USD=X vs. VST
USD=X (USD Cash) is a currency, while VST (Vistra Corp.) is a stock. Over the past 5 years, USD=X returned 0.00%/yr vs 54.40%/yr for VST.
Performance
USD=X vs. VST - 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%
VST
- 1D
- 1.12%
- 1M
- 5.97%
- YTD
- -8.13%
- 6M
- -12.74%
- 1Y
- -14.37%
- 3Y*
- 83.39%
- 5Y*
- 54.40%
- 10Y*
- —
USD=X vs. VST - 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% |
VST Vistra Corp. | -8.13% | 17.66% | 261.52% | 70.73% | 5.08% | 19.57% | -11.87% | 2.46% | 24.95% | 18.19% |
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Return for Risk
USD=X vs. VST — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VST
USD=X vs. VST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vistra Corp. (VST). 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 | VST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.99 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.38 | — |
| Martin ratioReturn relative to average drawdown | — | -0.70 | — |
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Drawdowns
USD=X vs. VST - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for USD=X and VST.
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Drawdown Indicators
| USD=X | VST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -53.32% | +53.32% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -38.01% | +38.01% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -48.80% | +48.80% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -48.80% | +48.80% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -31.89% | +31.89% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -13.72% | +13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 20.73% | -20.73% |
Volatility
USD=X vs. VST - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Vistra Corp. (VST) has a volatility of 15.14%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VST 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 | VST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 15.14% | -15.14% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 37.96% | -37.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 48.75% | -48.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 47.97% | -47.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 42.22% | -42.22% |
Frequently Asked Questions
VST has higher volatility (15.14%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VST's -53.32%.
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