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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.

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Returns By Period


GPRO

1D
-6.05%
1M
-2.34%
6M
-31.93%
YTD
-48.83%
1Y
-45.34%
3Y*
-42.09%
5Y*
-41.00%
10Y*
-25.54%
ALL TIME*
-26.22%

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.82M$3.22M$5.71M

GPRO vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GPRO
GoPro, Inc.
-48.83%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%

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Return for Risk

GPRO vs. USD=X — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GPRO
GPRO Risk / Return Rank: 2525
Overall Rank
GPRO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GPRO Sortino Ratio Rank: 2929
Sortino Ratio Rank
GPRO Omega Ratio Rank: 2929
Omega Ratio Rank
GPRO Calmar Ratio Rank: 2121
Calmar Ratio Rank
GPRO Martin Ratio Rank: 2525
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


GPROUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.58

Martin ratioReturn relative to average drawdown

-0.83

GPRO vs. USD=X - Sharpe Ratio Comparison


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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.


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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 (3Y)

Largest decline over 3 years

-87.99%

0.00%

-87.99%

Max Drawdown (5Y)

Largest decline over 5 years

-95.87%

0.00%

-95.87%

Max Drawdown (10Y)

Largest decline over 10 years

-97.19%

0.00%

-97.19%

Current Drawdown

Current decline from peak

-99.23%

0.00%

-99.23%

Average Drawdown

Average peak-to-trough decline

-87.16%

0.00%

-87.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.85%

0.00%

+54.85%

Volatility

GPRO vs. USD=X - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 18.54% 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.


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Volatility by Period


GPROUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.54%

0.00%

+18.54%

Volatility (6M)

Calculated over the trailing 6-month period

77.67%

0.00%

+77.67%

Volatility (1Y)

Calculated over the trailing 1-year period

107.24%

0.00%

+107.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.18%

0.00%

+72.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.41%

0.00%

+67.41%

Frequently Asked Questions


GPRO has higher volatility (18.54%) compared to USD=X (0.00%). In terms of maximum drawdown, GPRO dropped -99.49% vs USD=X's 0.00%.

Portfolio Optimizer

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