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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DKK/USD, 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
-5.51%
9.82%
DKKUSD=X (DKK/USD)
Benchmark (^GSPC)

Returns By Period

DKK/USD had a return of 1.37% year-to-date (YTD) and -3.03% in the last 12 months. Over the past 10 years, DKK/USD had an annualized return of -0.72%, while the S&P 500 had an annualized return of 11.26%, indicating that DKK/USD did not perform as well as the benchmark.


DKKUSD=X

YTD

1.37%

1M

0.64%

6M

-5.51%

1Y

-3.03%

5Y*

-0.57%

10Y*

-0.72%

^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 DKKUSD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.07%1.37%
2024-1.96%-0.07%-0.21%-1.17%1.75%-0.96%0.69%2.07%0.88%-2.34%-2.81%-2.12%-6.22%
20231.46%-2.74%2.39%1.58%-2.84%2.09%0.68%-1.42%-2.54%-0.07%3.03%1.37%2.78%
2022-1.24%-0.07%-1.39%-4.77%1.83%-2.29%-2.55%-1.60%-2.44%0.68%5.35%2.93%-5.82%
2021-0.55%-0.49%-2.89%2.54%1.67%-2.98%0.06%-0.50%-1.95%-0.19%-1.87%0.26%-6.83%
2020-1.07%-0.61%0.14%-0.68%1.50%1.21%4.91%1.39%-1.81%-0.63%2.43%2.37%9.33%
2019-0.20%-0.59%-1.38%-0.07%-0.40%1.87%-2.69%-0.61%-0.95%2.26%-1.21%1.76%-2.28%
20183.47%-1.80%0.92%-1.94%-3.08%-0.19%0.06%-0.83%-0.00%-2.57%0.07%1.25%-4.71%
20172.54%-2.00%0.63%2.30%3.21%1.65%3.64%0.50%-0.81%-1.45%2.24%0.75%13.84%
2016-0.21%0.41%4.73%0.72%-2.67%-0.20%0.54%-0.20%0.73%-2.25%-3.59%-0.49%-2.68%
2015-6.52%-1.25%-4.27%4.67%-2.00%1.36%-1.41%2.04%-0.27%-1.47%-4.07%2.75%-10.46%
2014-1.85%2.32%-0.32%0.76%-1.67%0.55%-2.23%-1.84%-3.74%-0.82%-0.59%-2.87%-11.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DKKUSD=X is 23, meaning it’s performing worse than 77% of other 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 DKKUSD=X is 2323
Overall Rank
The Sharpe Ratio Rank of DKKUSD=X is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of DKKUSD=X is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DKKUSD=X is 2121
Omega Ratio Rank
The Calmar Ratio Rank of DKKUSD=X is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DKKUSD=X is 2525
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 DKK/USD (DKKUSD=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 DKKUSD=X, currently valued at -0.33, compared to the broader market0.002.004.006.008.00-0.331.74
The chart of Sortino ratio for DKKUSD=X, currently valued at -0.42, compared to the broader market0.0010.0020.0030.00-0.422.36
The chart of Omega ratio for DKKUSD=X, currently valued at 0.95, compared to the broader market2.004.006.008.000.951.32
The chart of Calmar ratio for DKKUSD=X, currently valued at -0.05, compared to the broader market0.0020.0040.0060.00-0.052.62
The chart of Martin ratio for DKKUSD=X, currently valued at -0.48, compared to the broader market0.00100.00200.00300.00400.00500.00-0.4810.69
DKKUSD=X
^GSPC

The current DKK/USD Sharpe ratio is -0.33. 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 DKK/USD 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
-0.33
1.74
DKKUSD=X (DKK/USD)
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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.37%
-0.43%
DKKUSD=X (DKK/USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DKK/USD. 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 DKK/USD was 39.83%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current DKK/USD drawdown is 34.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.83%Apr 23, 20083765Sep 27, 2022
-14.61%Dec 31, 2004229Nov 16, 2005429Jul 10, 2007658
-7.83%Jan 12, 200489May 13, 2004124Nov 3, 2004213
-3.86%Nov 27, 200718Dec 20, 200717Jan 14, 200835
-2.96%Jul 25, 200716Aug 15, 200720Sep 12, 200736

Volatility

Volatility Chart

The current DKK/USD volatility is 1.66%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.66%
3.01%
DKKUSD=X (DKK/USD)
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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