Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EURUSD=X Performance Chart
EUR/USD (EURUSD=X) is down 1.9% 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 $947.
Loading charts...
Returns By Period
EUR/USD (EURUSD=X) has returned -1.90% so far this year and 0.68% over the past 12 months.
EUR/USD
- 1D
- -0.76%
- 1M
- -1.92%
- YTD
- -1.90%
- 6M
- -1.04%
- 1Y
- 0.68%
- 3Y*
- 2.52%
- 5Y*
- -1.08%
- 10Y*
- 0.15%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EURUSD=X Monthly Returns History
Based on dividend-adjusted daily data since May 24, 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% | -1.04% | -1.90% | ||||||
| 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
EUR/USD has an annualized alpha of -0.41%, beta of 0.14, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 25, 2007.
- This currency participated in 22.07% of S&P 500 Index downside but only 11.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.14 may look defensive, but with R2 of 0.07 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 0.07 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
- -0.41%
- Beta
- 0.14
- R²
- 0.07
- Upside Capture
- 11.77%
- Downside Capture
- 22.07%
Return for Risk
Risk / Return Rank
EURUSD=X ranks 54 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 EUR/USD (EURUSD=X) and compare them to S&P 500 Index.
| EURUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | — | — |
| Martin ratioReturn relative to average drawdown | 0.25 | — | — |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the EUR/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 EUR/USD was 40.01%, occurring on Sep 27, 2022. The portfolio has not yet recovered.
The current EUR/USD drawdown is 27.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -40.01%Sep 2022 | 14y 5mo | — | 18y 1moApr 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 |
2007 pullback2007 | -1.64%Jun 2007 | 6d | 17d | 23dJun 2007 - Jun 2007 |
Financial crisis2007–2009 | -1.58%Mar 2008 | 6d | 2d | 8dMar 2008 - Mar 2008 |
Drawdown Indicators
| EURUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | -9.10% | -30.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -8.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -27.94% | -2.97% | -24.97% |
Average DrawdownAverage peak-to-trough decline | -23.42% | -1.13% | -22.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EURUSD=X
Add EUR/USD to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EURUSD=X