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

Performance

BWXT vs. USD=X - Performance Comparison

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

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Returns By Period


BWXT

1D
-0.63%
1M
-6.34%
YTD
12.23%
6M
10.82%
1Y
41.19%
3Y*
43.24%
5Y*
26.18%
10Y*
20.03%

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)

BWXT vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BWXT
BWX Technologies, Inc.
12.23%56.37%46.53%33.87%23.30%-19.40%-1.54%64.48%-36.10%53.59%
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

BWXT vs. USD=X — Risk / Return Rank

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

BWXT
BWXT Risk / Return Rank: 7171
Overall Rank
BWXT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BWXT Sortino Ratio Rank: 6868
Sortino Ratio Rank
BWXT Omega Ratio Rank: 6868
Omega Ratio Rank
BWXT Calmar Ratio Rank: 7474
Calmar Ratio Rank
BWXT Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for BWX Technologies, Inc. (BWXT) 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.


BWXTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.79

Martin ratioReturn relative to average drawdown

4.04

BWXT vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

BWXT vs. USD=X - Drawdown Comparison

The maximum BWXT drawdown since its inception was -47.88%, 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 BWXT and USD=X.


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Drawdown Indicators


BWXTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-47.88%

0.00%

-47.88%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

0.00%

-23.14%

Max Drawdown (3Y)

Largest decline over 3 years

-32.87%

0.00%

-32.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.92%

0.00%

-32.92%

Max Drawdown (10Y)

Largest decline over 10 years

-47.74%

0.00%

-47.74%

Current Drawdown

Current decline from peak

-18.75%

0.00%

-18.75%

Average Drawdown

Average peak-to-trough decline

-13.17%

0.00%

-13.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

0.00%

+10.22%

Volatility

BWXT vs. USD=X - Volatility Comparison

BWX Technologies, Inc. (BWXT) has a higher volatility of 11.22% compared to USD Cash (USD=X) at 0.00%. This indicates that BWXT'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


BWXTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

0.00%

+11.22%

Volatility (6M)

Calculated over the trailing 6-month period

34.21%

0.00%

+34.21%

Volatility (1Y)

Calculated over the trailing 1-year period

45.12%

0.00%

+45.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.05%

0.00%

+33.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

0.00%

+30.83%

Frequently Asked Questions


BWXT has higher volatility (11.22%) compared to USD=X (0.00%). In terms of maximum drawdown, BWXT dropped -47.88% vs USD=X's 0.00%.

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