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USD/CHF (CHF=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

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Popular comparisons:
CHF=X vs. GLD CHF=X vs. CHDVD.SW CHF=X vs. VOO CHF=X vs. AMZN
Popular comparisons:
CHF=X vs. GLD CHF=X vs. CHDVD.SW CHF=X vs. VOO CHF=X vs. AMZN

Performance

Performance Chart

The chart shows the growth of an initial investment of CHF 10,000 in USD/CHF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.83%
12.95%
CHF=X (USD/CHF)
Benchmark (^GSPC)

Returns By Period

USD/CHF had a return of -1.06% year-to-date (YTD) and 1.98% in the last 12 months. Over the past 10 years, USD/CHF had an annualized return of -0.54%, while the S&P 500 had an annualized return of 11.04%, indicating that USD/CHF did not perform as well as the benchmark.


CHF=X

YTD

-1.06%

1M

-1.00%

6M

5.84%

1Y

1.98%

5Y*

-1.57%

10Y*

-0.54%

^GSPC (Benchmark)

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Monthly Returns

The table below presents the monthly returns of CHF=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.42%-1.06%
20242.35%2.71%1.81%2.09%-1.88%-0.49%-2.19%-3.18%-0.53%2.15%1.99%2.99%7.82%
2023-0.90%2.84%-2.90%-2.26%1.83%-1.67%-2.62%1.30%3.60%-0.50%-3.87%-3.86%-8.99%
20221.62%-1.12%0.65%5.50%-1.46%-0.45%-0.37%2.73%0.96%1.45%-5.53%-2.25%1.34%
20210.59%2.01%3.87%-3.19%-1.54%2.86%-2.11%1.06%1.80%-1.71%0.34%-0.71%3.06%
2020-0.50%0.24%-0.47%0.46%-0.41%-1.47%-3.63%-1.01%1.90%-0.43%-0.84%-2.63%-8.54%
20191.28%0.41%-0.29%2.39%-1.79%-2.48%1.82%-0.39%0.80%-1.15%1.38%-3.21%-1.39%
2018-4.41%1.42%1.01%3.85%-0.50%0.50%-0.04%-2.17%1.37%2.70%-0.96%-1.73%0.74%
2017-2.85%1.66%-0.27%-0.79%-2.75%-0.98%0.87%-0.82%0.99%3.05%-1.41%-0.94%-4.32%
20162.11%-2.41%-3.68%-0.22%3.53%-1.76%-0.70%1.50%-1.24%1.80%2.85%0.11%1.63%
2015-7.36%3.50%2.02%-4.12%0.84%-0.51%3.26%0.10%0.64%1.52%4.12%-2.59%0.78%
20141.49%-2.91%0.53%-0.49%1.67%-0.92%2.46%1.07%4.01%0.82%0.29%2.95%11.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CHF=X is 30, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHF=X is 3030
Overall Rank
The Sharpe Ratio Rank of CHF=X is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CHF=X is 2525
Sortino Ratio Rank
The Omega Ratio Rank of CHF=X is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CHF=X is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CHF=X is 3434
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/CHF (CHF=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CHF=X, currently valued at -0.24, compared to the broader market0.002.004.006.008.00-0.241.62
The chart of Sortino ratio for CHF=X, currently valued at -0.28, compared to the broader market0.0010.0020.0030.00-0.282.20
The chart of Omega ratio for CHF=X, currently valued at 0.97, compared to the broader market2.004.006.008.000.971.30
The chart of Calmar ratio for CHF=X, currently valued at -0.03, compared to the broader market0.0020.0040.0060.00-0.032.46
The chart of Martin ratio for CHF=X, currently valued at -0.35, compared to the broader market0.00100.00200.00300.00400.00500.00-0.3610.01
CHF=X
^GSPC

The current USD/CHF Sharpe ratio is -0.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/CHF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.24
1.52
CHF=X (USD/CHF)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-50.72%
-2.88%
CHF=X (USD/CHF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/CHF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USD/CHF was 60.32%, occurring on Aug 9, 2011. The portfolio has not yet recovered.

The current USD/CHF drawdown is 50.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.32%Oct 27, 20002811Aug 9, 2011
-32.03%Nov 13, 19891414Apr 18, 19951244Jan 28, 20002658
-7.05%May 5, 200031Jun 16, 200054Aug 31, 200085
-3.46%Sep 18, 20008Sep 27, 200015Oct 18, 200023
-3.28%Feb 1, 200016Feb 22, 20005Feb 29, 200021

Volatility

Volatility Chart

The current USD/CHF volatility is 2.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.00%
3.75%
CHF=X (USD/CHF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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