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

Performance

PRNDY vs. USD=X - Performance Comparison

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

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Returns By Period


PRNDY

1D
0.38%
1M
2.90%
YTD
-14.20%
6M
-18.02%
1Y
-24.70%
3Y*
-27.43%
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)

PRNDY vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRNDY
Pernod Ricard SA.
-14.20%-19.27%-33.61%-7.89%-17.06%3.67%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

PRNDY vs. USD=X — Risk / Return Rank

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

PRNDY
PRNDY Risk / Return Rank: 1414
Overall Rank
PRNDY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PRNDY Sortino Ratio Rank: 1111
Sortino Ratio Rank
PRNDY Omega Ratio Rank: 1212
Omega Ratio Rank
PRNDY Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRNDY Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) 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.


PRNDYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.63

Martin ratioReturn relative to average drawdown

-1.10

PRNDY vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

PRNDY vs. USD=X - Drawdown Comparison

The maximum PRNDY drawdown since its inception was -67.59%, 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 PRNDY and USD=X.


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Drawdown Indicators


PRNDYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-67.59%

0.00%

-67.59%

Max Drawdown (1Y)

Largest decline over 1 year

-41.41%

0.00%

-41.41%

Max Drawdown (3Y)

Largest decline over 3 years

-66.31%

0.00%

-66.31%

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

-65.09%

0.00%

-65.09%

Average Drawdown

Average peak-to-trough decline

-32.58%

0.00%

-32.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.72%

0.00%

+23.72%

Volatility

PRNDY vs. USD=X - Volatility Comparison

Pernod Ricard SA. (PRNDY) has a higher volatility of 6.80% compared to USD Cash (USD=X) at 0.00%. This indicates that PRNDY'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


PRNDYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

0.00%

+6.80%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

0.00%

+24.23%

Volatility (1Y)

Calculated over the trailing 1-year period

31.55%

0.00%

+31.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.30%

0.00%

+27.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

0.00%

+27.30%

Frequently Asked Questions


PRNDY has higher volatility (6.80%) compared to USD=X (0.00%). In terms of maximum drawdown, PRNDY dropped -67.59% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for PRNDY and USD=X

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