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

Performance

DCI vs. USD=X - Performance Comparison

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

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Returns By Period


DCI

1D
1.18%
1M
5.44%
YTD
-2.28%
6M
-6.11%
1Y
27.67%
3Y*
13.77%
5Y*
8.47%
10Y*
11.09%

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)

DCI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCI
Donaldson Company, Inc.
-2.28%33.71%4.62%12.80%0.96%7.56%-1.41%34.98%-9.95%18.17%
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

DCI vs. USD=X — Risk / Return Rank

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

DCI
DCI Risk / Return Rank: 6868
Overall Rank
DCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DCI Sortino Ratio Rank: 6868
Sortino Ratio Rank
DCI Omega Ratio Rank: 7070
Omega Ratio Rank
DCI Calmar Ratio Rank: 6363
Calmar Ratio Rank
DCI Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.


DCIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.00

Martin ratioReturn relative to average drawdown

2.17

DCI vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

DCI vs. USD=X - Drawdown Comparison

The maximum DCI drawdown since its inception was -56.90%, 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 DCI and USD=X.


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Drawdown Indicators


DCIUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

0.00%

-56.90%

Max Drawdown (1Y)

Largest decline over 1 year

-26.05%

0.00%

-26.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

0.00%

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

0.00%

-32.20%

Max Drawdown (10Y)

Largest decline over 10 years

-42.72%

0.00%

-42.72%

Current Drawdown

Current decline from peak

-21.65%

0.00%

-21.65%

Average Drawdown

Average peak-to-trough decline

-11.09%

0.00%

-11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.98%

0.00%

+11.98%

Volatility

DCI vs. USD=X - Volatility Comparison

Donaldson Company, Inc. (DCI) has a higher volatility of 8.17% compared to USD Cash (USD=X) at 0.00%. This indicates that DCI'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


DCIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

0.00%

+8.17%

Volatility (6M)

Calculated over the trailing 6-month period

20.95%

0.00%

+20.95%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

0.00%

+26.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

0.00%

+23.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.90%

0.00%

+25.90%

Frequently Asked Questions


DCI has higher volatility (8.17%) compared to USD=X (0.00%). In terms of maximum drawdown, DCI dropped -56.90% vs USD=X's 0.00%.

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Find the right allocation for DCI and USD=X

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