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CDW vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDW vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CDW Corporation (CDW) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDW achieves a 1.92% return, which is significantly lower than USD's 114.00% return. Over the past 10 years, CDW has underperformed USD with an annualized return of 13.77%, while USD has yielded a comparatively higher 62.16% annualized return.


CDW

1D
-1.73%
1M
2.08%
YTD
1.92%
6M
-3.39%
1Y
-21.97%
3Y*
-6.30%
5Y*
-2.62%
10Y*
13.77%

USD

1D
-1.14%
1M
44.53%
YTD
114.00%
6M
111.06%
1Y
274.62%
3Y*
127.67%
5Y*
69.52%
10Y*
62.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDW vs. USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDW
CDW Corporation
1.92%-20.56%-22.57%28.84%-11.75%56.87%-6.55%78.22%17.98%34.92%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Correlation

The correlation between CDW and USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

0.49

Over the past year, the correlation between CDW and USD has dropped to 0.12 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

CDW vs. USD — Risk / Return Rank

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

CDW
CDW Risk / Return Rank: 1919
Overall Rank
CDW Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CDW Sortino Ratio Rank: 1919
Sortino Ratio Rank
CDW Omega Ratio Rank: 1717
Omega Ratio Rank
CDW Calmar Ratio Rank: 2323
Calmar Ratio Rank
CDW Martin Ratio Rank: 2121
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
Martin Ratio Rank
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.

CDW vs. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CDW Corporation (CDW) and ProShares Ultra Semiconductors (USD). 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.


CDWUSDDifference
Sharpe ratioReturn per unit of total volatility

-5.09

Sortino ratioReturn per unit of downside risk

-4.35

Omega ratioGain probability vs. loss probability

0.92

1.51

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.49

8.70

-9.19

Martin ratioReturn relative to average drawdown

-0.96

25.16

-26.12

CDW vs. USD - Sharpe Ratio Comparison

The current CDW Sharpe Ratio is -0.55, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of CDW and USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDWUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

4.53

-5.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.91

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.90

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.49

+0.13

Drawdowns

CDW vs. USD - Drawdown Comparison

The maximum CDW drawdown since its inception was -60.37%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CDW and USD.


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Drawdown Indicators


CDWUSDDifference

Max Drawdown

Largest peak-to-trough decline

-60.37%

-88.63%

+28.26%

Max Drawdown (1Y)

Largest decline over 1 year

-44.97%

-31.80%

-13.17%

Max Drawdown (3Y)

Largest decline over 3 years

-60.37%

-64.46%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-60.37%

-77.85%

+17.48%

Max Drawdown (10Y)

Largest decline over 10 years

-60.37%

-77.85%

+17.48%

Current Drawdown

Current decline from peak

-44.87%

-1.14%

-43.73%

Average Drawdown

Average peak-to-trough decline

-10.92%

-32.35%

+21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.83%

10.97%

+11.86%

Volatility

CDW vs. USD - Volatility Comparison

CDW Corporation (CDW) has a higher volatility of 29.33% compared to ProShares Ultra Semiconductors (USD) at 20.36%. This indicates that CDW's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDWUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.33%

20.36%

+8.97%

Volatility (6M)

Calculated over the trailing 6-month period

35.43%

46.39%

-10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

61.22%

-21.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.88%

76.55%

-45.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

69.23%

-38.34%

Dividends

CDW vs. USD - Dividend Comparison

CDW's dividend yield for the trailing twelve months is around 1.83%, more than USD's 0.21% yield.


PositionTTM20252024202320222021202020192018201720162015
CDW
CDW Corporation
1.83%1.84%1.43%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%
USD
ProShares Ultra Semiconductors
0.21%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


CDW and USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDW has higher volatility (29.33%) compared to USD (20.36%). In terms of maximum drawdown, CDW dropped -60.37% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.53 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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