USD=X vs. ACM
USD=X (USD Cash) is a currency, while ACM (AECOM) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 8.79%/yr for ACM.
Performance
USD=X vs. ACM - Performance Comparison
Loading charts...
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%
ACM
- 1D
- 0.76%
- 1M
- -1.67%
- YTD
- -25.95%
- 6M
- -28.58%
- 1Y
- -36.69%
- 3Y*
- -5.34%
- 5Y*
- 2.52%
- 10Y*
- 8.79%
USD=X vs. ACM - Yearly Performance Comparison
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD=X vs. ACM — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ACM
USD=X vs. ACM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and AECOM (ACM). 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.
| USD=X | ACM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.78 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.76 | — |
| Martin ratioReturn relative to average drawdown | — | -1.46 | — |
Loading charts...
Drawdowns
USD=X vs. ACM - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ACM drawdown of -59.97%. Use the drawdown chart below to compare losses from any high point for USD=X and ACM.
Loading charts...
Drawdown Indicators
| USD=X | ACM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -59.97% | +59.97% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -48.61% | +48.61% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -48.61% | +48.61% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -48.61% | +48.61% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -54.12% | +54.12% |
Current DrawdownCurrent decline from peak | 0.00% | -47.45% | +47.45% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -18.48% | +18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 25.27% | -25.27% |
Volatility
USD=X vs. ACM - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while AECOM (ACM) has a volatility of 8.02%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than ACM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USD=X | ACM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 8.02% | -8.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 26.30% | -26.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 32.14% | -32.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 26.70% | -26.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 31.18% | -31.18% |
Frequently Asked Questions
ACM has higher volatility (8.02%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs ACM's -59.97%.
Find the right allocation for USD=X and ACM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer