USD=X vs. TFC
USD=X (USD Cash) is a currency, while TFC (Truist Financial Corporation) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 8.15%/yr for TFC.
Performance
USD=X vs. TFC - 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%
TFC
- 1D
- 1.93%
- 1M
- 10.01%
- YTD
- 7.16%
- 6M
- 5.70%
- 1Y
- 38.57%
- 3Y*
- 22.99%
- 5Y*
- 2.50%
- 10Y*
- 8.15%
USD=X vs. TFC - 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% |
TFC Truist Financial Corporation | 7.16% | 19.05% | 23.72% | -8.59% | -23.53% | 26.08% | -11.16% | 34.55% | -10.24% | 8.66% |
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Return for Risk
USD=X vs. TFC — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TFC
USD=X vs. TFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Truist Financial Corporation (TFC). 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 | TFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.71 | — |
| Martin ratioReturn relative to average drawdown | — | 4.50 | — |
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Drawdowns
USD=X vs. TFC - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TFC drawdown of -66.56%. Use the drawdown chart below to compare losses from any high point for USD=X and TFC.
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Drawdown Indicators
| USD=X | TFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -66.56% | +66.56% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -20.67% | +20.67% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -26.93% | +26.93% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -59.11% | +59.11% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -59.11% | +59.11% |
Current DrawdownCurrent decline from peak | 0.00% | -5.51% | +5.51% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -13.83% | +13.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 7.85% | -7.85% |
Volatility
USD=X vs. TFC - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Truist Financial Corporation (TFC) has a volatility of 7.08%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TFC 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 | TFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.08% | -7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 17.32% | -17.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 23.30% | -23.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 31.90% | -31.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 33.62% | -33.62% |
Frequently Asked Questions
TFC has higher volatility (7.08%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TFC's -66.56%.
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