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

Performance

CPRT vs. USD=X - Performance Comparison

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

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Returns By Period


CPRT

1D
-1.00%
1M
-4.80%
YTD
-21.46%
6M
-20.48%
1Y
-36.72%
3Y*
-10.83%
5Y*
-0.30%
10Y*
17.57%

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)

CPRT vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPRT
Copart, Inc.
-21.46%-31.78%17.12%60.95%-19.68%19.15%39.93%90.33%10.63%55.89%
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

CPRT vs. USD=X — Risk / Return Rank

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

CPRT
CPRT Risk / Return Rank: 22
Overall Rank
CPRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CPRT Sortino Ratio Rank: 11
Sortino Ratio Rank
CPRT Omega Ratio Rank: 22
Omega Ratio Rank
CPRT Calmar Ratio Rank: 22
Calmar Ratio Rank
CPRT Martin Ratio Rank: 33
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.

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

This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) 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.


CPRTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.71

Calmar ratioReturn relative to maximum drawdown

-0.98

Martin ratioReturn relative to average drawdown

-1.75

CPRT vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CPRT vs. USD=X - Drawdown Comparison

The maximum CPRT drawdown since its inception was -72.49%, 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 CPRT and USD=X.


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Drawdown Indicators


CPRTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-72.49%

0.00%

-72.49%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

0.00%

-39.26%

Max Drawdown (3Y)

Largest decline over 3 years

-52.46%

0.00%

-52.46%

Max Drawdown (5Y)

Largest decline over 5 years

-52.46%

0.00%

-52.46%

Max Drawdown (10Y)

Largest decline over 10 years

-52.46%

0.00%

-52.46%

Current Drawdown

Current decline from peak

-51.83%

0.00%

-51.83%

Average Drawdown

Average peak-to-trough decline

-16.57%

0.00%

-16.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.06%

0.00%

+22.06%

Volatility

CPRT vs. USD=X - Volatility Comparison

Copart, Inc. (CPRT) has a higher volatility of 8.74% compared to USD Cash (USD=X) at 0.00%. This indicates that CPRT'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


CPRTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

0.00%

+8.74%

Volatility (6M)

Calculated over the trailing 6-month period

18.69%

0.00%

+18.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

0.00%

+23.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

0.00%

+25.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

0.00%

+27.43%

Frequently Asked Questions


CPRT has higher volatility (8.74%) compared to USD=X (0.00%). In terms of maximum drawdown, CPRT dropped -72.49% vs USD=X's 0.00%.

Portfolio Optimizer

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