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

Performance

USD=X vs. TTD - Performance Comparison

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

TTD

1D
2.01%
1M
-8.84%
YTD
-49.21%
6M
-47.39%
1Y
-71.63%
3Y*
-37.11%
5Y*
-20.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. TTD - 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%
TTD
The Trade Desk, Inc.
-49.21%-67.70%63.33%60.52%-51.08%14.41%208.34%123.83%153.79%65.27%

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Return for Risk

USD=X vs. TTD — 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.


TTD
TTD Risk / Return Rank: 55
Overall Rank
TTD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
TTD Sortino Ratio Rank: 33
Sortino Ratio Rank
TTD Omega Ratio Rank: 22
Omega Ratio Rank
TTD Calmar Ratio Rank: 66
Calmar Ratio Rank
TTD Martin Ratio Rank: 1313
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. TTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and The Trade Desk, Inc. (TTD). 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=XTTDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.71

Calmar ratioReturn relative to maximum drawdown

-0.92

Martin ratioReturn relative to average drawdown

-1.28

USD=X vs. TTD - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. TTD - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TTD drawdown of -86.45%. Use the drawdown chart below to compare losses from any high point for USD=X and TTD.


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Drawdown Indicators


USD=XTTDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-86.45%

+86.45%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-78.94%

+78.94%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-86.45%

+86.45%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-86.45%

+86.45%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-86.18%

+86.18%

Average Drawdown

Average peak-to-trough decline

0.00%

-27.27%

+27.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

56.84%

-56.84%

Volatility

USD=X vs. TTD - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while The Trade Desk, Inc. (TTD) has a volatility of 18.89%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XTTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

18.89%

-18.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

41.21%

-41.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

64.24%

-64.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

67.34%

-67.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

68.43%

-68.43%

Frequently Asked Questions


TTD has higher volatility (18.89%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TTD's -86.45%.

Portfolio Optimizer

Find the right allocation for USD=X and TTD

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