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

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Popular comparisons:
CNY=X vs. CNYUSD=X CNY=X vs. VOO CNY=X vs. USD=X
Popular comparisons:
CNY=X vs. CNYUSD=X CNY=X vs. VOO CNY=X vs. USD=X

Performance

Performance Chart

The chart shows the growth of an initial investment of CN¥10,000 in USD/CNY, 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%SeptemberOctoberNovemberDecember2025February
1.63%
10.57%
CNY=X (USD/CNY)
Benchmark (^GSPC)

Returns By Period

USD/CNY had a return of -0.80% year-to-date (YTD) and 0.71% in the last 12 months. Over the past 10 years, USD/CNY had an annualized return of 1.42%, while the S&P 500 had an annualized return of 11.26%, indicating that USD/CNY did not perform as well as the benchmark.


CNY=X

YTD

-0.80%

1M

-0.43%

6M

1.35%

1Y

0.71%

5Y*

0.58%

10Y*

1.42%

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.66%-0.80%
20241.06%0.19%0.45%0.27%0.01%0.35%-0.65%-1.79%-1.02%1.42%1.75%0.78%2.81%
2023-2.09%2.65%-0.93%0.63%2.89%1.98%-1.51%1.63%0.59%0.21%-2.46%-0.51%2.92%
20220.08%-0.81%0.49%4.24%0.96%0.41%0.67%2.17%3.27%2.63%-2.88%-2.73%8.54%
2021-1.52%0.74%1.20%-1.21%-1.60%1.37%0.07%-0.01%-0.22%-0.63%-0.65%-0.13%-2.61%
2020-0.38%0.80%1.29%-0.29%1.06%-1.01%-1.28%-1.82%-0.84%-1.44%-1.70%-0.79%-6.27%
2019-2.58%-0.10%0.27%0.34%2.53%-0.55%0.25%3.96%-0.12%-1.52%-0.10%-0.99%1.23%
2018-3.35%0.67%-0.88%0.92%1.22%3.29%2.90%0.28%0.55%1.55%-0.22%-1.18%5.71%
2017-0.91%-0.20%0.28%0.09%-1.21%-0.43%-0.80%-2.03%0.96%-0.28%-0.33%-1.60%-6.31%
20161.27%-0.34%-1.60%0.39%1.68%0.99%-0.16%0.63%-0.12%1.56%1.64%0.84%6.95%
20150.71%0.31%-1.12%0.05%-0.07%0.04%0.14%2.68%-0.30%-0.61%1.27%1.49%4.63%
20140.12%1.39%1.17%0.68%-0.18%-0.71%-0.48%-0.50%-0.08%-0.42%0.50%1.02%2.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CNY=X is 60, 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 CNY=X is 6060
Overall Rank
The Sharpe Ratio Rank of CNY=X is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CNY=X is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CNY=X is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CNY=X is 5555
Calmar Ratio Rank
The Martin Ratio Rank of CNY=X is 6161
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/CNY (CNY=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 CNY=X, currently valued at 0.21, compared to the broader market0.002.004.006.008.000.211.74
The chart of Sortino ratio for CNY=X, currently valued at 0.31, compared to the broader market0.0010.0020.0030.000.312.36
The chart of Omega ratio for CNY=X, currently valued at 1.05, compared to the broader market2.004.006.008.001.051.32
The chart of Calmar ratio for CNY=X, currently valued at 0.03, compared to the broader market0.0020.0040.0060.000.032.62
The chart of Martin ratio for CNY=X, currently valued at 0.50, compared to the broader market0.00100.00200.00300.00400.00500.000.5010.69
CNY=X
^GSPC

The current USD/CNY Sharpe ratio is 0.21. 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/CNY 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
0.21
1.72
CNY=X (USD/CNY)
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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.89%
-0.81%
CNY=X (USD/CNY)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/CNY. 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/CNY was 30.66%, occurring on Jan 14, 2014. The portfolio has not yet recovered.

The current USD/CNY drawdown is 16.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.66%Apr 18, 19945144Jan 14, 2014
-3.27%Dec 18, 199286Apr 19, 1993185Jan 4, 1994271
-2.28%May 7, 199285Sep 2, 199211Sep 17, 199296
-0.45%Sep 18, 19929Sep 30, 19925Oct 7, 199214
-0.38%Feb 6, 19923Feb 10, 19923Feb 13, 19926

Volatility

Volatility Chart

The current USD/CNY volatility is 1.07%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.07%
3.38%
CNY=X (USD/CNY)
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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