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

Performance

WRB vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W. R. Berkley Corporation (WRB) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRB vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRB
W. R. Berkley Corporation
-2.51%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%5.96%10.21%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

WRB vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

WRB vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and USD Cash (USD=X). 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.


WRBUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.29

Martin ratioReturn relative to average drawdown

-0.54

WRB vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

WRB vs. USD=X - Drawdown Comparison

The maximum WRB drawdown since its inception was -69.33%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WRB and USD=X.


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Drawdown Indicators


WRBUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-69.33%

0.00%

-69.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

0.00%

-17.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

0.00%

-17.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

0.00%

-26.29%

Max Drawdown (10Y)

Largest decline over 10 years

-45.35%

0.00%

-45.35%

Current Drawdown

Current decline from peak

-11.49%

0.00%

-11.49%

Average Drawdown

Average peak-to-trough decline

-14.58%

0.00%

-14.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.29%

0.00%

+9.29%

Volatility

WRB vs. USD=X - Volatility Comparison

W. R. Berkley Corporation (WRB) has a higher volatility of 7.63% compared to USD Cash (USD=X) at 0.00%. This indicates that WRB's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRBUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

0.00%

+7.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

0.00%

+15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

0.00%

+21.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

0.00%

+22.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.56%

0.00%

+24.56%

Frequently Asked Questions


WRB has higher volatility (7.63%) compared to USD=X (0.00%). In terms of maximum drawdown, WRB dropped -69.33% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for WRB and USD=X

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