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

Performance

BMY vs. USD=X - Performance Comparison

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

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Returns By Period


BMY

1D
-2.97%
1M
-1.05%
YTD
5.31%
6M
9.94%
1Y
20.53%
3Y*
-0.49%
5Y*
0.76%
10Y*
0.79%

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)

BMY vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMY
Bristol-Myers Squibb Company
5.31%0.11%15.81%-26.14%18.98%2.88%0.41%27.74%-12.90%7.71%
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

BMY vs. USD=X — Risk / Return Rank

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

BMY
BMY Risk / Return Rank: 6565
Overall Rank
BMY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BMY Sortino Ratio Rank: 6262
Sortino Ratio Rank
BMY Omega Ratio Rank: 5959
Omega Ratio Rank
BMY Calmar Ratio Rank: 7070
Calmar Ratio Rank
BMY Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) 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.


BMYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.51

Martin ratioReturn relative to average drawdown

3.29

BMY vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BMYUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

Drawdowns

BMY vs. USD=X - Drawdown Comparison

The maximum BMY drawdown since its inception was -72.03%, 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 BMY and USD=X.


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Drawdown Indicators


BMYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

0.00%

-72.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

0.00%

-13.68%

Max Drawdown (3Y)

Largest decline over 3 years

-36.85%

0.00%

-36.85%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

0.00%

-47.67%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

0.00%

-47.67%

Current Drawdown

Current decline from peak

-20.03%

0.00%

-20.03%

Average Drawdown

Average peak-to-trough decline

-22.38%

0.00%

-22.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

0.00%

+6.24%

Volatility

BMY vs. USD=X - Volatility Comparison

Bristol-Myers Squibb Company (BMY) has a higher volatility of 7.70% compared to USD Cash (USD=X) at 0.00%. This indicates that BMY'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


BMYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

0.00%

+7.70%

Volatility (6M)

Calculated over the trailing 6-month period

18.08%

0.00%

+18.08%

Volatility (1Y)

Calculated over the trailing 1-year period

27.03%

0.00%

+27.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

0.00%

+24.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

0.00%

+25.28%

Frequently Asked Questions


BMY has higher volatility (7.70%) compared to USD=X (0.00%). In terms of maximum drawdown, BMY dropped -72.03% vs USD=X's 0.00%.

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