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

Performance

SMR vs. USD=X - Performance Comparison

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

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Returns By Period


SMR

1D
3.34%
1M
-17.31%
YTD
-30.20%
6M
-46.07%
1Y
-75.51%
3Y*
5.43%
5Y*
-0.32%
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)

SMR vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMR
NuScale Power Corporation
-30.20%-20.97%444.98%-67.93%2.29%-0.89%1.20%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SMR vs. USD=X — Risk / Return Rank

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

SMR
SMR Risk / Return Rank: 1010
Overall Rank
SMR Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SMR Sortino Ratio Rank: 99
Sortino Ratio Rank
SMR Omega Ratio Rank: 1212
Omega Ratio Rank
SMR Calmar Ratio Rank: 66
Calmar Ratio Rank
SMR Martin Ratio Rank: 1212
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.

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

This table presents a comparison of risk-adjusted performance metrics for NuScale Power Corporation (SMR) 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.


SMRUSD=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

-0.91

Martin ratioReturn relative to average drawdown

-1.32

SMR vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

SMR vs. USD=X - Drawdown Comparison

The maximum SMR drawdown since its inception was -87.47%, 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 SMR and USD=X.


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Drawdown Indicators


SMRUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-87.47%

0.00%

-87.47%

Max Drawdown (1Y)

Largest decline over 1 year

-82.86%

0.00%

-82.86%

Max Drawdown (3Y)

Largest decline over 3 years

-82.86%

0.00%

-82.86%

Max Drawdown (5Y)

Largest decline over 5 years

-87.47%

0.00%

-87.47%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-81.49%

0.00%

-81.49%

Average Drawdown

Average peak-to-trough decline

-35.08%

0.00%

-35.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

57.39%

0.00%

+57.39%

Volatility

SMR vs. USD=X - Volatility Comparison

NuScale Power Corporation (SMR) has a higher volatility of 28.93% compared to USD Cash (USD=X) at 0.00%. This indicates that SMR'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


SMRUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.93%

0.00%

+28.93%

Volatility (6M)

Calculated over the trailing 6-month period

69.57%

0.00%

+69.57%

Volatility (1Y)

Calculated over the trailing 1-year period

102.59%

0.00%

+102.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.50%

0.00%

+93.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.31%

0.00%

+89.31%

Frequently Asked Questions


SMR has higher volatility (28.93%) compared to USD=X (0.00%). In terms of maximum drawdown, SMR dropped -87.47% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for SMR and USD=X

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