BMY vs. USD=X
BMY (Bristol-Myers Squibb Company) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, BMY returned 0.79%/yr vs 0.00%/yr for USD=X.
Performance
BMY vs. USD=X - Performance Comparison
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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%
BMY vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BMY
USD=X
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.
| BMY | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMY | USD=X | Difference | |
|---|---|---|---|
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
| BMY | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -20.03% | 0.00% | -20.03% |
Average DrawdownAverage peak-to-trough decline | -22.38% | 0.00% | -22.38% |
Ulcer IndexDepth 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
| BMY | USD=X | Difference | |
|---|---|---|---|
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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