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

Performance

MMAX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer Mar ETF (MMAX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MMAX

1D
0.07%
1M
0.24%
YTD
3.03%
6M
3.60%
1Y
7.44%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMAX vs. USD=X - Yearly Performance Comparison


2026 (YTD)2025
MMAX
iShares Large Cap Max Buffer Mar ETF
3.03%6.04%
USD=X
USD Cash
0.00%0.00%

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Return for Risk

MMAX vs. USD=X — Risk / Return Rank

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

MMAX
MMAX Risk / Return Rank: 9898
Overall Rank
MMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MMAX Sortino Ratio Rank: 9898
Sortino Ratio Rank
MMAX Omega Ratio Rank: 9898
Omega Ratio Rank
MMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MMAX Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer Mar ETF (MMAX) 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.


MMAXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.35

Calmar ratioReturn relative to maximum drawdown

15.81

Martin ratioReturn relative to average drawdown

86.95

MMAX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

MMAX vs. USD=X - Drawdown Comparison

The maximum MMAX drawdown since its inception was -1.93%, 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 MMAX and USD=X.


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Drawdown Indicators


MMAXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-1.93%

0.00%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.46%

0.00%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-0.18%

0.00%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.10%

0.00%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.00%

+0.08%

Volatility

MMAX vs. USD=X - Volatility Comparison

iShares Large Cap Max Buffer Mar ETF (MMAX) has a higher volatility of 0.45% compared to USD Cash (USD=X) at 0.00%. This indicates that MMAX'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


MMAXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

0.00%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

0.00%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

0.00%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.49%

0.00%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.49%

0.00%

+2.49%

Frequently Asked Questions


MMAX has higher volatility (0.45%) compared to USD=X (0.00%). In terms of maximum drawdown, MMAX dropped -1.93% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for MMAX and USD=X

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