PortfoliosLab logoPortfoliosLab logo

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USD/CNY

Performance

CNY=X Performance Chart

USD/CNY (CNY=X) is down 3.1% since the beginning of the year. CNY=X is currently trading at CN¥7 per share. Investors who bought CN¥1,000 worth of CNY=X shares 5 years ago would now be looking at an investment worth CN¥1,059.


Loading charts...

S&P 500 Index

Returns By Period

USD/CNY (CNY=X) has returned -3.12% so far this year and -5.74% over the past 12 months. Over the last ten years, CNY=X has returned 0.32% per year, falling short of the S&P 500 Index benchmark, which averaged 14.02% annually.


USD/CNY

1D
0.14%
1M
-0.81%
YTD
-3.12%
6M
-4.09%
1Y
-5.74%
3Y*
-1.47%
5Y*
1.16%
10Y*
0.32%

Benchmark (S&P 500 Index)

1D
-0.60%
1M
4.05%
YTD
6.90%
6M
5.77%
1Y
19.26%
3Y*
19.05%
5Y*
13.60%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNY=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2007, CNY=X's average daily return is 0.00%, while the average monthly return is -0.05%.

Historically, 41% of months were positive and 59% were negative. The best month was Apr 2022 with a return of +4.2%, while the worst month was Jan 2018 at -3.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 14 months.

On a daily basis, CNY=X closed higher 47% of trading days. The best single day was Aug 11, 2015 with a return of +1.8%, while the worst single day was Nov 4, 2022 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.60%-1.34%0.58%-1.03%-0.89%0.12%-3.12%
2025-0.67%0.44%-0.36%0.19%-0.98%-0.49%0.52%-0.97%-0.17%-0.03%-0.58%-1.17%-4.20%
20240.98%0.28%0.45%0.27%0.02%0.35%-0.66%-1.79%-1.02%1.44%1.74%0.79%2.84%
2023-2.08%2.64%-0.94%0.63%2.90%1.97%-1.50%1.61%0.59%0.20%-2.46%-0.54%2.90%
20220.13%-0.82%0.53%4.19%0.97%0.41%0.66%2.16%3.26%2.64%-2.93%-2.69%8.58%
2021-1.53%0.75%1.23%-1.21%-1.59%1.36%0.07%0.00%-0.22%-0.78%-0.51%-0.19%-2.65%

Benchmark Metrics

USD/CNY has an annualized alpha of -0.34%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 27, 2007.

  • This currency tended to rise when S&P 500 Index fell (downside capture of -0.55%), but participation in market rallies was also limited (-1.23%) - a profile typical of counter-cyclical assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
  • R2 of 0.00 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.34%
Beta
0.01
0.00
Upside Capture
-1.23%
Downside Capture
-0.55%

Return for Risk

Risk / Return Rank

CNY=X ranks 4 for risk / return — in the bottom 4% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CNY=X Risk / Return Rank: 44
Overall Rank
CNY=X Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CNY=X Sortino Ratio Rank: 11
Sortino Ratio Rank
CNY=X Omega Ratio Rank: 00
Omega Ratio Rank
CNY=X Calmar Ratio Rank: 1313
Calmar Ratio Rank
CNY=X Martin Ratio Rank: 88
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USD/CNY (CNY=X) and compare them to S&P 500 Index.


CNY=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-2.18

1.68

-3.86

Sortino ratio

Return per unit of downside risk

-2.78

2.31

-5.09

Omega ratio

Gain probability vs. loss probability

0.66

1.30

-0.64

Calmar ratio

Return relative to maximum drawdown

-0.75

1.87

-2.62

Martin ratio

Return relative to average drawdown

-1.45

7.49

-8.94

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.


Loading charts...

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 20.72%, occurring on Jan 14, 2014. The portfolio has not yet recovered.

The current USD/CNY drawdown is 11.08%.


Related event

Drawdown

Fall

Recovery

Underwater

2014 bear market2014
-20.72%Jan 2014
6y 6mo
18y 11moJun 2007 - now

Drawdown Indicators


CNY=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-60.67%

+39.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-10.37%

+4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-18.28%

+10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-8.23%

-19.53%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-12.12%

-33.05%

+20.93%

Current Drawdown

Current decline from peak

-11.08%

-0.60%

-10.48%

Average Drawdown

Average peak-to-trough decline

-11.82%

-11.83%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.58%

+0.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with CNY=X

Add USD/CNY to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CNY=X