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GPRO vs. USD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

GPRO vs. USD=X

Last updated May 2, 2025

Compare and contrast key facts about GoPro, Inc. (GPRO) and USD Cash (USD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GPRO or USD=X.

Correlation

The correlation between GPRO and USD=X is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

-0.50.00.51.0
Correlation: 0.0

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.
-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-98.12%
0
GPRO
USD=X

Key characteristics

Ulcer Index

GPRO:

41.78%

USD=X:

0.00%

Daily Std Dev

GPRO:

70.45%

USD=X:

0.00%

Max Drawdown

GPRO:

-99.49%

USD=X:

0.00%

Current Drawdown

GPRO:

-99.37%

USD=X:

0.00%

Returns By Period

GPRO

YTD

-45.94%

1M

-9.45%

6M

-56.36%

1Y

-68.32%

5Y*

-29.23%

10Y*

-35.89%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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Risk-Adjusted Performance

GPRO vs. USD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPRO
The Risk-Adjusted Performance Rank of GPRO is 66
Overall Rank
The Sharpe Ratio Rank of GPRO is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of GPRO is 44
Sortino Ratio Rank
The Omega Ratio Rank of GPRO is 77
Omega Ratio Rank
The Calmar Ratio Rank of GPRO is 1010
Calmar Ratio Rank
The Martin Ratio Rank of GPRO is 55
Martin Ratio Rank
USD=X
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPRO vs. USD=X - Risk-Adjusted Performance 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.

The chart of Sharpe ratio for GPRO, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
GPRO: -0.97
The chart of Sortino ratio for GPRO, currently valued at -1.75, compared to the broader market-6.00-4.00-2.000.002.004.00
GPRO: -1.75
The chart of Omega ratio for GPRO, currently valued at 0.79, compared to the broader market0.501.001.502.00
GPRO: 0.79
The chart of Calmar ratio for GPRO, currently valued at -0.67, compared to the broader market0.001.002.003.004.005.00
GPRO: -0.67
The chart of Martin ratio for GPRO, currently valued at -1.75, compared to the broader market-10.000.0010.0020.00
GPRO: -1.75

Rolling 12-month Sharpe Ratio-1.15-1.10-1.05-1.00-0.95-0.90December2025FebruaryMarchAprilMay
-0.97
GPRO
USD=X

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. For additional features, visit the drawdowns tool.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-99.37%
0
GPRO
USD=X

Volatility

GPRO vs. USD=X - Volatility Comparison

GoPro, Inc. (GPRO) has a higher volatility of 28.50% 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.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
28.50%
0
GPRO
USD=X