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

Performance

USD=X vs. LYFT - Performance Comparison

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

LYFT

1D
-1.24%
1M
-1.02%
YTD
-30.10%
6M
-33.53%
1Y
-12.31%
3Y*
8.20%
5Y*
-24.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. LYFT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYFT
Lyft, Inc.
-30.10%50.16%-13.94%36.03%-74.21%-13.03%14.20%-50.69%

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. LYFT — 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.


LYFT
LYFT Risk / Return Rank: 3333
Overall Rank
LYFT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LYFT Sortino Ratio Rank: 3232
Sortino Ratio Rank
LYFT Omega Ratio Rank: 3131
Omega Ratio Rank
LYFT Calmar Ratio Rank: 3535
Calmar Ratio Rank
LYFT Martin Ratio Rank: 3535
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. LYFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Lyft, Inc. (LYFT). 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=XLYFTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.25

Martin ratioReturn relative to average drawdown

-0.43

USD=X vs. LYFT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

USD=X vs. LYFT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum LYFT drawdown of -90.84%. Use the drawdown chart below to compare losses from any high point for USD=X and LYFT.


Loading charts...

Drawdown Indicators


USD=XLYFTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-90.84%

+90.84%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-48.51%

+48.51%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-55.23%

+55.23%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-87.28%

+87.28%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-84.48%

+84.48%

Average Drawdown

Average peak-to-trough decline

0.00%

-68.34%

+68.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

28.39%

-28.39%

Volatility

USD=X vs. LYFT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Lyft, Inc. (LYFT) has a volatility of 12.55%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than LYFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USD=XLYFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.55%

-12.55%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

34.16%

-34.16%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

50.27%

-50.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

67.44%

-67.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

68.23%

-68.23%

Frequently Asked Questions


LYFT has higher volatility (12.55%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs LYFT's -90.84%.

Portfolio Optimizer

Find the right allocation for USD=X and LYFT

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