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

Performance

LYFT vs. USD=X - Performance Comparison

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

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Returns By Period


LYFT

1D
-0.83%
1M
13.86%
6M
-18.74%
YTD
-19.41%
1Y
4.69%
3Y*
10.56%
5Y*
-23.62%
10Y*

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYFT vs. USD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LYFT
Lyft, Inc.
-19.41%50.16%-13.94%36.03%-74.21%-13.03%14.20%-50.69%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

LYFT vs. USD=X — Risk / Return Rank

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

LYFT
LYFT Risk / Return Rank: 4545
Overall Rank
LYFT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LYFT Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYFT Omega Ratio Rank: 4444
Omega Ratio Rank
LYFT Calmar Ratio Rank: 4646
Calmar Ratio Rank
LYFT Martin Ratio Rank: 4545
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) 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.


LYFTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.04

Martin ratioReturn relative to average drawdown

0.06

LYFT vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

LYFT vs. USD=X - Drawdown Comparison

The maximum LYFT drawdown since its inception was -90.84%, 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 LYFT and USD=X.


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Drawdown Indicators


LYFTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-90.84%

0.00%

-90.84%

Max Drawdown (1Y)

Largest decline over 1 year

-48.51%

0.00%

-48.51%

Max Drawdown (3Y)

Largest decline over 3 years

-55.23%

0.00%

-55.23%

Max Drawdown (5Y)

Largest decline over 5 years

-86.00%

0.00%

-86.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-82.11%

0.00%

-82.11%

Average Drawdown

Average peak-to-trough decline

-68.49%

0.00%

-68.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.14%

0.00%

+30.14%

Volatility

LYFT vs. USD=X - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 13.25% compared to USD Cash (USD=X) at 0.00%. This indicates that LYFT'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


LYFTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.25%

0.00%

+13.25%

Volatility (6M)

Calculated over the trailing 6-month period

34.98%

0.00%

+34.98%

Volatility (1Y)

Calculated over the trailing 1-year period

50.54%

0.00%

+50.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.53%

0.00%

+67.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.05%

0.00%

+68.05%

Frequently Asked Questions


LYFT has higher volatility (13.25%) compared to USD=X (0.00%). In terms of maximum drawdown, LYFT dropped -90.84% vs USD=X's 0.00%.

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