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

Performance

USD=X vs. DPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Domino's Pizza, Inc. (DPZ). 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%

DPZ

1D
3.72%
1M
7.14%
YTD
-21.90%
6M
-24.30%
1Y
-27.44%
3Y*
3.89%
5Y*
-5.25%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. DPZ - 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%
DPZ
Domino's Pizza, Inc.
-21.90%0.88%3.18%20.69%-37.88%48.39%31.63%19.63%32.37%19.82%

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Return for Risk

USD=X vs. DPZ — 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.


DPZ
DPZ Risk / Return Rank: 88
Overall Rank
DPZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
DPZ Omega Ratio Rank: 99
Omega Ratio Rank
DPZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
DPZ Martin Ratio Rank: 77
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. DPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Domino's Pizza, Inc. (DPZ). 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=XDPZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.73

Martin ratioReturn relative to average drawdown

-1.49

USD=X vs. DPZ - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. DPZ - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DPZ drawdown of -86.66%. Use the drawdown chart below to compare losses from any high point for USD=X and DPZ.


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Drawdown Indicators


USD=XDPZDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-86.66%

+86.66%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-36.93%

+36.93%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-41.75%

+41.75%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-47.81%

+47.81%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-47.81%

+47.81%

Current Drawdown

Current decline from peak

0.00%

-39.05%

+39.05%

Average Drawdown

Average peak-to-trough decline

0.00%

-16.46%

+16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

18.18%

-18.18%

Volatility

USD=X vs. DPZ - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Domino's Pizza, Inc. (DPZ) has a volatility of 6.35%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XDPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.35%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

20.93%

-20.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

26.06%

-26.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

29.70%

-29.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

29.96%

-29.96%

Frequently Asked Questions


DPZ has higher volatility (6.35%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DPZ's -86.66%.

Portfolio Optimizer

Find the right allocation for USD=X and DPZ

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