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

Performance

USD=X vs. SMMT - Performance Comparison

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

SMMT

1D
7.11%
1M
-16.95%
YTD
-19.90%
6M
-20.26%
1Y
-29.17%
3Y*
93.96%
5Y*
15.49%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. SMMT - 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%
SMMT
Summit Therapeutics Inc.
-19.90%-1.99%583.72%-38.59%57.99%-42.77%193.75%39.13%-89.62%29.44%

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Return for Risk

USD=X vs. SMMT — 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.


SMMT
SMMT Risk / Return Rank: 2626
Overall Rank
SMMT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SMMT Sortino Ratio Rank: 2929
Sortino Ratio Rank
SMMT Omega Ratio Rank: 2929
Omega Ratio Rank
SMMT Calmar Ratio Rank: 2323
Calmar Ratio Rank
SMMT Martin Ratio Rank: 2626
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. SMMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Summit Therapeutics Inc. (SMMT). 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=XSMMTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.55

Martin ratioReturn relative to average drawdown

-0.87

USD=X vs. SMMT - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. SMMT - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum SMMT drawdown of -95.75%. Use the drawdown chart below to compare losses from any high point for USD=X and SMMT.


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Drawdown Indicators


USD=XSMMTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-95.75%

+95.75%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-55.49%

+55.49%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-64.44%

+64.44%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-91.78%

+91.78%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-95.75%

+95.75%

Current Drawdown

Current decline from peak

0.00%

-61.83%

+61.83%

Average Drawdown

Average peak-to-trough decline

0.00%

-57.63%

+57.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

34.94%

-34.94%

Volatility

USD=X vs. SMMT - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Summit Therapeutics Inc. (SMMT) has a volatility of 23.99%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than SMMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XSMMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

23.99%

-23.99%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

56.65%

-56.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

75.61%

-75.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

185.08%

-185.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

144.46%

-144.46%

Frequently Asked Questions


SMMT has higher volatility (23.99%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs SMMT's -95.75%.

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