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

Performance

CBOE vs. USD=X - Performance Comparison

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

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Returns By Period


CBOE

1D
-0.33%
1M
-18.59%
YTD
18.03%
6M
17.09%
1Y
31.97%
3Y*
31.02%
5Y*
22.58%
10Y*
17.84%

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)

CBOE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBOE
Cboe Global Markets, Inc.
18.03%29.96%10.74%44.37%-2.16%42.23%-21.17%24.16%-20.60%70.49%
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

CBOE vs. USD=X — Risk / Return Rank

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

CBOE
CBOE Risk / Return Rank: 7373
Overall Rank
CBOE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 7070
Sortino Ratio Rank
CBOE Omega Ratio Rank: 7272
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) 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.


CBOEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

5.70

CBOE vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CBOE vs. USD=X - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, 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 CBOE and USD=X.


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Drawdown Indicators


CBOEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

0.00%

-43.23%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

0.00%

-24.69%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

0.00%

-24.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

0.00%

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-43.23%

0.00%

-43.23%

Current Drawdown

Current decline from peak

-19.41%

0.00%

-19.41%

Average Drawdown

Average peak-to-trough decline

-11.41%

0.00%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

0.00%

+5.58%

Volatility

CBOE vs. USD=X - Volatility Comparison

Cboe Global Markets, Inc. (CBOE) has a higher volatility of 15.70% compared to USD Cash (USD=X) at 0.00%. This indicates that CBOE'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


CBOEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.70%

0.00%

+15.70%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

0.00%

+24.24%

Volatility (1Y)

Calculated over the trailing 1-year period

27.44%

0.00%

+27.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

0.00%

+23.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

0.00%

+25.36%

Frequently Asked Questions


CBOE has higher volatility (15.70%) compared to USD=X (0.00%). In terms of maximum drawdown, CBOE dropped -43.23% vs USD=X's 0.00%.

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