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

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Performance

Performance Chart


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Returns By Period

USD/CHF (CHFUSD=X) returned 7.41% year-to-date (YTD) and 7.32% over the past 12 months. Over the past 10 years, CHFUSD=X returned 0.79% annually, underperforming the S&P 500 benchmark at 10.69%.


CHFUSD=X

YTD

7.41%

1M

-3.48%

6M

4.26%

1Y

7.32%

5Y*

2.75%

10Y*

0.79%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.41%0.84%2.16%7.04%-2.19%7.41%
2024-2.27%-2.64%-1.94%-1.89%1.92%0.35%2.38%3.27%0.54%-2.11%-1.94%-2.91%-7.23%
20230.91%-2.76%2.99%2.31%-1.81%1.69%2.71%-1.29%-3.48%0.50%4.02%3.99%9.85%
2022-1.60%1.13%-0.65%-5.21%1.47%0.45%0.37%-2.65%-0.96%-1.43%5.86%2.31%-1.32%
2021-0.58%-1.97%-3.73%3.29%1.57%-2.78%2.16%-1.05%-1.78%1.74%-0.34%0.72%-2.97%
20200.49%-0.22%0.45%-0.45%0.42%1.49%3.77%1.01%-1.88%0.45%0.84%2.70%9.34%
2019-1.30%-0.39%0.30%-2.34%1.82%2.53%-1.80%0.40%-0.79%1.17%-1.36%3.32%1.40%
20184.61%-1.40%-1.00%-3.69%0.50%-0.49%0.04%2.22%-1.36%-2.61%0.96%1.77%-0.74%
20172.93%-1.64%0.27%0.79%2.84%0.99%-0.89%0.87%-0.99%-2.96%1.44%0.95%4.52%
2016-2.07%2.48%3.82%0.21%-3.42%1.80%0.70%-1.48%1.27%-1.78%-2.80%-0.07%-1.60%
20157.94%-3.38%-1.98%4.30%-0.83%0.52%-3.16%-0.11%-0.63%-1.50%-3.96%2.66%-0.78%
2014-1.47%3.00%-0.53%0.45%-1.60%0.92%-2.39%-1.06%-3.86%-0.81%-0.28%-2.87%-10.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, CHFUSD=X is among the top 12% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CHFUSD=X is 8888
Overall Rank
The Sharpe Ratio Rank of CHFUSD=X is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CHFUSD=X is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CHFUSD=X is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CHFUSD=X is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CHFUSD=X is 8787
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 (CHFUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/CHF Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.79
  • 5-Year: 0.35
  • 10-Year: 0.10
  • All Time: 0.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/CHF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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.


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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 38.65%, occurring on Oct 26, 2000. Recovery took 1839 trading sessions.

The current USD/CHF drawdown is 14.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.65%Apr 19, 19951438Oct 26, 20001839Nov 19, 20073277
-29.88%Aug 10, 20111123Nov 27, 2015
-22.53%Feb 7, 1991111Jul 11, 1991318Sep 29, 1992429
-20.47%Sep 30, 1992112Mar 5, 1993519Mar 2, 1995631
-19.56%Mar 18, 2008178Nov 20, 2008481Sep 24, 2010659

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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