GILD vs. USD=X
GILD (Gilead Sciences, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, GILD returned 7.84%/yr vs 0.00%/yr for USD=X.
Performance
GILD vs. USD=X - Performance Comparison
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Returns By Period
GILD
- 1D
- -0.22%
- 1M
- -3.08%
- YTD
- 2.90%
- 6M
- 5.60%
- 1Y
- 16.40%
- 3Y*
- 21.02%
- 5Y*
- 17.08%
- 10Y*
- 7.84%
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%
GILD vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILD Gilead Sciences, Inc. | 2.90% | 36.59% | 18.68% | -1.99% | 23.63% | 29.95% | -6.70% | 7.88% | -9.92% | 2.96% |
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
GILD vs. USD=X — Risk / Return Rank
GILD
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GILD vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) 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.
| GILD | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | — | — |
| Martin ratioReturn relative to average drawdown | 1.99 | — | — |
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Drawdowns
GILD vs. USD=X - Drawdown Comparison
The maximum GILD drawdown since its inception was -70.83%, 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 GILD and USD=X.
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Drawdown Indicators
| GILD | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.83% | 0.00% | -70.83% |
Max Drawdown (1Y)Largest decline over 1 year | -21.59% | 0.00% | -21.59% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | 0.00% | -26.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | 0.00% | -26.59% |
Max Drawdown (10Y)Largest decline over 10 years | -30.47% | 0.00% | -30.47% |
Current DrawdownCurrent decline from peak | -18.93% | 0.00% | -18.93% |
Average DrawdownAverage peak-to-trough decline | -22.15% | 0.00% | -22.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.61% | 0.00% | +7.61% |
Volatility
GILD vs. USD=X - Volatility Comparison
Gilead Sciences, Inc. (GILD) has a higher volatility of 7.95% compared to USD Cash (USD=X) at 0.00%. This indicates that GILD'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
| GILD | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 0.00% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 19.02% | 0.00% | +19.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.62% | 0.00% | +26.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 0.00% | +24.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.52% | 0.00% | +25.52% |
Frequently Asked Questions
GILD has higher volatility (7.95%) compared to USD=X (0.00%). In terms of maximum drawdown, GILD dropped -70.83% vs USD=X's 0.00%.
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