INCY vs. USD=X
INCY (Incyte Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, INCY returned 3.13%/yr vs 0.00%/yr for USD=X.
Performance
INCY vs. USD=X - Performance Comparison
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Returns By Period
INCY
- 1D
- 0.65%
- 1M
- 13.87%
- YTD
- 9.88%
- 6M
- 13.75%
- 1Y
- 60.19%
- 3Y*
- 20.55%
- 5Y*
- 5.62%
- 10Y*
- 3.13%
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%
INCY vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 9.88% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
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
INCY vs. USD=X — Risk / Return Rank
INCY
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INCY vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) 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.
| INCY | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | — | — |
| Martin ratioReturn relative to average drawdown | 6.94 | — | — |
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Drawdowns
INCY vs. USD=X - Drawdown Comparison
The maximum INCY drawdown since its inception was -98.54%, 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 INCY and USD=X.
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Drawdown Indicators
| INCY | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.54% | 0.00% | -98.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | 0.00% | -18.33% |
Max Drawdown (3Y)Largest decline over 3 years | -33.83% | 0.00% | -33.83% |
Max Drawdown (5Y)Largest decline over 5 years | -41.06% | 0.00% | -41.06% |
Max Drawdown (10Y)Largest decline over 10 years | -66.47% | 0.00% | -66.47% |
Current DrawdownCurrent decline from peak | -28.91% | 0.00% | -28.91% |
Average DrawdownAverage peak-to-trough decline | -59.88% | 0.00% | -59.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 0.00% | +8.21% |
Volatility
INCY vs. USD=X - Volatility Comparison
Incyte Corporation (INCY) has a higher volatility of 9.64% compared to USD Cash (USD=X) at 0.00%. This indicates that INCY'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
| INCY | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 0.00% | +9.64% |
Volatility (6M)Calculated over the trailing 6-month period | 22.73% | 0.00% | +22.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.10% | 0.00% | +33.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.32% | 0.00% | +29.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.29% | 0.00% | +34.29% |
Frequently Asked Questions
INCY has higher volatility (9.64%) compared to USD=X (0.00%). In terms of maximum drawdown, INCY dropped -98.54% vs USD=X's 0.00%.
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