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

Performance

INTU vs. USD=X - Performance Comparison

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

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Returns By Period


INTU

1D
-0.07%
1M
-25.55%
YTD
-58.02%
6M
-58.55%
1Y
-63.59%
3Y*
-14.21%
5Y*
-9.53%
10Y*
10.90%

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)

INTU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INTU
Intuit Inc.
-58.02%6.09%1.16%61.76%-39.12%70.27%46.12%34.11%25.86%39.21%
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

INTU vs. USD=X — Risk / Return Rank

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

INTU
INTU Risk / Return Rank: 22
Overall Rank
INTU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INTU Sortino Ratio Rank: 11
Sortino Ratio Rank
INTU Omega Ratio Rank: 11
Omega Ratio Rank
INTU Calmar Ratio Rank: 33
Calmar Ratio Rank
INTU Martin Ratio Rank: 22
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) 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.

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

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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.


INTUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.68

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.88

INTU vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

INTU vs. USD=X - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, 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 INTU and USD=X.


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Drawdown Indicators


INTUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-75.29%

0.00%

-75.29%

Max Drawdown (1Y)

Largest decline over 1 year

-65.49%

0.00%

-65.49%

Max Drawdown (3Y)

Largest decline over 3 years

-65.49%

0.00%

-65.49%

Max Drawdown (5Y)

Largest decline over 5 years

-65.49%

0.00%

-65.49%

Max Drawdown (10Y)

Largest decline over 10 years

-65.49%

0.00%

-65.49%

Current Drawdown

Current decline from peak

-65.49%

0.00%

-65.49%

Average Drawdown

Average peak-to-trough decline

-24.14%

0.00%

-24.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.92%

0.00%

+33.92%

Volatility

INTU vs. USD=X - Volatility Comparison

Intuit Inc. (INTU) has a higher volatility of 28.49% compared to USD Cash (USD=X) at 0.00%. This indicates that INTU'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


INTUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.49%

0.00%

+28.49%

Volatility (6M)

Calculated over the trailing 6-month period

42.51%

0.00%

+42.51%

Volatility (1Y)

Calculated over the trailing 1-year period

44.40%

0.00%

+44.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.54%

0.00%

+37.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.98%

0.00%

+33.98%

Frequently Asked Questions


INTU has higher volatility (28.49%) compared to USD=X (0.00%). In terms of maximum drawdown, INTU dropped -75.29% vs USD=X's 0.00%.

Portfolio Optimizer

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