AMGN vs. USD=X
AMGN (Amgen Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, AMGN returned 12.08%/yr vs 0.00%/yr for USD=X.
Performance
AMGN vs. USD=X - Performance Comparison
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Returns By Period
AMGN
- 1D
- 0.32%
- 1M
- 8.85%
- YTD
- 10.10%
- 6M
- 13.41%
- 1Y
- 23.93%
- 3Y*
- 20.61%
- 5Y*
- 11.36%
- 10Y*
- 12.08%
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%
AMGN vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 10.10% | 29.67% | -6.77% | 13.46% | 20.43% | 0.87% | -1.99% | 27.60% | 15.23% | 22.27% |
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
AMGN vs. USD=X — Risk / Return Rank
AMGN
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AMGN vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) 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.
| AMGN | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | — | — |
| Martin ratioReturn relative to average drawdown | 3.22 | — | — |
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Drawdowns
AMGN vs. USD=X - Drawdown Comparison
The maximum AMGN drawdown since its inception was -63.48%, 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 AMGN and USD=X.
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Drawdown Indicators
| AMGN | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.48% | 0.00% | -63.48% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | 0.00% | -16.57% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | 0.00% | -22.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | 0.00% | -24.86% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | 0.00% | -24.86% |
Current DrawdownCurrent decline from peak | -7.80% | 0.00% | -7.80% |
Average DrawdownAverage peak-to-trough decline | -16.77% | 0.00% | -16.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 0.00% | +7.19% |
Volatility
AMGN vs. USD=X - Volatility Comparison
Amgen Inc. (AMGN) has a higher volatility of 7.92% compared to USD Cash (USD=X) at 0.00%. This indicates that AMGN'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
| AMGN | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 0.00% | +7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 19.22% | 0.00% | +19.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.79% | 0.00% | +27.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 0.00% | +23.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 0.00% | +24.86% |
Frequently Asked Questions
AMGN has higher volatility (7.92%) compared to USD=X (0.00%). In terms of maximum drawdown, AMGN dropped -63.48% vs USD=X's 0.00%.
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