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

Performance

USD=X vs. SHOP - Performance Comparison

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

SHOP

1D
-2.02%
1M
13.46%
YTD
-32.76%
6M
-34.08%
1Y
-0.89%
3Y*
19.24%
5Y*
-2.79%
10Y*
43.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SHOP - 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%
SHOP
Shopify Inc.
-32.76%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%

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Return for Risk

USD=X vs. SHOP — 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.


SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
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. SHOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Shopify Inc. (SHOP). 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=XSHOPDifference
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

-0.02

Martin ratioReturn relative to average drawdown

-0.04

USD=X vs. SHOP - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. SHOP - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for USD=X and SHOP.


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Drawdown Indicators


USD=XSHOPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-84.82%

+84.82%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-46.71%

+46.71%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-46.71%

+46.71%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-84.82%

+84.82%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-84.82%

+84.82%

Current Drawdown

Current decline from peak

0.00%

-39.53%

+39.53%

Average Drawdown

Average peak-to-trough decline

0.00%

-28.23%

+28.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

22.27%

-22.27%

Volatility

USD=X vs. SHOP - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Shopify Inc. (SHOP) has a volatility of 15.38%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

15.38%

-15.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

43.41%

-43.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

57.03%

-57.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

65.55%

-65.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

59.07%

-59.07%

Frequently Asked Questions


SHOP has higher volatility (15.38%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SHOP's -84.82%.

Portfolio Optimizer

Find the right allocation for USD=X and SHOP

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