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

Performance

USD=X vs. AMAT - Performance Comparison

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

AMAT

1D
8.64%
1M
13.17%
YTD
91.99%
6M
83.99%
1Y
197.34%
3Y*
54.75%
5Y*
30.69%
10Y*
36.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. AMAT - 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%
AMAT
Applied Materials, Inc.
91.99%59.60%1.13%67.97%-37.54%83.64%43.29%89.86%-34.92%59.86%

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Return for Risk

USD=X vs. AMAT — Risk / Return Rank

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

USD=X

AMAT
AMAT Risk / Return Rank: 9696
Overall Rank
AMAT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMAT Sortino Ratio Rank: 9494
Sortino Ratio Rank
AMAT Omega Ratio Rank: 9595
Omega Ratio Rank
AMAT Calmar Ratio Rank: 9797
Calmar Ratio Rank
AMAT Martin Ratio Rank: 9797
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. AMAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Applied Materials, Inc. (AMAT). 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. AMAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XAMATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

Drawdowns

USD=X vs. AMAT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum AMAT drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for USD=X and AMAT.


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Drawdown Indicators


USD=XAMATDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-85.22%

+85.22%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-21.37%

+21.37%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-49.88%

+49.88%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-55.14%

+55.14%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-55.14%

+55.14%

Current Drawdown

Current decline from peak

0.00%

-1.90%

+1.90%

Average Drawdown

Average peak-to-trough decline

0.00%

-38.80%

+38.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.49%

-7.49%

Volatility

USD=X vs. AMAT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Applied Materials, Inc. (AMAT) has a volatility of 19.01%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XAMATDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

19.01%

-19.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

37.52%

-37.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

47.94%

-47.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

43.93%

-43.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

42.81%

-42.81%

Frequently Asked Questions


AMAT has higher volatility (19.01%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs AMAT's -85.22%.

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