TFC vs. USD=X
TFC (Truist Financial Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, TFC returned 8.15%/yr vs 0.00%/yr for USD=X.
Performance
TFC vs. USD=X - Performance Comparison
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Returns By Period
TFC
- 1D
- 1.93%
- 1M
- 10.01%
- YTD
- 7.16%
- 6M
- 5.70%
- 1Y
- 38.57%
- 3Y*
- 22.99%
- 5Y*
- 2.50%
- 10Y*
- 8.15%
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%
TFC vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFC Truist Financial Corporation | 7.16% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | -11.16% | 34.55% | -10.24% | 8.66% |
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
TFC vs. USD=X — Risk / Return Rank
TFC
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TFC vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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.
| TFC | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | — | — |
| Martin ratioReturn relative to average drawdown | 4.50 | — | — |
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Drawdowns
TFC vs. USD=X - Drawdown Comparison
The maximum TFC drawdown since its inception was -66.56%, 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 TFC and USD=X.
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Drawdown Indicators
| TFC | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.56% | 0.00% | -66.56% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | 0.00% | -20.67% |
Max Drawdown (3Y)Largest decline over 3 years | -26.93% | 0.00% | -26.93% |
Max Drawdown (5Y)Largest decline over 5 years | -59.11% | 0.00% | -59.11% |
Max Drawdown (10Y)Largest decline over 10 years | -59.11% | 0.00% | -59.11% |
Current DrawdownCurrent decline from peak | -5.51% | 0.00% | -5.51% |
Average DrawdownAverage peak-to-trough decline | -13.83% | 0.00% | -13.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.85% | 0.00% | +7.85% |
Volatility
TFC vs. USD=X - Volatility Comparison
Truist Financial Corporation (TFC) has a higher volatility of 7.08% compared to USD Cash (USD=X) at 0.00%. This indicates that TFC'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
| TFC | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 0.00% | +7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 0.00% | +17.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 0.00% | +23.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.90% | 0.00% | +31.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 0.00% | +33.62% |
Frequently Asked Questions
TFC has higher volatility (7.08%) compared to USD=X (0.00%). In terms of maximum drawdown, TFC dropped -66.56% vs USD=X's 0.00%.
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