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

Performance

ORKA vs. USD=X - Performance Comparison

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

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Returns By Period


ORKA

1D
-3.44%
1M
-13.83%
YTD
98.42%
6M
95.01%
1Y
393.36%
3Y*
64.33%
5Y*
21.15%
10Y*
-17.18%

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)

ORKA vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORKA
Oruka Therapeutics, Inc
98.42%56.32%76.73%-28.27%10.23%-46.38%-29.77%-4.88%-75.30%-52.63%
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

ORKA vs. USD=X — Risk / Return Rank

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

ORKA
ORKA Risk / Return Rank: 9898
Overall Rank
ORKA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ORKA Sortino Ratio Rank: 9797
Sortino Ratio Rank
ORKA Omega Ratio Rank: 9595
Omega Ratio Rank
ORKA Calmar Ratio Rank: 9999
Calmar Ratio Rank
ORKA Martin Ratio Rank: 9999
Martin Ratio Rank

USD=X
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.

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

This table presents a comparison of risk-adjusted performance metrics for Oruka Therapeutics, Inc (ORKA) 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.


ORKAUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

14.17

Martin ratioReturn relative to average drawdown

45.85

ORKA vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ORKAUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

Drawdowns

ORKA vs. USD=X - Drawdown Comparison

The maximum ORKA drawdown since its inception was -100.00%, 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 ORKA and USD=X.


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Drawdown Indicators


ORKAUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

0.00%

-100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-27.99%

0.00%

-27.99%

Max Drawdown (3Y)

Largest decline over 3 years

-77.76%

0.00%

-77.76%

Max Drawdown (5Y)

Largest decline over 5 years

-77.76%

0.00%

-77.76%

Max Drawdown (10Y)

Largest decline over 10 years

-98.38%

0.00%

-98.38%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-93.88%

0.00%

-93.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.63%

0.00%

+8.63%

Volatility

ORKA vs. USD=X - Volatility Comparison

Oruka Therapeutics, Inc (ORKA) has a higher volatility of 18.31% compared to USD Cash (USD=X) at 0.00%. This indicates that ORKA'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


ORKAUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

0.00%

+18.31%

Volatility (6M)

Calculated over the trailing 6-month period

50.66%

0.00%

+50.66%

Volatility (1Y)

Calculated over the trailing 1-year period

75.38%

0.00%

+75.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.31%

0.00%

+72.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

152.46%

0.00%

+152.46%

Frequently Asked Questions


ORKA has higher volatility (18.31%) compared to USD=X (0.00%). In terms of maximum drawdown, ORKA dropped -100.00% vs USD=X's 0.00%.

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