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

Performance

USD=X vs. AAPL - Performance Comparison

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

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Returns By Period


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%

AAPL

1D
-1.89%
1M
2.90%
YTD
11.12%
6M
8.71%
1Y
48.46%
3Y*
19.11%
5Y*
19.46%
10Y*
29.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. AAPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
11.12%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%

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Return for Risk

USD=X vs. AAPL — Risk / Return Rank

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

USD=X

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9090
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8787
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Apple Inc (AAPL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. AAPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XAAPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Drawdowns

USD=X vs. AAPL - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for USD=X and AAPL.


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Drawdown Indicators


USD=XAAPLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-81.80%

+81.80%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-13.80%

+13.80%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-33.36%

+33.36%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-33.36%

+33.36%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-38.52%

+38.52%

Current Drawdown

Current decline from peak

0.00%

-4.33%

+4.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-29.60%

+29.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.48%

-5.48%

Volatility

USD=X vs. AAPL - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Apple Inc (AAPL) has a volatility of 5.68%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.68%

-5.68%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

15.99%

-15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.41%

-22.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

27.47%

-27.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

28.91%

-28.91%

Frequently Asked Questions


AAPL has higher volatility (5.68%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs AAPL's -81.80%.

Portfolio Optimizer

Find the right allocation for USD=X and AAPL

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