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

Performance

USD=X vs. T - Performance Comparison

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

T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. T - 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%
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

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Return for Risk

USD=X vs. T — 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.


T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and AT&T Inc. (T). 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=XTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.59

Martin ratioReturn relative to average drawdown

-1.22

USD=X vs. T - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. T - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for USD=X and T.


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Drawdown Indicators


USD=XTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-64.15%

+64.15%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-21.87%

+21.87%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-21.87%

+21.87%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-32.01%

+32.01%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-42.35%

+42.35%

Current Drawdown

Current decline from peak

0.00%

-18.12%

+18.12%

Average Drawdown

Average peak-to-trough decline

0.00%

-15.72%

+15.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

10.64%

-10.64%

Volatility

USD=X vs. T - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

8.21%

-8.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

17.80%

-17.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.13%

-22.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

24.01%

-24.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

23.73%

-23.73%

Frequently Asked Questions


T has higher volatility (8.21%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs T's -64.15%.

Portfolio Optimizer

Find the right allocation for USD=X and T

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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