PortfoliosLab logoPortfoliosLab logo
USD=X vs. BMY
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

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%

BMY

1D
-2.97%
1M
-1.05%
YTD
5.31%
6M
9.94%
1Y
20.53%
3Y*
-0.49%
5Y*
0.76%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. BMY - 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%
BMY
Bristol-Myers Squibb Company
5.31%0.11%15.81%-26.14%18.98%2.88%0.41%27.74%-12.90%7.71%

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. BMY — Risk / Return Rank

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

USD=X

BMY
BMY Risk / Return Rank: 6565
Overall Rank
BMY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BMY Sortino Ratio Rank: 6262
Sortino Ratio Rank
BMY Omega Ratio Rank: 5959
Omega Ratio Rank
BMY Calmar Ratio Rank: 7070
Calmar Ratio Rank
BMY Martin Ratio Rank: 6969
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. BMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Bristol-Myers Squibb Company (BMY). 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. BMY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XBMYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

Drawdowns

USD=X vs. BMY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BMY drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for USD=X and BMY.


Loading charts...

Drawdown Indicators


USD=XBMYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-72.03%

+72.03%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-13.68%

+13.68%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-36.85%

+36.85%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-47.67%

+47.67%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-47.67%

+47.67%

Current Drawdown

Current decline from peak

0.00%

-20.03%

+20.03%

Average Drawdown

Average peak-to-trough decline

0.00%

-22.38%

+22.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

6.24%

-6.24%

Volatility

USD=X vs. BMY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Bristol-Myers Squibb Company (BMY) has a volatility of 7.70%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XBMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.70%

-7.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

18.08%

-18.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

27.03%

-27.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

24.06%

-24.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

25.28%

-25.28%

Frequently Asked Questions


BMY has higher volatility (7.70%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BMY's -72.03%.

Portfolio Optimizer

Find the right allocation for USD=X and BMY

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