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

Performance

USD=X vs. IREN - Performance Comparison

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

IREN

1D
8.91%
1M
-3.28%
YTD
56.71%
6M
27.73%
1Y
507.08%
3Y*
153.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. IREN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
IREN
IREN Limited
56.71%284.62%37.34%472.00%-92.27%-42.25%

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Return for Risk

USD=X vs. IREN — Risk / Return Rank

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

USD=X

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
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. IREN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and IREN Limited (IREN). 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. IREN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XIRENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

Drawdowns

USD=X vs. IREN - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum IREN drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for USD=X and IREN.


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Drawdown Indicators


USD=XIRENDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-95.73%

+95.73%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-58.62%

+58.62%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-65.56%

+65.56%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-22.54%

+22.54%

Average Drawdown

Average peak-to-trough decline

0.00%

-62.69%

+62.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

30.55%

-30.55%

Volatility

USD=X vs. IREN - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while IREN Limited (IREN) has a volatility of 33.35%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XIRENDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

33.35%

-33.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

74.76%

-74.76%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

102.51%

-102.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

118.50%

-118.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

118.50%

-118.50%

Frequently Asked Questions


IREN has higher volatility (33.35%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs IREN's -95.73%.

Portfolio Optimizer

Find the right allocation for USD=X and IREN

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

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