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APH vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

APH vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphenol Corporation (APH) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


APH

1D
0.88%
1M
23.04%
YTD
14.03%
6M
19.47%
1Y
67.47%
3Y*
57.45%
5Y*
36.37%
10Y*
27.74%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APH vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APH
Amphenol Corporation
14.03%96.08%41.30%31.85%-11.96%35.25%22.09%34.91%-6.82%31.81%
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

APH vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APH
APH Risk / Return Rank: 8080
Overall Rank
APH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
APH Sortino Ratio Rank: 7777
Sortino Ratio Rank
APH Omega Ratio Rank: 7979
Omega Ratio Rank
APH Calmar Ratio Rank: 7979
Calmar Ratio Rank
APH Martin Ratio Rank: 8080
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APH vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) 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.


APHUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.27

Martin ratioReturn relative to average drawdown

5.85

APH vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

APH vs. USD=X - Drawdown Comparison

The maximum APH drawdown since its inception was -63.41%, 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 APH and USD=X.


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Drawdown Indicators


APHUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

0.00%

-63.41%

Max Drawdown (1Y)

Largest decline over 1 year

-28.19%

0.00%

-28.19%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

0.00%

-28.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

0.00%

-28.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.56%

0.00%

-37.56%

Current Drawdown

Current decline from peak

-7.31%

0.00%

-7.31%

Average Drawdown

Average peak-to-trough decline

-13.56%

0.00%

-13.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.92%

0.00%

+10.92%

Volatility

APH vs. USD=X - Volatility Comparison

Amphenol Corporation (APH) has a higher volatility of 15.50% compared to USD Cash (USD=X) at 0.00%. This indicates that APH'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


APHUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.50%

0.00%

+15.50%

Volatility (6M)

Calculated over the trailing 6-month period

37.39%

0.00%

+37.39%

Volatility (1Y)

Calculated over the trailing 1-year period

41.68%

0.00%

+41.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.75%

0.00%

+30.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.93%

0.00%

+27.93%

Frequently Asked Questions


APH has higher volatility (15.50%) compared to USD=X (0.00%). In terms of maximum drawdown, APH dropped -63.41% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for APH and USD=X

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