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HWM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

HWM vs. USD=X - Performance Comparison

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

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Returns By Period


HWM

1D
-2.12%
1M
-8.87%
YTD
20.38%
6M
27.45%
1Y
40.91%
3Y*
75.58%
5Y*
48.17%
10Y*
31.79%

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)

HWM vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HWM
Howmet Aerospace Inc.
20.38%87.95%102.71%37.84%24.16%11.67%21.03%83.54%-37.43%48.40%
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

HWM vs. USD=X — Risk / Return Rank

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

HWM
HWM Risk / Return Rank: 7878
Overall Rank
HWM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HWM Sortino Ratio Rank: 7676
Sortino Ratio Rank
HWM Omega Ratio Rank: 7373
Omega Ratio Rank
HWM Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWM Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Howmet Aerospace Inc. (HWM) 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.


HWMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

7.37

HWM vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HWMUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Drawdowns

HWM vs. USD=X - Drawdown Comparison

The maximum HWM drawdown since its inception was -88.30%, 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 HWM and USD=X.


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Drawdown Indicators


HWMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-88.30%

0.00%

-88.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

0.00%

-15.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

0.00%

-19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

0.00%

-22.40%

Max Drawdown (10Y)

Largest decline over 10 years

-64.81%

0.00%

-64.81%

Current Drawdown

Current decline from peak

-9.88%

0.00%

-9.88%

Average Drawdown

Average peak-to-trough decline

-31.01%

0.00%

-31.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

0.00%

+5.58%

Volatility

HWM vs. USD=X - Volatility Comparison

Howmet Aerospace Inc. (HWM) has a higher volatility of 7.62% compared to USD Cash (USD=X) at 0.00%. This indicates that HWM'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


HWMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

0.00%

+7.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.08%

0.00%

+24.08%

Volatility (1Y)

Calculated over the trailing 1-year period

30.70%

0.00%

+30.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.04%

0.00%

+32.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.78%

0.00%

+39.78%

Frequently Asked Questions


HWM has higher volatility (7.62%) compared to USD=X (0.00%). In terms of maximum drawdown, HWM dropped -88.30% vs USD=X's 0.00%.

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