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

USD=X vs. CSCO

Last updated Jun 15, 2026

USD=X (USD Cash) is a currency, while CSCO (Cisco Systems, Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 18.92%/yr for CSCO.

Performance

USD=X vs. CSCO - Performance Comparison

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

CSCO

1D
-0.60%
1M
2.44%
YTD
58.91%
6M
57.34%
1Y
93.30%
3Y*
37.33%
5Y*
20.60%
10Y*
18.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. CSCO - 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%
CSCO
Cisco Systems, Inc.		58.91%33.47%21.00%9.30%-22.46%45.76%-3.49%13.81%16.57%31.27%

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USD Cash

Cisco Systems, 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 CSCO:
CSCO vs. HPECSCO vs. VOOCSCO vs. INTCCSCO vs. DELLCSCO vs. JNPRCSCO vs. CMCSACSCO vs. VTI

Return for Risk

USD=X vs. CSCO — 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.

CSCO
CSCO Risk / Return Rank: 9595
Overall Rank
CSCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CSCO Omega Ratio Rank: 9595
Omega Ratio Rank
CSCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSCO Martin Ratio Rank: 9595
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. CSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Cisco Systems, Inc. (CSCO). 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=XCSCODifference
Sharpe ratioReturn per unit of total volatility

—

2.94

—

Sortino ratioReturn per unit of downside risk

—

3.47

—

Omega ratioGain probability vs. loss probability

—

1.53

—

Calmar ratioReturn relative to maximum drawdown

—

6.69

—

Martin ratioReturn relative to average drawdown

—

18.37

—

USD=X vs. CSCO - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. CSCO - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for USD=X and CSCO.

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Drawdown Indicators

USD=XCSCODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-89.26%

+89.26%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-13.57%

+13.57%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-20.16%

+20.16%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-36.68%

+36.68%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-41.95%

+41.95%

Current Drawdown

Current decline from peak

0.00%

-6.85%

+6.85%

Average Drawdown

Average peak-to-trough decline

0.00%

-40.11%

+40.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.93%

-4.93%

Volatility

USD=X vs. CSCO - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Cisco Systems, Inc. (CSCO) has a volatility of 17.31%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XCSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

17.31%

-17.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

27.29%

-27.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

30.93%

-30.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

24.88%

-24.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

25.89%

-25.89%

Frequently Asked Questions

CSCO has higher volatility (17.31%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs CSCO's -89.26%.

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