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

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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in USD/EUR, 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

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

Returns By Period

USD/EUR (EUR=X) has returned 1.59% so far this year and -6.44% over the past 12 months. Over the last ten years, EUR=X has returned -0.15% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


USD/EUR

1D
-0.87%
1M
1.91%
YTD
1.59%
6M
1.48%
1Y
-6.44%
3Y*
-2.12%
5Y*
0.37%
10Y*
-0.15%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 19, 2007, EUR=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 +10.7%, while the worst month was Dec 2008 at -9.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EUR=X closed higher 49% of trading days. The best single day was Jun 24, 2016 with a return of +2.8%, while the worst single day was Mar 18, 2009 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.87%0.23%2.25%1.59%
2025-0.05%-0.17%-4.10%-4.52%-0.15%-3.69%3.25%-2.50%-0.26%1.35%-0.17%-1.26%-11.87%
20242.02%0.12%0.11%1.18%-1.66%1.11%-0.91%-2.01%-0.75%2.32%2.88%2.17%6.60%
2023-1.43%2.69%-2.46%-1.58%3.10%-2.03%-0.81%1.43%2.54%-0.02%-2.87%-1.34%-3.00%
20221.19%0.16%1.35%4.94%-1.72%2.42%2.46%1.75%2.59%-0.87%-5.05%-2.77%6.20%
20210.66%0.55%2.93%-2.43%-1.71%3.11%-0.04%0.44%2.04%0.19%1.93%-0.28%7.48%

Benchmark Metrics

USD/EUR has an annualized alpha of -0.05%, beta of 0.10, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since June 20, 2007.

  • This currency participated in 10.36% of S&P 500 Index downside but only 6.77% 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
-0.05%
Beta
0.10
0.05
Upside Capture
6.77%
Downside Capture
10.36%

Return for Risk

Risk / Return Rank

EUR=X ranks 27 for risk / return — below 27% 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.


EUR=X Risk / Return Rank: 2727
Overall Rank
EUR=X Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EUR=X Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUR=X Omega Ratio Rank: 2020
Omega Ratio Rank
EUR=X Calmar Ratio Rank: 3838
Calmar Ratio Rank
EUR=X Martin Ratio Rank: 3737
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/EUR (EUR=X) and compare them to a chosen benchmark (S&P 500 Index).


EUR=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.73

0.43

-1.16

Sortino ratio

Return per unit of downside risk

-0.92

0.73

-1.65

Omega ratio

Gain probability vs. loss probability

0.88

1.11

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.12

0.67

-0.79

Martin ratio

Return relative to average drawdown

-0.27

2.80

-3.08

Explore EUR=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/EUR. 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/EUR was 20.32%, occurring on Jan 27, 2026. The portfolio has not yet recovered.

The current USD/EUR drawdown is 17.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.32%Sep 28, 2022962Jan 27, 2026
-19.64%Jun 8, 2010237May 4, 2011958Jan 6, 20151195
-17.74%Nov 21, 2008264Nov 25, 2009122May 14, 2010386
-16.93%Dec 21, 2016302Feb 15, 20181105May 12, 20221407
-16.32%Jun 22, 2007217Apr 22, 2008123Oct 10, 2008340

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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