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

Performance

AXP vs. USD=X - Performance Comparison

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

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Returns By Period


AXP

1D
0.53%
1M
-1.18%
YTD
-15.13%
6M
-13.33%
1Y
4.33%
3Y*
23.52%
5Y*
15.12%
10Y*
18.65%

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)

AXP vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-15.13%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
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

AXP vs. USD=X — Risk / Return Rank

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

AXP
AXP Risk / Return Rank: 4444
Overall Rank
AXP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 4040
Sortino Ratio Rank
AXP Omega Ratio Rank: 4141
Omega Ratio Rank
AXP Calmar Ratio Rank: 4747
Calmar Ratio Rank
AXP Martin Ratio Rank: 4747
Martin Ratio Rank

USD=X
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.

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

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.


AXPUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.18

Martin ratioReturn relative to average drawdown

0.40

AXP vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AXPUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

Drawdowns

AXP vs. USD=X - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, 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 AXP and USD=X.


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Drawdown Indicators


AXPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

0.00%

-83.91%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

0.00%

-23.90%

Max Drawdown (3Y)

Largest decline over 3 years

-28.76%

0.00%

-28.76%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

0.00%

-31.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

0.00%

-49.64%

Current Drawdown

Current decline from peak

-18.42%

0.00%

-18.42%

Average Drawdown

Average peak-to-trough decline

-22.05%

0.00%

-22.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.96%

0.00%

+10.96%

Volatility

AXP vs. USD=X - Volatility Comparison

American Express Company (AXP) has a higher volatility of 6.27% compared to USD Cash (USD=X) at 0.00%. This indicates that AXP'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


AXPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

0.00%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

0.00%

+20.03%

Volatility (1Y)

Calculated over the trailing 1-year period

26.27%

0.00%

+26.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.49%

0.00%

+29.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

0.00%

+31.83%

Frequently Asked Questions


AXP has higher volatility (6.27%) compared to USD=X (0.00%). In terms of maximum drawdown, AXP dropped -83.91% vs USD=X's 0.00%.

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