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

Performance

USD=X vs. NVDA - Performance Comparison

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

NVDA

1D
1.73%
1M
-2.94%
YTD
12.01%
6M
12.58%
1Y
47.43%
3Y*
75.35%
5Y*
64.54%
10Y*
68.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. NVDA - 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%
NVDA
NVIDIA Corporation
12.01%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

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Return for Risk

USD=X vs. NVDA — Risk / Return Rank

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

USD=X

NVDA
NVDA Risk / Return Rank: 7777
Overall Rank
NVDA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7575
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7373
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7979
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7979
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. NVDA - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


USD=XNVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

Drawdowns

USD=X vs. NVDA - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for USD=X and NVDA.


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Drawdown Indicators


USD=XNVDADifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-89.72%

+89.72%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-20.21%

+20.21%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-36.88%

+36.88%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-66.34%

+66.34%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-66.34%

+66.34%

Current Drawdown

Current decline from peak

0.00%

-11.39%

+11.39%

Average Drawdown

Average peak-to-trough decline

0.00%

-36.20%

+36.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

8.30%

-8.30%

Volatility

USD=X vs. NVDA - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while NVIDIA Corporation (NVDA) has a volatility of 13.14%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.14%

-13.14%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

26.37%

-26.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

34.81%

-34.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

51.75%

-51.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

49.85%

-49.85%

Frequently Asked Questions


NVDA has higher volatility (13.14%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs NVDA's -89.72%.

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