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

USD=X vs. BWXT

Last updated Jun 13, 2026

USD=X (USD Cash) is a currency, while BWXT (BWX Technologies, Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 20.03%/yr for BWXT.

Performance

USD=X vs. BWXT - Performance Comparison

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

BWXT

1D
-0.63%
1M
-6.34%
YTD
12.23%
6M
10.82%
1Y
41.19%
3Y*
43.24%
5Y*
26.18%
10Y*
20.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. BWXT - 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%
BWXT
BWX Technologies, Inc.		12.23%56.37%46.53%33.87%23.30%-19.40%-1.54%64.48%-36.10%53.59%

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USD Cash

BWX Technologies, Inc.

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with BWXT:
BWXT vs. SMRBWXT vs. OKLOBWXT vs. CCO.TOBWXT vs. CWBWXT vs. NOCBWXT vs. BYRNBWXT vs. TER

Return for Risk

USD=X vs. BWXT — 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.

BWXT
BWXT Risk / Return Rank: 7171
Overall Rank
BWXT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BWXT Sortino Ratio Rank: 6868
Sortino Ratio Rank
BWXT Omega Ratio Rank: 6868
Omega Ratio Rank
BWXT Calmar Ratio Rank: 7474
Calmar Ratio Rank
BWXT Martin Ratio Rank: 7373
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. BWXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and BWX Technologies, Inc. (BWXT). 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=XBWXTDifference
Sharpe ratioReturn per unit of total volatility

—

0.92

—

Sortino ratioReturn per unit of downside risk

—

1.51

—

Omega ratioGain probability vs. loss probability

—

1.20

—

Calmar ratioReturn relative to maximum drawdown

—

1.79

—

Martin ratioReturn relative to average drawdown

—

4.04

—

USD=X vs. BWXT - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. BWXT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BWXT drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for USD=X and BWXT.

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Drawdown Indicators

USD=XBWXTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-47.88%

+47.88%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-23.14%

+23.14%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-32.87%

+32.87%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-32.92%

+32.92%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-47.74%

+47.74%

Current Drawdown

Current decline from peak

0.00%

-18.75%

+18.75%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.17%

+13.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

10.22%

-10.22%

Volatility

USD=X vs. BWXT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while BWX Technologies, Inc. (BWXT) has a volatility of 11.22%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than BWXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XBWXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

11.22%

-11.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

34.21%

-34.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

45.12%

-45.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

33.05%

-33.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

30.83%

-30.83%

Frequently Asked Questions

BWXT has higher volatility (11.22%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BWXT's -47.88%.

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