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

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Performance

Performance Chart

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.18%
9.32%
HKD=X (USD/HKD)
Benchmark (^GSPC)

Returns By Period

USD/HKD had a return of 0.08% year-to-date (YTD) and -0.60% in the last 12 months. Over the past 10 years, USD/HKD had an annualized return of 0.02%, while the S&P 500 had an annualized return of 11.29%, indicating that USD/HKD did not perform as well as the benchmark.


HKD=X

YTD

0.08%

1M

-0.15%

6M

-0.18%

1Y

-0.60%

5Y*

-0.01%

10Y*

0.02%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.31%0.08%
20240.12%0.14%-0.04%-0.03%-0.06%-0.14%0.05%-0.19%-0.32%0.01%0.11%-0.18%-0.52%
20230.39%0.11%0.01%0.00%-0.25%0.08%-0.49%0.56%-0.14%-0.09%-0.17%-0.03%-0.01%
20220.02%0.21%0.23%0.19%0.01%-0.01%0.05%-0.01%0.01%-0.01%-0.50%0.00%0.18%
20210.01%0.05%0.23%-0.08%-0.08%0.04%0.10%0.07%0.11%-0.09%0.24%-0.02%0.56%
2020-0.33%0.39%-0.56%0.01%-0.02%-0.01%0.00%0.00%0.00%0.03%0.00%0.01%-0.49%
20190.19%0.04%0.00%-0.07%-0.08%-0.32%0.19%0.20%-0.06%-0.02%-0.11%-0.49%-0.53%
20180.13%0.05%0.29%-0.01%-0.06%0.04%0.03%0.00%-0.27%0.17%-0.22%0.10%0.24%
20170.06%0.04%0.11%0.10%0.18%0.19%0.04%0.20%-0.19%-0.13%0.11%0.04%0.75%
20160.39%-0.04%-0.26%0.00%0.18%-0.16%-0.02%-0.01%-0.01%-0.01%0.02%-0.03%0.05%
2015-0.02%0.05%-0.04%-0.02%0.03%-0.02%0.02%-0.04%0.00%0.01%0.03%-0.03%-0.05%
20140.13%-0.04%-0.05%-0.05%0.00%-0.03%0.00%0.00%0.19%-0.13%0.00%-0.01%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HKD=X is 5, meaning it’s performing worse than 95% of other currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HKD=X is 55
Overall Rank
The Sharpe Ratio Rank of HKD=X is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of HKD=X is 66
Sortino Ratio Rank
The Omega Ratio Rank of HKD=X is 99
Omega Ratio Rank
The Calmar Ratio Rank of HKD=X is 00
Calmar Ratio Rank
The Martin Ratio Rank of HKD=X is 55
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 USD/HKD (HKD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HKD=X, currently valued at -1.08, compared to the broader market0.002.004.006.008.00-1.081.77
The chart of Sortino ratio for HKD=X, currently valued at -1.37, compared to the broader market0.0010.0020.0030.00-1.372.39
The chart of Omega ratio for HKD=X, currently valued at 0.82, compared to the broader market2.004.006.008.000.821.32
The chart of Calmar ratio for HKD=X, currently valued at -0.62, compared to the broader market0.0020.0040.0060.00-0.622.66
The chart of Martin ratio for HKD=X, currently valued at -1.38, compared to the broader market0.00100.00200.00300.00400.00500.00-1.3810.85
HKD=X
^GSPC

The current USD/HKD Sharpe ratio is -1.08. 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 USD/HKD 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-1.08
1.71
HKD=X (USD/HKD)
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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.97%
-0.01%
HKD=X (USD/HKD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/HKD. 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 USD/HKD was 1.43%, occurring on Oct 3, 2003. Recovery took 874 trading sessions.

The current USD/HKD drawdown is 0.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.43%Mar 29, 19903519Oct 3, 2003874Feb 8, 20074393
-1.28%Mar 18, 2019340Jul 3, 2020484May 12, 2022824
-1.12%May 13, 2022760Dec 29, 2024
-1.02%Aug 6, 2007452Apr 28, 20092308Mar 2, 20182760
-0.59%Aug 16, 201879Dec 4, 201873Mar 15, 2019152

Volatility

Volatility Chart

The current USD/HKD volatility is 0.15%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.15%
3.15%
HKD=X (USD/HKD)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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