PortfoliosLab logoPortfoliosLab logo
GPRO vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GPRO vs. USD=X - Performance Comparison

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

Loading graphics...

GPRO vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPRO
GoPro, Inc.
-45.50%29.36%-68.59%-30.32%-51.70%24.52%90.78%2.36%-43.99%-13.09%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Returns By Period


GPRO

1D
7.09%
1M
-14.89%
YTD
-45.50%
6M
-64.75%
1Y
23.28%
3Y*
-46.26%
5Y*
-42.65%
10Y*
-24.05%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GPRO vs. USD=X — Risk / Return Rank

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

GPRO
GPRO Risk / Return Rank: 5050
Overall Rank
GPRO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GPRO Sortino Ratio Rank: 6060
Sortino Ratio Rank
GPRO Omega Ratio Rank: 5555
Omega Ratio Rank
GPRO Calmar Ratio Rank: 4545
Calmar Ratio Rank
GPRO Martin Ratio Rank: 4545
Martin Ratio Rank

USD=X
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.

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

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


GPROUSD=XDifference

Sharpe ratio

Return per unit of total volatility

0.21

Sortino ratio

Return per unit of downside risk

1.25

Omega ratio

Gain probability vs. loss probability

1.14

Calmar ratio

Return relative to maximum drawdown

0.23

Martin ratio

Return relative to average drawdown

0.46

GPRO vs. USD=X - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GPROUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

Drawdowns

GPRO vs. USD=X - Drawdown Comparison

The maximum GPRO drawdown since its inception was -99.49%, 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 GPRO and USD=X.


Loading graphics...

Drawdown Indicators


GPROUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.49%

0.00%

-99.49%

Max Drawdown (1Y)

Largest decline over 1 year

-78.28%

0.00%

-78.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.32%

0.00%

-96.32%

Max Drawdown (10Y)

Largest decline over 10 years

-97.19%

0.00%

-97.19%

Current Drawdown

Current decline from peak

-99.18%

0.00%

-99.18%

Average Drawdown

Average peak-to-trough decline

-86.85%

0.00%

-86.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.21%

0.00%

+39.21%

Volatility

GPRO vs. USD=X - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 37.31% compared to USD Cash (USD=X) at 0.00%. This indicates that GPRO'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.


Loading graphics...

Volatility by Period


GPROUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.31%

0.00%

+37.31%

Volatility (6M)

Calculated over the trailing 6-month period

63.44%

0.00%

+63.44%

Volatility (1Y)

Calculated over the trailing 1-year period

109.44%

0.00%

+109.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.97%

0.00%

+67.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.61%

0.00%

+65.61%