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

Performance

LEU vs. USD=X - Performance Comparison

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

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Returns By Period


LEU

1D
2.46%
1M
-15.46%
YTD
-33.03%
6M
-34.71%
1Y
2.61%
3Y*
68.75%
5Y*
43.53%
10Y*
47.52%

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)

LEU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEU
Centrus Energy Corp.
-33.03%264.45%22.42%67.52%-34.92%115.78%236.19%307.10%-57.86%-37.15%
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

LEU vs. USD=X — Risk / Return Rank

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

LEU
LEU Risk / Return Rank: 4545
Overall Rank
LEU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LEU Sortino Ratio Rank: 4949
Sortino Ratio Rank
LEU Omega Ratio Rank: 4747
Omega Ratio Rank
LEU Calmar Ratio Rank: 4444
Calmar Ratio Rank
LEU Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) 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.


LEUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.04

Martin ratioReturn relative to average drawdown

0.07

LEU vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

LEU vs. USD=X - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, 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 LEU and USD=X.


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Drawdown Indicators


LEUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

0.00%

-99.98%

Max Drawdown (1Y)

Largest decline over 1 year

-66.37%

0.00%

-66.37%

Max Drawdown (3Y)

Largest decline over 3 years

-66.37%

0.00%

-66.37%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

0.00%

-78.23%

Max Drawdown (10Y)

Largest decline over 10 years

-83.84%

0.00%

-83.84%

Current Drawdown

Current decline from peak

-97.60%

0.00%

-97.60%

Average Drawdown

Average peak-to-trough decline

-73.98%

0.00%

-73.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.60%

0.00%

+38.60%

Volatility

LEU vs. USD=X - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.20% compared to USD Cash (USD=X) at 0.00%. This indicates that LEU'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


LEUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.20%

0.00%

+24.20%

Volatility (6M)

Calculated over the trailing 6-month period

66.53%

0.00%

+66.53%

Volatility (1Y)

Calculated over the trailing 1-year period

91.26%

0.00%

+91.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.35%

0.00%

+86.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.30%

0.00%

+82.30%

Frequently Asked Questions


LEU has higher volatility (24.20%) compared to USD=X (0.00%). In terms of maximum drawdown, LEU dropped -99.98% vs USD=X's 0.00%.

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