USD=X vs. CME
USD=X (USD Cash) is a currency, while CME (CME Group Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 15.38%/yr for CME.
Performance
USD=X vs. CME - Performance Comparison
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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%
CME
- 1D
- 2.80%
- 1M
- -9.35%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.90%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
USD=X vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CME CME Group Inc. | 1.58% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
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Return for Risk
USD=X vs. CME — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CME
USD=X vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and CME Group Inc. (CME). 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 | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.05 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.16 | — |
| Martin ratioReturn relative to average drawdown | — | 0.50 | — |
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Drawdowns
USD=X vs. CME - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for USD=X and CME.
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Drawdown Indicators
| USD=X | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -77.50% | +77.50% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -21.42% | +21.42% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -21.42% | +21.42% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -31.74% | +31.74% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -37.36% | +37.36% |
Current DrawdownCurrent decline from peak | 0.00% | -15.03% | +15.03% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -20.68% | +20.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 6.70% | -6.70% |
Volatility
USD=X vs. CME - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while CME Group Inc. (CME) has a volatility of 10.45%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 10.45% | -10.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 17.44% | -17.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 20.74% | -20.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 20.15% | -20.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 23.93% | -23.93% |
Frequently Asked Questions
CME has higher volatility (10.45%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs CME's -77.50%.
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