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

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

EUR/USD (EURUSD=X) returned 8.23% year-to-date (YTD) and 2.91% over the past 12 months. Over the past 10 years, EURUSD=X returned -0.27% annually, underperforming the S&P 500 benchmark at 10.79%.


EURUSD=X

YTD

8.23%

1M

-0.79%

6M

6.41%

1Y

2.91%

5Y*

0.86%

10Y*

-0.27%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*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
20250.08%0.14%4.26%4.66%-1.03%8.23%
2024-2.12%0.02%-0.12%-1.18%1.71%-1.04%0.83%2.06%0.81%-2.27%-2.81%-2.13%-6.21%
20231.50%-2.61%2.51%1.56%-2.88%2.02%0.80%-1.41%-2.48%0.05%2.97%1.34%3.15%
2022-1.27%-0.13%-1.26%-4.76%1.78%-2.38%-2.57%-1.68%-2.36%0.87%5.43%2.67%-5.92%
2021-0.82%-0.25%-3.01%2.50%1.44%-2.76%0.13%-0.51%-2.00%-0.16%-1.96%0.39%-6.93%
2020-1.54%-0.29%0.31%-1.40%1.86%1.52%5.56%0.39%-1.48%-0.54%2.51%2.08%9.10%
20190.42%-0.94%-1.32%-0.40%-0.48%2.17%-1.89%-0.86%-1.08%1.94%-1.28%1.73%-2.08%
20183.92%-1.45%0.60%-1.46%-3.76%-0.89%1.25%-0.36%-0.24%-2.50%0.41%0.41%-4.20%
20171.27%-1.17%0.97%1.66%2.84%2.42%2.67%1.24%-0.93%-1.09%1.71%0.76%12.93%
20160.03%-0.12%3.76%0.19%-1.83%-0.18%-0.40%0.62%0.60%-2.09%-3.07%-0.69%-3.28%
2015-6.79%-1.16%-3.35%2.62%-1.39%2.40%-2.53%2.51%0.37%-2.33%-3.74%3.32%-10.10%
2014-1.82%1.10%0.32%0.45%-1.51%0.29%-1.82%-1.58%-3.75%-0.61%-1.20%-2.41%-11.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EURUSD=X is 61, 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 6161
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 5959
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 Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

EUR/USD Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.41
  • 5-Year: 0.10
  • 10-Year: -0.02
  • All Time: -0.03

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of EUR/USD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 39.98%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current EUR/USD drawdown is 29.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.98%Apr 23, 20083830Sep 27, 2022
-14.32%Dec 31, 2004224Nov 10, 2005378Apr 24, 2007602
-8.2%Jan 12, 200489May 13, 2004124Nov 4, 2004213
-7.39%Jan 9, 20089Jan 21, 200838Mar 13, 200847
-3.53%Nov 22, 200719Dec 20, 200713Jan 8, 200832

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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