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

Performance

USD=X vs. V - Performance Comparison

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

V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. V - 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%
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%

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Return for Risk

USD=X vs. V — 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.


V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Visa Inc. (V). 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=XVDifference
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

-0.73

Martin ratioReturn relative to average drawdown

-1.57

USD=X vs. V - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. V - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for USD=X and V.


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Drawdown Indicators


USD=XVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-51.90%

+51.90%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-17.18%

+17.18%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-20.38%

+20.38%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-28.60%

+28.60%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-36.36%

+36.36%

Current Drawdown

Current decline from peak

0.00%

-12.96%

+12.96%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.26%

+8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

10.73%

-10.73%

Volatility

USD=X vs. V - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Visa Inc. (V) has a volatility of 5.57%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.57%

-5.57%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

17.57%

-17.57%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.35%

-22.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.82%

-22.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

24.45%

-24.45%

Frequently Asked Questions


V has higher volatility (5.57%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs V's -51.90%.

Portfolio Optimizer

Find the right allocation for USD=X and V

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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