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

Performance

SPOT vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SPOT

1D
-0.82%
1M
11.86%
YTD
-17.00%
6M
-19.37%
1Y
-31.42%
3Y*
47.06%
5Y*
14.62%
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)

SPOT vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-17.00%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%
USD=X
USD Cash
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

SPOT vs. USD=X — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1515
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1818
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.


SPOTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.89

Calmar ratioReturn relative to maximum drawdown

-0.67

Martin ratioReturn relative to average drawdown

-1.16

SPOT vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

SPOT vs. USD=X - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, 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 SPOT and USD=X.


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Drawdown Indicators


SPOTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

0.00%

-80.51%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

0.00%

-46.80%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

0.00%

-46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

0.00%

-76.39%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-37.88%

0.00%

-37.88%

Average Drawdown

Average peak-to-trough decline

-30.87%

0.00%

-30.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.16%

0.00%

+27.16%

Volatility

SPOT vs. USD=X - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 16.23% compared to USD Cash (USD=X) at 0.00%. This indicates that SPOT'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


SPOTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.23%

0.00%

+16.23%

Volatility (6M)

Calculated over the trailing 6-month period

37.28%

0.00%

+37.28%

Volatility (1Y)

Calculated over the trailing 1-year period

45.28%

0.00%

+45.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.58%

0.00%

+47.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.36%

0.00%

+47.36%

Frequently Asked Questions


SPOT has higher volatility (16.23%) compared to USD=X (0.00%). In terms of maximum drawdown, SPOT dropped -80.51% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for SPOT and USD=X

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