IREN vs. USD=X
IREN (IREN Limited) is a stock, while USD=X (USD Cash) is a currency. Over the past 3 years, IREN returned 153.35%/yr vs 0.00%/yr for USD=X.
Performance
IREN vs. USD=X - Performance Comparison
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Returns By Period
IREN
- 1D
- 8.91%
- 1M
- -3.28%
- YTD
- 56.71%
- 6M
- 27.73%
- 1Y
- 507.08%
- 3Y*
- 153.35%
- 5Y*
- —
- 10Y*
- —
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%
IREN vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IREN IREN Limited | 56.71% | 284.62% | 37.34% | 472.00% | -92.27% | -42.25% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IREN vs. USD=X — Risk / Return Rank
IREN
USD=X
IREN vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IREN Limited (IREN) 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.
| IREN | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 8.73 | — | — |
| Martin ratioReturn relative to average drawdown | 16.71 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IREN | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | — | — |
Drawdowns
IREN vs. USD=X - Drawdown Comparison
The maximum IREN drawdown since its inception was -95.73%, 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 IREN and USD=X.
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Drawdown Indicators
| IREN | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.73% | 0.00% | -95.73% |
Max Drawdown (1Y)Largest decline over 1 year | -58.62% | 0.00% | -58.62% |
Max Drawdown (3Y)Largest decline over 3 years | -65.56% | 0.00% | -65.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -22.54% | 0.00% | -22.54% |
Average DrawdownAverage peak-to-trough decline | -62.69% | 0.00% | -62.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.55% | 0.00% | +30.55% |
Volatility
IREN vs. USD=X - Volatility Comparison
IREN Limited (IREN) has a higher volatility of 33.35% compared to USD Cash (USD=X) at 0.00%. This indicates that IREN'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
| IREN | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.35% | 0.00% | +33.35% |
Volatility (6M)Calculated over the trailing 6-month period | 74.76% | 0.00% | +74.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.51% | 0.00% | +102.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 118.50% | 0.00% | +118.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 118.50% | 0.00% | +118.50% |
Frequently Asked Questions
IREN has higher volatility (33.35%) compared to USD=X (0.00%). In terms of maximum drawdown, IREN dropped -95.73% vs USD=X's 0.00%.
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