PortfoliosLab logoPortfoliosLab logo
USD=X vs. GOOG
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%

GOOG

1D
-1.20%
1M
-8.98%
YTD
15.25%
6M
15.01%
1Y
107.32%
3Y*
43.67%
5Y*
23.94%
10Y*
26.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. GOOG - 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%
GOOG
Alphabet Inc
15.25%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. GOOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

GOOG
GOOG Risk / Return Rank: 9696
Overall Rank
GOOG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9696
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOG 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. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Alphabet Inc (GOOG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. GOOG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

USD=X vs. GOOG - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for USD=X and GOOG.


Loading charts...

Drawdown Indicators


USD=XGOOGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-44.60%

+44.60%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-20.75%

+20.75%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-29.35%

+29.35%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-44.60%

+44.60%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-44.60%

+44.60%

Current Drawdown

Current decline from peak

0.00%

-9.44%

+9.44%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.89%

+8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.77%

-5.77%

Volatility

USD=X vs. GOOG - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Alphabet Inc (GOOG) has a volatility of 8.43%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

8.43%

-8.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

20.50%

-20.50%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

28.74%

-28.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

31.14%

-31.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

29.02%

-29.02%

Frequently Asked Questions


GOOG has higher volatility (8.43%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs GOOG's -44.60%.

Portfolio Optimizer

Find the right allocation for USD=X and GOOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer