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

Performance

USD=X vs. HWM - Performance Comparison

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

HWM

1D
-2.12%
1M
-8.87%
YTD
20.38%
6M
27.45%
1Y
40.91%
3Y*
75.58%
5Y*
48.17%
10Y*
31.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. HWM - 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%
HWM
Howmet Aerospace Inc.
20.38%87.95%102.71%37.84%24.16%11.67%21.03%83.54%-37.43%48.40%

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Return for Risk

USD=X vs. HWM — Risk / Return Rank

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

USD=X

HWM
HWM Risk / Return Rank: 7878
Overall Rank
HWM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HWM Sortino Ratio Rank: 7676
Sortino Ratio Rank
HWM Omega Ratio Rank: 7373
Omega Ratio Rank
HWM Calmar Ratio Rank: 8080
Calmar Ratio Rank
HWM Martin Ratio Rank: 8383
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. HWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Howmet Aerospace Inc. (HWM). 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. HWM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XHWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Drawdowns

USD=X vs. HWM - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum HWM drawdown of -88.30%. Use the drawdown chart below to compare losses from any high point for USD=X and HWM.


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Drawdown Indicators


USD=XHWMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-88.30%

+88.30%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-15.89%

+15.89%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-19.41%

+19.41%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-22.40%

+22.40%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-64.81%

+64.81%

Current Drawdown

Current decline from peak

0.00%

-9.88%

+9.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-31.01%

+31.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.58%

-5.58%

Volatility

USD=X vs. HWM - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Howmet Aerospace Inc. (HWM) has a volatility of 7.62%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than HWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XHWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.62%

-7.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

24.08%

-24.08%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

30.70%

-30.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

32.04%

-32.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

39.78%

-39.78%

Frequently Asked Questions


HWM has higher volatility (7.62%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs HWM's -88.30%.

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