USD=X vs. PM
USD=X (USD Cash) is a currency, while PM (Philip Morris International Inc.) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 11.71%/yr for PM.
Performance
USD=X vs. PM - Performance Comparison
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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%
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
USD=X vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
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Return for Risk
USD=X vs. PM — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PM
USD=X vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Philip Morris International Inc. (PM). 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=X | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.05 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.18 | — |
| Martin ratioReturn relative to average drawdown | — | 0.34 | — |
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Drawdowns
USD=X vs. PM - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum PM drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for USD=X and PM.
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Drawdown Indicators
| USD=X | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -42.87% | +42.87% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -20.64% | +20.64% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -20.64% | +20.64% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -22.78% | +22.78% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -42.87% | +42.87% |
Current DrawdownCurrent decline from peak | 0.00% | -3.94% | +3.94% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -10.02% | +10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 10.81% | -10.81% |
Volatility
USD=X vs. PM - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Philip Morris International Inc. (PM) has a volatility of 7.76%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.76% | -7.76% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 21.07% | -21.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 27.73% | -27.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 22.73% | -22.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 24.46% | -24.46% |
Frequently Asked Questions
PM has higher volatility (7.76%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs PM's -42.87%.
Find the right allocation for USD=X and PM
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