DEO vs. USD=X
DEO (Diageo plc) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, DEO returned 0.50%/yr vs 0.00%/yr for USD=X.
Performance
DEO vs. USD=X - Performance Comparison
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Returns By Period
DEO
- 1D
- 0.83%
- 1M
- 0.12%
- YTD
- -4.24%
- 6M
- -7.27%
- 1Y
- -19.48%
- 3Y*
- -19.42%
- 5Y*
- -13.55%
- 10Y*
- 0.50%
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%
DEO vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | -4.24% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
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
DEO vs. USD=X — Risk / Return Rank
DEO
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEO vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) 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.
| DEO | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.90 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | — | — |
| Martin ratioReturn relative to average drawdown | -1.05 | — | — |
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Drawdowns
DEO vs. USD=X - Drawdown Comparison
The maximum DEO drawdown since its inception was -63.41%, 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 DEO and USD=X.
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Drawdown Indicators
| DEO | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | 0.00% | -63.41% |
Max Drawdown (1Y)Largest decline over 1 year | -35.52% | 0.00% | -35.52% |
Max Drawdown (3Y)Largest decline over 3 years | -56.07% | 0.00% | -56.07% |
Max Drawdown (5Y)Largest decline over 5 years | -63.41% | 0.00% | -63.41% |
Max Drawdown (10Y)Largest decline over 10 years | -63.41% | 0.00% | -63.41% |
Current DrawdownCurrent decline from peak | -58.28% | 0.00% | -58.28% |
Average DrawdownAverage peak-to-trough decline | -13.02% | 0.00% | -13.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.98% | 0.00% | +19.98% |
Volatility
DEO vs. USD=X - Volatility Comparison
Diageo plc (DEO) has a higher volatility of 6.98% compared to USD Cash (USD=X) at 0.00%. This indicates that DEO'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
| DEO | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 0.00% | +6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 26.52% | 0.00% | +26.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.17% | 0.00% | +32.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.74% | 0.00% | +24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 0.00% | +23.39% |
Frequently Asked Questions
DEO has higher volatility (6.98%) compared to USD=X (0.00%). In terms of maximum drawdown, DEO dropped -63.41% vs USD=X's 0.00%.
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