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

Performance

USD=X vs. VRM - Performance Comparison

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

VRM

1D
-8.03%
1M
-35.42%
YTD
-63.68%
6M
-72.42%
1Y
-73.36%
3Y*
-57.91%
5Y*
-71.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VRM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRM
Vroom, Inc.
-63.68%296.81%-89.61%-40.93%-90.55%-73.66%1.79%

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Return for Risk

USD=X vs. VRM — 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.


VRM
VRM Risk / Return Rank: 66
Overall Rank
VRM Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VRM Sortino Ratio Rank: 66
Sortino Ratio Rank
VRM Omega Ratio Rank: 99
Omega Ratio Rank
VRM Calmar Ratio Rank: 55
Calmar Ratio Rank
VRM Martin Ratio Rank: 22
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. VRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vroom, Inc. (VRM). 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=XVRMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.94

Martin ratioReturn relative to average drawdown

-1.79

USD=X vs. VRM - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. VRM - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for USD=X and VRM.


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Drawdown Indicators


USD=XVRMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-99.93%

+99.93%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-77.99%

+77.99%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-98.01%

+98.01%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-99.88%

+99.88%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-99.88%

+99.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-84.17%

+84.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

41.01%

-41.01%

Volatility

USD=X vs. VRM - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

26.47%

-26.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

73.49%

-73.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

88.66%

-88.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

261.66%

-261.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

239.80%

-239.80%

Frequently Asked Questions


VRM has higher volatility (26.47%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VRM's -99.93%.

Portfolio Optimizer

Find the right allocation for USD=X and VRM

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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