PENN vs. USD=X
PENN (Penn National Gaming, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, PENN returned 4.00%/yr vs 0.00%/yr for USD=X.
Performance
PENN vs. USD=X - Performance Comparison
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Returns By Period
PENN
- 1D
- 2.22%
- 1M
- 33.83%
- YTD
- 46.98%
- 6M
- 51.82%
- 1Y
- 38.89%
- 3Y*
- -6.65%
- 5Y*
- -23.70%
- 10Y*
- 4.00%
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%
PENN vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PENN Penn National Gaming, Inc. | 46.98% | -25.58% | -23.83% | -12.39% | -42.72% | -39.97% | 237.91% | 35.74% | -39.90% | 127.19% |
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
PENN vs. USD=X — Risk / Return Rank
PENN
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PENN vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) 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.
| PENN | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | — | — |
| Martin ratioReturn relative to average drawdown | 1.43 | — | — |
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Drawdowns
PENN vs. USD=X - Drawdown Comparison
The maximum PENN drawdown since its inception was -91.38%, 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 PENN and USD=X.
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Drawdown Indicators
| PENN | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | 0.00% | -91.38% |
Max Drawdown (1Y)Largest decline over 1 year | -42.55% | 0.00% | -42.55% |
Max Drawdown (3Y)Largest decline over 3 years | -57.42% | 0.00% | -57.42% |
Max Drawdown (5Y)Largest decline over 5 years | -86.14% | 0.00% | -86.14% |
Max Drawdown (10Y)Largest decline over 10 years | -91.38% | 0.00% | -91.38% |
Current DrawdownCurrent decline from peak | -84.11% | 0.00% | -84.11% |
Average DrawdownAverage peak-to-trough decline | -33.91% | 0.00% | -33.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.12% | 0.00% | +22.12% |
Volatility
PENN vs. USD=X - Volatility Comparison
Penn National Gaming, Inc. (PENN) has a higher volatility of 16.21% compared to USD Cash (USD=X) at 0.00%. This indicates that PENN'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
| PENN | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.21% | 0.00% | +16.21% |
Volatility (6M)Calculated over the trailing 6-month period | 42.22% | 0.00% | +42.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.75% | 0.00% | +52.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.21% | 0.00% | +54.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.49% | 0.00% | +61.49% |
Frequently Asked Questions
PENN has higher volatility (16.21%) compared to USD=X (0.00%). In terms of maximum drawdown, PENN dropped -91.38% vs USD=X's 0.00%.
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