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

Performance

USD=X vs. INTU - Performance Comparison

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

INTU

1D
-0.07%
1M
-25.55%
YTD
-58.02%
6M
-58.55%
1Y
-63.59%
3Y*
-14.21%
5Y*
-9.53%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. INTU - 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%
INTU
Intuit Inc.
-58.02%6.09%1.16%61.76%-39.12%70.27%46.12%34.11%25.86%39.21%

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Return for Risk

USD=X vs. INTU — 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.


INTU
INTU Risk / Return Rank: 22
Overall Rank
INTU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INTU Sortino Ratio Rank: 11
Sortino Ratio Rank
INTU Omega Ratio Rank: 11
Omega Ratio Rank
INTU Calmar Ratio Rank: 33
Calmar Ratio Rank
INTU Martin Ratio Rank: 22
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. INTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Intuit Inc. (INTU). 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=XINTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.68

Calmar ratioReturn relative to maximum drawdown

-0.97

Martin ratioReturn relative to average drawdown

-1.88

USD=X vs. INTU - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. INTU - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum INTU drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for USD=X and INTU.


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Drawdown Indicators


USD=XINTUDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-75.29%

+75.29%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-65.49%

+65.49%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-65.49%

+65.49%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-65.49%

+65.49%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-65.49%

+65.49%

Current Drawdown

Current decline from peak

0.00%

-65.49%

+65.49%

Average Drawdown

Average peak-to-trough decline

0.00%

-24.14%

+24.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

33.92%

-33.92%

Volatility

USD=X vs. INTU - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Intuit Inc. (INTU) has a volatility of 28.49%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XINTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

28.49%

-28.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

42.51%

-42.51%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

44.40%

-44.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

37.54%

-37.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

33.98%

-33.98%

Frequently Asked Questions


INTU has higher volatility (28.49%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs INTU's -75.29%.

Portfolio Optimizer

Find the right allocation for USD=X and INTU

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