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Performance
EURUSD=X Performance Chart
Euro / U.S. Dollar (EURUSD=X) is down 2.7% since the beginning of the year. EURUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of EURUSD=X shares 5 years ago would now be looking at an investment worth $958.
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Returns By Period
Euro / U.S. Dollar (EURUSD=X) has returned -2.71% so far this year and -0.60% over the past 12 months. Over the last ten years, EURUSD=X has returned 0.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Euro / U.S. Dollar
- 1D
- -0.25%
- 1M
- -1.51%
- YTD
- -2.71%
- 6M
- -2.84%
- 1Y
- -0.60%
- 3Y*
- 1.61%
- 5Y*
- -0.85%
- 10Y*
- 0.31%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EURUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 13, 2007, EURUSD=X's average daily return is 0.00%, while the average monthly return is -0.03%.
Historically, 50% of months were positive and 50% were negative. The best month was Dec 2008 with a return of +9.8%, while the worst month was Oct 2008 at -9.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 9 months.
On a daily basis, EURUSD=X closed higher 50% of trading days. The best single day was Mar 18, 2009 with a return of +3.5%, while the worst single day was Oct 24, 2008 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.89% | -0.28% | -2.23% | 1.54% | -0.74% | -1.86% | -2.71% | ||||||
| 2025 | 0.01% | 0.17% | 4.25% | 4.74% | 0.17% | 3.88% | -3.16% | 2.56% | 0.22% | -1.68% | 0.56% | 1.25% | 13.43% |
| 2024 | -1.99% | -0.12% | -0.15% | -1.15% | 1.71% | -1.26% | 1.07% | 2.03% | 0.81% | -2.26% | -2.84% | -2.07% | -6.18% |
| 2023 | 1.51% | -2.65% | 2.55% | 1.61% | -2.98% | 2.07% | 0.80% | -1.39% | -2.48% | 0.00% | 2.94% | 1.40% | 3.16% |
| 2022 | -1.32% | -0.14% | -1.35% | -4.75% | 1.80% | -2.31% | -2.46% | -1.71% | -2.50% | 0.79% | 5.35% | 2.82% | -6.01% |
| 2021 | -0.68% | -0.52% | -2.82% | 2.44% | 1.73% | -3.01% | 0.09% | -0.50% | -1.97% | -0.12% | -1.93% | 0.40% | -6.81% |
Benchmark Metrics
Euro / U.S. Dollar has an annualized alpha of -1.25%, beta of 0.10, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since June 13, 2007.
- This currency participated in 35.79% of S&P 500 Index downside but only 15.28% 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
- -1.25%
- Beta
- 0.10
- R²
- 0.05
- Upside Capture
- 15.28%
- Downside Capture
- 35.79%
Return for Risk
Risk / Return Rank
EURUSD=X ranks 44 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Euro / U.S. Dollar (EURUSD=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EURUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.37 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.78 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.20 | 12.44 | -12.64 |
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 Euro / U.S. Dollar. 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 Euro / U.S. Dollar was 40.01%, occurring on Sep 27, 2022. The portfolio has not yet recovered.
The current Euro / U.S. Dollar drawdown is 28.54%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -40.01%Sep 2022 | 14y 5mo | — | 18y 2moApr 2008 - now |
Financial crisis2007–2009 | -3.65%Dec 2007 | 23d | 2mo 8d | 3mo 1dNov 2007 - Feb 2008 |
2007 pullback2007 | -2.90%Aug 2007 | 24d | 26d | 1mo 20dJul 2007 - Sep 2007 |
Financial crisis2007–2009 | -1.58%Mar 2008 | 6d | 2d | 8dMar 2008 - Mar 2008 |
Financial crisis2007–2009 | -1.48%Oct 2007 | 7d | 10d | 17dOct 2007 - Oct 2007 |
Drawdown Indicators
| EURUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | -56.78% | +16.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -9.10% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -8.83% | -18.90% | +10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.63% | -25.43% | +5.80% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -33.92% | +10.61% |
Current DrawdownCurrent decline from peak | -28.54% | -1.80% | -26.74% |
Average DrawdownAverage peak-to-trough decline | -23.49% | -10.71% | -12.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.03% | +0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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