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

Performance

BKNG vs. USD=X - Performance Comparison

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

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Returns By Period


BKNG

1D
-2.13%
1M
-1.94%
YTD
-23.87%
6M
-21.25%
1Y
-27.12%
3Y*
16.72%
5Y*
12.36%
10Y*
12.13%

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)

BKNG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKNG
Booking Holdings Inc.
-23.87%8.59%41.31%76.02%-16.00%7.72%8.45%19.24%-0.88%18.53%
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

BKNG vs. USD=X — Risk / Return Rank

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

BKNG
BKNG Risk / Return Rank: 99
Overall Rank
BKNG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BKNG Sortino Ratio Rank: 1010
Sortino Ratio Rank
BKNG Omega Ratio Rank: 1111
Omega Ratio Rank
BKNG Calmar Ratio Rank: 1010
Calmar Ratio Rank
BKNG Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for Booking Holdings Inc. (BKNG) 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.


BKNGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.82

Martin ratioReturn relative to average drawdown

-1.58

BKNG vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BKNGUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

Drawdowns

BKNG vs. USD=X - Drawdown Comparison

The maximum BKNG drawdown since its inception was -99.32%, 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 BKNG and USD=X.


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Drawdown Indicators


BKNGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.32%

0.00%

-99.32%

Max Drawdown (1Y)

Largest decline over 1 year

-33.35%

0.00%

-33.35%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

0.00%

-33.35%

Max Drawdown (5Y)

Largest decline over 5 years

-39.53%

0.00%

-39.53%

Max Drawdown (10Y)

Largest decline over 10 years

-47.77%

0.00%

-47.77%

Current Drawdown

Current decline from peak

-29.64%

0.00%

-29.64%

Average Drawdown

Average peak-to-trough decline

-47.07%

0.00%

-47.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.16%

0.00%

+17.16%

Volatility

BKNG vs. USD=X - Volatility Comparison

Booking Holdings Inc. (BKNG) has a higher volatility of 9.32% compared to USD Cash (USD=X) at 0.00%. This indicates that BKNG'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


BKNGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.32%

0.00%

+9.32%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

0.00%

+26.96%

Volatility (1Y)

Calculated over the trailing 1-year period

31.89%

0.00%

+31.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.24%

0.00%

+32.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

0.00%

+32.46%

Frequently Asked Questions


BKNG has higher volatility (9.32%) compared to USD=X (0.00%). In terms of maximum drawdown, BKNG dropped -99.32% vs USD=X's 0.00%.

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