UPS vs. USD=X
UPS (United Parcel Service, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, UPS returned 4.31%/yr vs 0.00%/yr for USD=X.
Performance
UPS vs. USD=X - Performance Comparison
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Returns By Period
UPS
- 1D
- -0.51%
- 1M
- 11.11%
- YTD
- 12.37%
- 6M
- 10.44%
- 1Y
- 15.53%
- 3Y*
- -9.66%
- 5Y*
- -7.78%
- 10Y*
- 4.31%
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%
UPS vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 12.37% | -15.93% | -15.93% | -5.96% | -16.21% | 30.02% | 48.64% | 24.24% | -15.48% | 7.14% |
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
UPS vs. USD=X — Risk / Return Rank
UPS
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UPS vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.
| UPS | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | — | — |
| Martin ratioReturn relative to average drawdown | 1.22 | — | — |
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Drawdowns
UPS vs. USD=X - Drawdown Comparison
The maximum UPS drawdown since its inception was -57.92%, 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 UPS and USD=X.
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Drawdown Indicators
| UPS | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.92% | 0.00% | -57.92% |
Max Drawdown (1Y)Largest decline over 1 year | -20.28% | 0.00% | -20.28% |
Max Drawdown (3Y)Largest decline over 3 years | -50.71% | 0.00% | -50.71% |
Max Drawdown (5Y)Largest decline over 5 years | -57.92% | 0.00% | -57.92% |
Max Drawdown (10Y)Largest decline over 10 years | -57.92% | 0.00% | -57.92% |
Current DrawdownCurrent decline from peak | -42.22% | 0.00% | -42.22% |
Average DrawdownAverage peak-to-trough decline | -15.33% | 0.00% | -15.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 0.00% | +11.93% |
Volatility
UPS vs. USD=X - Volatility Comparison
United Parcel Service, Inc. (UPS) has a higher volatility of 9.06% compared to USD Cash (USD=X) at 0.00%. This indicates that UPS'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
| UPS | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 0.00% | +9.06% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 0.00% | +21.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.72% | 0.00% | +29.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 0.00% | +28.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 0.00% | +27.61% |
Frequently Asked Questions
UPS has higher volatility (9.06%) compared to USD=X (0.00%). In terms of maximum drawdown, UPS dropped -57.92% vs USD=X's 0.00%.
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