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

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Popular comparisons: EUR=X vs. ^STOXX, EUR=X vs. GBP=X, EUR=X vs. ^GSPC, EUR=X vs. BZ=F, EUR=X vs. QQQ, EUR=X vs. GLD, EUR=X vs. USD=X, EUR=X vs. TLT, EUR=X vs. DTLA.L, EUR=X vs. GSG

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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
-2.22%
6.97%
EUR=X (USD/EUR)
Benchmark (^GSPC)

Returns By Period

USD/EUR had a return of -0.75% year-to-date (YTD) and -4.08% in the last 12 months. Over the past 10 years, USD/EUR had an annualized return of 1.37%, while the S&P 500 had an annualized return of 10.87%, indicating that USD/EUR did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.75%18.10%
1 month-0.83%1.42%
6 months-2.22%10.08%
1 year-4.08%26.58%
5 years (annualized)-0.15%13.42%
10 years (annualized)1.37%10.87%

Monthly Returns

The table below presents the monthly returns of EUR=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.02%0.12%0.08%1.23%-1.63%0.92%-0.75%-2.01%-0.75%
2023-1.47%2.69%-2.42%-1.65%3.11%-2.03%-0.77%1.42%2.56%-0.05%-2.83%-1.36%-3.02%
20221.19%0.12%1.39%4.97%-1.78%2.39%2.58%1.59%2.64%-0.85%-5.01%-2.77%6.22%
20210.65%0.50%2.96%-2.42%-1.69%3.12%-0.12%0.53%1.95%0.17%1.98%-0.27%7.44%
20201.07%0.61%-0.03%0.67%-1.28%-1.19%-4.64%-1.32%1.85%0.61%-2.35%-2.34%-8.21%
20190.21%0.68%1.35%0.03%0.28%-1.63%2.65%0.78%0.84%-2.27%1.23%-1.74%2.31%
2018-3.41%1.86%-1.05%2.02%3.31%0.06%-0.05%0.76%-0.06%2.64%-0.05%-1.35%4.60%
2017-2.62%2.09%-0.72%-2.24%-3.08%-1.60%-3.51%-0.57%0.81%1.44%-2.17%-0.79%-12.36%
20160.22%-0.34%-4.45%-0.66%2.91%0.23%-0.61%0.13%-0.74%2.37%3.71%0.69%3.28%
20157.17%0.82%4.33%-4.40%2.16%-1.34%1.36%-2.02%0.34%1.56%4.17%-2.73%11.40%
20141.92%-2.29%0.23%-0.70%1.75%-0.45%2.26%1.95%3.97%0.86%0.58%2.93%13.62%
2013-2.82%3.94%1.91%-2.63%1.29%-0.08%-2.20%0.60%-2.25%-0.42%-0.05%-1.13%-4.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EUR=X is 18, indicating that it is in the bottom 18% of currencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EUR=X is 1818
EUR=X (USD/EUR)
The Sharpe Ratio Rank of EUR=X is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of EUR=X is 1616Sortino Ratio Rank
The Omega Ratio Rank of EUR=X is 1919Omega Ratio Rank
The Calmar Ratio Rank of EUR=X is 2323Calmar Ratio Rank
The Martin Ratio Rank of EUR=X is 1515Martin 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 USD/EUR (EUR=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EUR=X
Sharpe ratio
The chart of Sharpe ratio for EUR=X, currently valued at -0.47, compared to the broader market-1.00-0.500.000.501.00-0.47
Sortino ratio
The chart of Sortino ratio for EUR=X, currently valued at -0.64, compared to the broader market0.0050.00100.00150.00200.00250.00300.00-0.64
Omega ratio
The chart of Omega ratio for EUR=X, currently valued at 0.92, compared to the broader market20.0040.0060.000.92
Calmar ratio
The chart of Calmar ratio for EUR=X, currently valued at -0.09, compared to the broader market0.00200.00400.00600.00-0.09
Martin ratio
The chart of Martin ratio for EUR=X, currently valued at -1.17, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.00-1.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.00-0.500.000.501.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market0.0050.00100.00150.00200.00250.00300.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market20.0040.0060.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.00200.00400.00600.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.0010.43

Sharpe Ratio

The current USD/EUR Sharpe ratio is -0.47. 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 USD/EUR 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-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.47
1.57
EUR=X (USD/EUR)
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-25.62%
-2.62%
EUR=X (USD/EUR)
Benchmark (^GSPC)

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 48.28%, occurring on Apr 22, 2008. The portfolio has not yet recovered.

The current USD/EUR drawdown is 25.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.28%Oct 26, 20001951Apr 22, 2008
-7.71%May 5, 200031Jun 16, 200054Aug 31, 200085
-6.88%Jul 13, 199969Oct 15, 199931Nov 29, 1999100
-3.96%Sep 21, 20007Sep 29, 200013Oct 18, 200020
-3.42%Feb 1, 200016Feb 22, 20005Feb 29, 200021

Volatility

Volatility Chart

The current USD/EUR volatility is 1.53%, 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%7.00%AprilMayJuneJulyAugustSeptember
1.53%
3.94%
EUR=X (USD/EUR)
Benchmark (^GSPC)