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

Performance

USD=X vs. MELI - Performance Comparison

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

MELI

1D
-1.27%
1M
1.77%
YTD
-21.08%
6M
-21.15%
1Y
-32.89%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MELI - 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%
MELI
MercadoLibre, Inc.
-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%

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Return for Risk

USD=X vs. MELI — 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.


MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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. MELI - Risk-Adjusted Trends Comparison

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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.81

Martin ratioReturn relative to average drawdown

-1.42

USD=X vs. MELI - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. MELI - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for USD=X and MELI.


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Drawdown Indicators


USD=XMELIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-89.49%

+89.49%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-40.82%

+40.82%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-40.82%

+40.82%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-68.64%

+68.64%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-69.12%

+69.12%

Current Drawdown

Current decline from peak

0.00%

-39.18%

+39.18%

Average Drawdown

Average peak-to-trough decline

0.00%

-23.58%

+23.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

23.24%

-23.24%

Volatility

USD=X vs. MELI - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while MercadoLibre, Inc. (MELI) has a volatility of 9.96%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

9.96%

-9.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

29.79%

-29.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

39.48%

-39.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

49.65%

-49.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

48.88%

-48.88%

Frequently Asked Questions


MELI has higher volatility (9.96%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs MELI's -89.49%.

Portfolio Optimizer

Find the right allocation for USD=X and MELI

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