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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 8.63% year-to-date (YTD) and 4.32% over the past 12 months. Over the past 10 years, EURUSD=X returned 0.04% annually, underperforming the S&P 500 benchmark at 10.45%.


EURUSD=X

YTD

8.63%

1M

2.70%

6M

4.94%

1Y

4.32%

5Y*

1.03%

10Y*

0.04%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*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%4.66%-0.65%8.63%
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 74, 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 7474
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7777
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 10, 2025 (values are recalculated daily):

  • 1-Year: 0.65
  • 5-Year: 0.12
  • 10-Year: 0.00
  • All Time: -0.02

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

The current EUR/USD drawdown is 29.65%.


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 chart below shows the rolling one-month volatility.


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