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

Performance

MELI vs. USD=X - Performance Comparison

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

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Returns By Period


MELI

1D
-1.27%
1M
1.77%
YTD
-21.08%
6M
-21.15%
1Y
-32.89%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%

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)

MELI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MELI
MercadoLibre, Inc.
-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%
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

MELI vs. USD=X — Risk / Return Rank

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

MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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.

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

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


MELIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.42

MELI vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

MELI vs. USD=X - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, 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 MELI and USD=X.


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Drawdown Indicators


MELIUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

0.00%

-89.49%

Max Drawdown (1Y)

Largest decline over 1 year

-40.82%

0.00%

-40.82%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

0.00%

-40.82%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

0.00%

-68.64%

Max Drawdown (10Y)

Largest decline over 10 years

-69.12%

0.00%

-69.12%

Current Drawdown

Current decline from peak

-39.18%

0.00%

-39.18%

Average Drawdown

Average peak-to-trough decline

-23.58%

0.00%

-23.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

0.00%

+23.24%

Volatility

MELI vs. USD=X - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 9.96% compared to USD Cash (USD=X) at 0.00%. This indicates that MELI'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


MELIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

0.00%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

29.79%

0.00%

+29.79%

Volatility (1Y)

Calculated over the trailing 1-year period

39.48%

0.00%

+39.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.65%

0.00%

+49.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

0.00%

+48.88%

Frequently Asked Questions


MELI has higher volatility (9.96%) compared to USD=X (0.00%). In terms of maximum drawdown, MELI dropped -89.49% vs USD=X's 0.00%.

Portfolio Optimizer

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