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

Performance

RL vs. USD=X - Performance Comparison

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

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Returns By Period


RL

1D
2.72%
1M
23.61%
YTD
14.56%
6M
9.70%
1Y
57.07%
3Y*
52.12%
5Y*
29.57%
10Y*
18.35%

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)

RL vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RL
Ralph Lauren Corporation
14.56%55.03%62.85%39.82%-8.41%16.66%-10.63%16.07%1.82%17.53%
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

RL vs. USD=X — Risk / Return Rank

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

RL
RL Risk / Return Rank: 8383
Overall Rank
RL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RL Sortino Ratio Rank: 8282
Sortino Ratio Rank
RL Omega Ratio Rank: 7878
Omega Ratio Rank
RL Calmar Ratio Rank: 8484
Calmar Ratio Rank
RL Martin Ratio Rank: 8888
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.


RLUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

3.01

Martin ratioReturn relative to average drawdown

9.65

RL vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

RL vs. USD=X - Drawdown Comparison

The maximum RL drawdown since its inception was -68.62%, 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 RL and USD=X.


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Drawdown Indicators


RLUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

0.00%

-68.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

0.00%

-17.67%

Max Drawdown (3Y)

Largest decline over 3 years

-36.18%

0.00%

-36.18%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

0.00%

-36.51%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

0.00%

-55.14%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-24.11%

0.00%

-24.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

0.00%

+5.50%

Volatility

RL vs. USD=X - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 16.13% compared to USD Cash (USD=X) at 0.00%. This indicates that RL'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


RLUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.13%

0.00%

+16.13%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

0.00%

+27.42%

Volatility (1Y)

Calculated over the trailing 1-year period

34.57%

0.00%

+34.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.11%

0.00%

+37.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

0.00%

+38.73%

Frequently Asked Questions


RL has higher volatility (16.13%) compared to USD=X (0.00%). In terms of maximum drawdown, RL dropped -68.62% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for RL and USD=X

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