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

Performance

USD=X vs. ACM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and AECOM (ACM). 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. ACM - 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%
ACM
AECOM
-25.95%-9.91%16.67%9.77%10.72%55.38%15.42%62.75%-28.67%2.17%

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Return for Risk

USD=X vs. ACM — Risk / Return Rank

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

USD=X

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


ACM
ACM Risk / Return Rank: 77
Overall Rank
ACM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACM Sortino Ratio Rank: 66
Sortino Ratio Rank
ACM Omega Ratio Rank: 55
Omega Ratio Rank
ACM Calmar Ratio Rank: 1414
Calmar Ratio Rank
ACM Martin Ratio Rank: 88
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. 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=XACMDifference
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

USD=X vs. ACM - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


USD=XACMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-47.45%

+47.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-18.48%

+18.48%

Ulcer Index

Depth 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.


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Volatility by Period


USD=XACMDifference

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%.

Portfolio Optimizer

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.

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