risk / Return Rank
ADBE
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ADBE vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.
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.
| ADBE | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.73 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | — | — |
| Martin ratioReturn relative to average drawdown | -1.99 | — | — |
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Drawdowns
ADBE vs. USD=X - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, 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 ADBE and USD=X.
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Drawdown Indicators
| ADBE | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | 0.00% | -79.89% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | 0.00% | -49.21% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | 0.00% | -67.86% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | 0.00% | -70.36% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | 0.00% | -70.36% |
Current DrawdownCurrent decline from peak | -70.36% | 0.00% | -70.36% |
Average DrawdownAverage peak-to-trough decline | -25.99% | 0.00% | -25.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 0.00% | +27.31% |
Volatility
ADBE vs. USD=X - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 16.64% compared to USD Cash (USD=X) at 0.00%. This indicates that ADBE'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
| ADBE | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 0.00% | +16.64% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 0.00% | +29.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 0.00% | +35.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 0.00% | +36.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 0.00% | +34.48% |
Frequently Asked Questions
ADBE has higher volatility (16.64%) compared to USD=X (0.00%). In terms of maximum drawdown, ADBE dropped -79.89% vs USD=X's 0.00%.
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