AMAT vs. USD=X
AMAT (Applied Materials, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, AMAT returned 36.71%/yr vs 0.00%/yr for USD=X.
Performance
AMAT vs. USD=X - Performance Comparison
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Returns By Period
AMAT
- 1D
- 8.64%
- 1M
- 13.17%
- YTD
- 91.99%
- 6M
- 83.99%
- 1Y
- 197.34%
- 3Y*
- 54.75%
- 5Y*
- 30.69%
- 10Y*
- 36.71%
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%
AMAT vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMAT Applied Materials, Inc. | 91.99% | 59.60% | 1.13% | 67.97% | -37.54% | 83.64% | 43.29% | 89.86% | -34.92% | 59.86% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
AMAT vs. USD=X — Risk / Return Rank
AMAT
USD=X
AMAT vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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.
| AMAT | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.55 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 9.29 | — | — |
| Martin ratioReturn relative to average drawdown | 26.48 | — | — |
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
| AMAT | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.15 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | — | — |
Drawdowns
AMAT vs. USD=X - Drawdown Comparison
The maximum AMAT drawdown since its inception was -85.22%, 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 AMAT and USD=X.
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Drawdown Indicators
| AMAT | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.22% | 0.00% | -85.22% |
Max Drawdown (1Y)Largest decline over 1 year | -21.37% | 0.00% | -21.37% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | 0.00% | -49.88% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | 0.00% | -55.14% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | 0.00% | -55.14% |
Current DrawdownCurrent decline from peak | -1.90% | 0.00% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -38.80% | 0.00% | -38.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.49% | 0.00% | +7.49% |
Volatility
AMAT vs. USD=X - Volatility Comparison
Applied Materials, Inc. (AMAT) has a higher volatility of 19.01% compared to USD Cash (USD=X) at 0.00%. This indicates that AMAT'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
| AMAT | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.01% | 0.00% | +19.01% |
Volatility (6M)Calculated over the trailing 6-month period | 37.52% | 0.00% | +37.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.94% | 0.00% | +47.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 0.00% | +43.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.81% | 0.00% | +42.81% |
Frequently Asked Questions
AMAT has higher volatility (19.01%) compared to USD=X (0.00%). In terms of maximum drawdown, AMAT dropped -85.22% vs USD=X's 0.00%.
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