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USD/DKK (DKK=X)
Performance
Return for Risk
Drawdowns
Volatility

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USD/DKK

Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

DKK=X is traded in DKK, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to DKK using the latest available exchange rates.

Returns By Period

USD/DKK (DKK=X) has returned 1.61% so far this year and -6.33% over the past 12 months. Over the last ten years, DKK=X has returned -0.12% per year, falling short of the S&P 500 Index benchmark, which averaged 12.02% annually.


USD/DKK

1D
-0.89%
1M
1.96%
YTD
1.61%
6M
1.57%
1Y
-6.33%
3Y*
-2.03%
5Y*
0.46%
10Y*
-0.12%

Benchmark (S&P 500 Index)

1D
2.00%
1M
-3.01%
YTD
-3.10%
6M
-0.86%
1Y
8.97%
3Y*
14.32%
5Y*
10.69%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 28, 2007, DKK=X's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, your investment would double in approximately 57.8 years.

Historically, 51% of months were positive and 49% were negative. The best month was Oct 2008 with a return of +10.5%, while the worst month was Dec 2008 at -9.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DKK=X closed higher 50% of trading days. The best single day was Sep 30, 2008 with a return of +2.4%, while the worst single day was Mar 19, 2009 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.90%0.33%2.20%1.61%
2025-0.01%-0.20%-4.03%-4.47%-0.24%-3.72%3.33%-2.37%-0.36%1.75%-0.52%-1.24%-11.71%
20242.04%0.10%0.19%1.18%-1.68%0.89%-0.63%-2.05%-0.85%2.37%2.86%2.19%6.65%
2023-1.40%2.78%-2.38%-1.52%2.97%-2.06%-0.70%1.43%2.60%0.09%-2.99%-1.36%-2.75%
20221.33%0.08%1.39%4.95%-1.73%2.34%2.61%1.62%2.55%-0.69%-5.15%-2.81%6.24%
20210.62%0.51%2.93%-2.42%-1.69%3.11%-0.07%0.49%2.00%0.19%1.91%-0.32%7.33%

Benchmark Metrics

USD/DKK has an annualized alpha of 0.02%, beta of 0.10, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since June 29, 2007.

  • This currency participated in 13.00% of S&P 500 Index downside but only 8.35% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R² of 0.05 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 0.05 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
0.02%
Beta
0.10
0.05
Upside Capture
8.35%
Downside Capture
13.00%

Return for Risk

Risk / Return Rank

DKK=X ranks 30 for risk / return — below 30% of currencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DKK=X Risk / Return Rank: 3030
Overall Rank
DKK=X Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DKK=X Sortino Ratio Rank: 2424
Sortino Ratio Rank
DKK=X Omega Ratio Rank: 2121
Omega Ratio Rank
DKK=X Calmar Ratio Rank: 4343
Calmar Ratio Rank
DKK=X Martin Ratio Rank: 4040
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/DKK (DKK=X) and compare them to a chosen benchmark (S&P 500 Index).


DKK=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.72

0.44

-1.16

Sortino ratio

Return per unit of downside risk

-0.91

0.74

-1.64

Omega ratio

Gain probability vs. loss probability

0.88

1.12

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.09

0.69

-0.78

Martin ratio

Return relative to average drawdown

-0.21

2.88

-3.09

Explore DKK=X risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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/DKK. 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/DKK was 20.00%, occurring on Jan 27, 2026. The portfolio has not yet recovered.

The current USD/DKK drawdown is 16.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20%Sep 28, 2022967Jan 27, 2026
-19.38%Jun 8, 2010235May 2, 2011961Jan 6, 20151196
-17.82%Nov 21, 2008264Nov 25, 2009122May 14, 2010386
-16.85%Dec 21, 2016292Feb 1, 20181115May 12, 20221407
-15.79%Aug 17, 2007178Apr 22, 2008123Oct 10, 2008301

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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