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Performance
DKK=X Performance Chart
USD/DKK (DKK=X) is up 1.0% since the beginning of the year. DKK=X is currently trading at DKK 6 per share. Investors who bought DKK 1,000 worth of DKK=X shares 5 years ago would now be looking at an investment worth DKK 1,047.
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Returns By Period
USD/DKK (DKK=X) has returned 1.03% so far this year and -1.46% over the past 12 months. Over the last ten years, DKK=X has returned -0.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.53% annually.
USD/DKK
- 1D
- -0.00%
- 1M
- 0.83%
- YTD
- 1.03%
- 6M
- -0.01%
- 1Y
- -1.46%
- 3Y*
- -2.61%
- 5Y*
- 0.92%
- 10Y*
- -0.19%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 6.07%
- YTD
- 12.31%
- 6M
- 11.42%
- 1Y
- 26.33%
- 3Y*
- 17.96%
- 5Y*
- 13.70%
- 10Y*
- 13.53%
DKK=X Monthly Returns History
Based on dividend-adjusted daily data since Aug 27, 2007, DKK=X's average daily return is 0.00%, while the average monthly return is +0.11%. At this rate, an investment would double in approximately 52.5 years.
Historically, 52% of months were positive and 48% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.90% | 0.33% | 2.28% | -1.49% | 0.75% | 0.10% | 1.03% | ||||||
| 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% |
| 2024 | 2.04% | 0.10% | 0.19% | 1.18% | -1.68% | 0.89% | -0.63% | -2.05% | -0.85% | 2.37% | 2.89% | 2.16% | 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% |
| 2022 | 1.33% | 0.08% | 1.39% | 4.95% | -1.73% | 2.34% | 2.61% | 1.62% | 2.55% | -0.69% | -5.15% | -2.81% | 6.24% |
| 2021 | 0.62% | 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 -0.10%, beta of 0.10, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since August 28, 2007.
- This currency participated in 12.50% of S&P 500 Index downside but only 7.74% 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
- -0.10%
- Beta
- 0.10
- R²
- 0.05
- Upside Capture
- 7.74%
- Downside Capture
- 12.50%
Return for Risk
Risk / Return Rank
DKK=X ranks 34 for risk / return — below 34% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/DKK (DKK=X) and compare them to S&P 500 Index.
| DKK=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 2.15 | -2.35 |
Sortino ratioReturn per unit of downside risk | -0.23 | 2.78 | -3.02 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.39 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.49 | -3.71 |
Martin ratioReturn relative to average drawdown | -0.45 | 13.10 | -13.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 17.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -20.00%Jan 2026 | 3y 4mo | — | 3y 8moSep 2022 - now |
2011 correction2011 | -19.38%May 2011 | 10mo 28d | 3y 8mo | 4y 7moJun 2010 - Jan 2015 |
Financial crisis2007–2009 | -17.82%Nov 2009 | 1y 4d | 5mo 20d | 1y 5moNov 2008 - May 2010 |
2018 correction2018 | -16.85%Feb 2018 | 1y 1mo | 4y 3mo | 5y 4moDec 2016 - May 2022 |
Financial crisis2007–2009 | -14.76%Apr 2008 | 7mo 20d | 5mo 17d | 1y 1moSep 2007 - Oct 2008 |
Drawdown Indicators
| DKK=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.00% | -51.67% | +31.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.47% | -7.58% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.01% | -23.92% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.00% | -23.92% | +3.92% |
Max Drawdown (10Y)Largest decline over 10 years | -20.00% | -33.42% | +13.42% |
Current DrawdownCurrent decline from peak | -17.13% | 0.00% | -17.13% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -9.10% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.01% | -0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with DKK=X
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