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USD=X vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

USD=X vs. ^GSPC

Last updated Apr 26, 2025

Compare and contrast key facts about USD Cash (USD=X) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USD=X or ^GSPC.

Correlation

The correlation between USD=X and ^GSPC is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

-0.50.00.51.0
Correlation: 0.0

Performance

USD=X vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.
0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril0
5,841.09%
USD=X
^GSPC

Key characteristics

Ulcer Index

USD=X:

0.00%

^GSPC:

4.61%

Daily Std Dev

USD=X:

0.00%

^GSPC:

19.44%

Max Drawdown

USD=X:

0.00%

^GSPC:

-56.78%

Current Drawdown

USD=X:

0.00%

^GSPC:

-10.07%

Returns By Period

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

^GSPC

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

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Risk-Adjusted Performance

USD=X vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USD=X
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USD=X vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and S&P 500 (^GSPC). 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.

No data
No data
No data
No data
No data

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.34
USD=X
^GSPC

Drawdowns

USD=X vs. ^GSPC - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for USD=X and ^GSPC. For additional features, visit the drawdowns tool.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-10.07%
USD=X
^GSPC

Volatility

USD=X vs. ^GSPC - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
14.23%
USD=X
^GSPC