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

Performance

MSI vs. USD=X - Performance Comparison

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

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Returns By Period


MSI

1D
0.46%
1M
4.82%
YTD
7.83%
6M
13.71%
1Y
1.85%
3Y*
15.02%
5Y*
15.56%
10Y*
21.65%

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)

MSI vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSI
Motorola Solutions, Inc.
7.83%-16.17%49.12%23.04%-3.81%61.90%7.35%42.19%29.64%11.44%
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

MSI vs. USD=X — Risk / Return Rank

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

MSI
MSI Risk / Return Rank: 4141
Overall Rank
MSI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MSI Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSI Omega Ratio Rank: 3838
Omega Ratio Rank
MSI Calmar Ratio Rank: 4343
Calmar Ratio Rank
MSI 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.

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

This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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.


MSIUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.04

Martin ratioReturn relative to average drawdown

0.07

MSI vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

MSI vs. USD=X - Drawdown Comparison

The maximum MSI drawdown since its inception was -93.60%, 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 MSI and USD=X.


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Drawdown Indicators


MSIUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-93.60%

0.00%

-93.60%

Max Drawdown (1Y)

Largest decline over 1 year

-25.45%

0.00%

-25.45%

Max Drawdown (3Y)

Largest decline over 3 years

-27.01%

0.00%

-27.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

0.00%

-27.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.81%

0.00%

-32.81%

Current Drawdown

Current decline from peak

-17.00%

0.00%

-17.00%

Average Drawdown

Average peak-to-trough decline

-40.70%

0.00%

-40.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.22%

0.00%

+13.22%

Volatility

MSI vs. USD=X - Volatility Comparison

Motorola Solutions, Inc. (MSI) has a higher volatility of 7.28% compared to USD Cash (USD=X) at 0.00%. This indicates that MSI'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


MSIUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

0.00%

+7.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.70%

0.00%

+19.70%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

0.00%

+23.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

0.00%

+23.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

0.00%

+25.15%

Frequently Asked Questions


MSI has higher volatility (7.28%) compared to USD=X (0.00%). In terms of maximum drawdown, MSI dropped -93.60% vs USD=X's 0.00%.

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