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

Performance

USD=X vs. MO - Performance Comparison

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

MO

1D
-1.25%
1M
4.65%
YTD
25.71%
6M
27.02%
1Y
28.81%
3Y*
25.85%
5Y*
16.08%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MO - 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%
MO
Altria Group, Inc.
25.71%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

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Return for Risk

USD=X vs. MO — Risk / Return Rank

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

USD=X

MO
MO Risk / Return Rank: 7474
Overall Rank
MO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7272
Sortino Ratio Rank
MO Omega Ratio Rank: 7474
Omega Ratio Rank
MO Calmar Ratio Rank: 7373
Calmar Ratio Rank
MO Martin Ratio Rank: 7474
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. MO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Altria Group, Inc. (MO). 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. MO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Drawdowns

USD=X vs. MO - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for USD=X and MO.


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Drawdown Indicators


USD=XMODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.43%

+65.43%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.40%

+16.40%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-16.40%

+16.40%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.83%

+25.83%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-53.69%

+53.69%

Current Drawdown

Current decline from peak

0.00%

-4.37%

+4.37%

Average Drawdown

Average peak-to-trough decline

0.00%

-11.93%

+11.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

6.49%

-6.49%

Volatility

USD=X vs. MO - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Altria Group, Inc. (MO) has a volatility of 6.69%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.69%

-6.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

17.32%

-17.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.53%

-22.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.64%

-20.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.96%

-22.96%

Frequently Asked Questions


MO has higher volatility (6.69%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs MO's -65.43%.

Portfolio Optimizer

Find the right allocation for USD=X and MO

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