USD=X vs. DEO
USD=X (USD Cash) is a currency, while DEO (Diageo plc) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 0.50%/yr for DEO.
Performance
USD=X vs. DEO - 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%
DEO
- 1D
- 0.83%
- 1M
- 0.12%
- YTD
- -4.24%
- 6M
- -7.27%
- 1Y
- -19.48%
- 3Y*
- -19.42%
- 5Y*
- -13.55%
- 10Y*
- 0.50%
USD=X vs. DEO - 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% |
DEO Diageo plc | -4.24% | -29.31% | -10.09% | -16.28% | -17.40% | 41.72% | -3.26% | 21.39% | -0.43% | 44.13% |
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Return for Risk
USD=X vs. DEO — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEO
USD=X vs. DEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Diageo plc (DEO). 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 | DEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.90 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.59 | — |
| Martin ratioReturn relative to average drawdown | — | -1.05 | — |
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Drawdowns
USD=X vs. DEO - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DEO drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for USD=X and DEO.
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Drawdown Indicators
| USD=X | DEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -63.41% | +63.41% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -35.52% | +35.52% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -56.07% | +56.07% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -63.41% | +63.41% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -63.41% | +63.41% |
Current DrawdownCurrent decline from peak | 0.00% | -58.28% | +58.28% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -13.02% | +13.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 19.98% | -19.98% |
Volatility
USD=X vs. DEO - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Diageo plc (DEO) has a volatility of 6.98%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DEO 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 | DEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.98% | -6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 26.52% | -26.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 32.17% | -32.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 24.74% | -24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 23.39% | -23.39% |
Frequently Asked Questions
DEO has higher volatility (6.98%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DEO's -63.41%.
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