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

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EUR/USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-4.07%
346.61%
EURUSD=X (EUR/USD)
Benchmark (^GSPC)

Returns By Period

EUR/USD had a return of 9.59% year-to-date (YTD) and 6.06% in the last 12 months. Over the past 10 years, EUR/USD had an annualized return of 0.58%, while the S&P 500 had an annualized return of 10.05%, indicating that EUR/USD did not perform as well as the benchmark.


EURUSD=X

YTD

9.59%

1M

5.14%

6M

4.79%

1Y

6.06%

5Y*

1.33%

10Y*

0.58%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.10%0.12%4.26%4.89%9.59%
2024-1.98%-0.12%-0.09%-1.19%1.66%-1.18%1.04%2.05%0.79%-2.25%-2.82%-2.11%-6.19%
20231.49%-2.62%2.49%1.67%-3.01%2.08%0.76%-1.38%-2.50%0.06%2.92%1.38%3.11%
2022-1.19%-0.12%-1.37%-4.73%1.82%-2.34%-2.52%-1.58%-2.56%0.86%5.28%2.85%-5.86%
2021-0.64%-0.50%-2.87%2.47%1.72%-3.03%0.12%-0.52%-1.91%-0.17%-1.95%0.28%-6.92%
2020-1.05%-0.60%0.04%-0.67%1.30%1.21%4.83%1.37%-1.82%-0.61%2.41%2.39%8.95%
2019-0.22%-0.66%-1.35%-0.01%-0.43%1.80%-2.59%-0.77%-0.83%2.31%-1.21%1.77%-2.26%
20183.53%-1.82%1.05%-1.98%-3.20%-0.06%0.06%-0.78%0.07%-2.56%0.04%1.36%-4.39%
20172.68%-2.05%0.71%2.30%3.18%1.62%3.64%0.57%-0.81%-1.42%2.22%0.79%14.09%
2016-0.22%0.33%4.66%0.67%-2.83%-0.23%0.61%-0.14%0.74%-2.31%-3.58%-0.68%-3.18%
2015-6.69%-0.82%-4.15%4.60%-2.11%1.37%-1.35%2.07%-0.34%-1.53%-4.01%2.80%-10.23%
2014-1.88%2.34%-0.23%0.70%-1.71%0.45%-2.21%-1.91%-3.81%-0.85%-0.58%-2.83%-11.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EURUSD=X is 71, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EURUSD=X is 7171
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 6969
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7676
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 EUR/USD (EURUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for EURUSD=X, currently valued at 0.77, compared to the broader market-1.000.001.002.00
EURUSD=X: 0.77
^GSPC: 0.49
The chart of Sortino ratio for EURUSD=X, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.00
EURUSD=X: 1.27
^GSPC: 0.81
The chart of Omega ratio for EURUSD=X, currently valued at 1.12, compared to the broader market1.001.502.002.50
EURUSD=X: 1.12
^GSPC: 1.12
The chart of Calmar ratio for EURUSD=X, currently valued at 0.03, compared to the broader market0.001.002.003.004.00
EURUSD=X: 0.03
^GSPC: 0.50
The chart of Martin ratio for EURUSD=X, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.0025.00
EURUSD=X: 1.68
^GSPC: 2.07

The current EUR/USD Sharpe ratio is 0.77. 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 EUR/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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.77
0.49
EURUSD=X (EUR/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%NovemberDecember2025FebruaryMarchApril
-29.03%
-10.73%
EURUSD=X (EUR/USD)
Benchmark (^GSPC)

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 39.99%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current EUR/USD drawdown is 29.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.99%Apr 23, 20083765Sep 27, 2022
-30.06%Jan 5, 1999472Oct 25, 2000670May 23, 20031142
-14.42%Dec 31, 2004229Nov 16, 2005374Apr 24, 2007603
-9.16%May 30, 200368Sep 2, 200355Nov 18, 2003123
-7.93%Feb 18, 200462May 13, 2004125Nov 4, 2004187

Volatility

Volatility Chart

The current EUR/USD volatility is 4.03%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.03%
14.23%
EURUSD=X (EUR/USD)
Benchmark (^GSPC)