CALM vs. USD=X
CALM (Cal-Maine Foods, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, CALM returned 9.71%/yr vs 0.00%/yr for USD=X.
Performance
CALM vs. USD=X - Performance Comparison
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Returns By Period
CALM
- 1D
- -0.73%
- 1M
- -0.68%
- YTD
- -1.01%
- 6M
- -8.09%
- 1Y
- -20.64%
- 3Y*
- 24.07%
- 5Y*
- 22.74%
- 10Y*
- 9.71%
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%
CALM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -1.01% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
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
CALM vs. USD=X — Risk / Return Rank
CALM
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CALM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
| CALM | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | — | — |
| Martin ratioReturn relative to average drawdown | -0.85 | — | — |
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Drawdowns
CALM vs. USD=X - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, 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 CALM and USD=X.
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Drawdown Indicators
| CALM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | 0.00% | -74.08% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | 0.00% | -37.00% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | 0.00% | -37.00% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | 0.00% | -37.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | 0.00% | -39.12% |
Current DrawdownCurrent decline from peak | -31.50% | 0.00% | -31.50% |
Average DrawdownAverage peak-to-trough decline | -30.31% | 0.00% | -30.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.26% | 0.00% | +24.26% |
Volatility
CALM vs. USD=X - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 6.08% compared to USD Cash (USD=X) at 0.00%. This indicates that CALM'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
| CALM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 0.00% | +6.08% |
Volatility (6M)Calculated over the trailing 6-month period | 20.30% | 0.00% | +20.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.73% | 0.00% | +32.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.63% | 0.00% | +32.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 0.00% | +31.13% |
Frequently Asked Questions
CALM has higher volatility (6.08%) compared to USD=X (0.00%). In terms of maximum drawdown, CALM dropped -74.08% vs USD=X's 0.00%.
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