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USD/HKD

Performance

HKD=X Performance Chart

USD/HKD (HKD=X) is up 0.6% since the beginning of the year. HKD=X is currently trading at HK$8 per share. Investors who bought HK$1,000 worth of HKD=X shares 5 years ago would now be looking at an investment worth HK$1,010.


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S&P 500 Index

Returns By Period

USD/HKD (HKD=X) has returned 0.64% so far this year and -0.17% over the past 12 months. Over the last ten years, HKD=X has returned 0.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


USD/HKD

1D
-0.05%
1M
-0.04%
YTD
0.64%
6M
0.65%
1Y
-0.17%
3Y*
-0.02%
5Y*
0.20%
10Y*
0.08%

Benchmark (S&P 500 Index)

1D
0.36%
1M
4.44%
YTD
11.50%
6M
11.32%
1Y
26.80%
3Y*
21.04%
5Y*
12.61%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HKD=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 5, 2007, HKD=X's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 48% of months were positive and 52% were negative. The best month was May 2025 with a return of +1.1%, while the worst month was Aug 2025 at -0.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HKD=X closed higher 51% of trading days. The best single day was Feb 2, 2016 with a return of +0.3%, while the worst single day was Sep 21, 2018 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.38%0.13%0.22%-0.10%0.07%-0.06%0.64%
20250.31%-0.18%0.03%-0.32%1.09%0.13%0.00%-0.69%-0.17%-0.16%0.20%-0.04%0.19%
20240.12%0.14%-0.06%0.00%-0.08%-0.10%0.03%-0.21%-0.31%0.00%0.11%-0.17%-0.52%
20230.40%0.11%0.01%-0.01%-0.25%0.08%-0.50%0.56%-0.14%-0.09%-0.15%-0.03%-0.01%
20220.01%0.21%0.24%0.17%0.01%-0.02%0.05%-0.01%0.01%0.00%-0.51%0.00%0.17%
2021-0.02%0.04%0.24%-0.09%-0.08%0.05%0.07%0.08%0.11%-0.11%0.25%-0.01%0.54%

Benchmark Metrics

USD/HKD has an annualized alpha of 0.04%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 06, 2007.

  • This currency tended to rise when S&P 500 Index fell (downside capture of -0.74%), but participation in market rallies was also limited (-0.25%) - a profile typical of counter-cyclical assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.00 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 0.00 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
0.04%
Beta
-0.00
0.00
Upside Capture
-0.25%
Downside Capture
-0.74%

Return for Risk

Risk / Return Rank

HKD=X ranks 45 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.


HKD=X Risk / Return Rank: 4545
Overall Rank
HKD=X Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HKD=X Sortino Ratio Rank: 4444
Sortino Ratio Rank
HKD=X Omega Ratio Rank: 4040
Omega Ratio Rank
HKD=X Calmar Ratio Rank: 4848
Calmar Ratio Rank
HKD=X Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USD/HKD (HKD=X) and compare them to S&P 500 Index.


HKD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

0.96

1.41

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.13

3.07

-3.20

Martin ratioReturn relative to average drawdown

-0.23

14.25

-14.48

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 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 1.30%, occurring on Oct 9, 2020. Recovery took 1245 trading sessions.

The current USD/HKD drawdown is 0.22%.


Related event

Drawdown

Fall

Recovery

Underwater

2020 pullback2020
-1.30%Oct 2020
2y 1mo4y 8mo
6y 10moAug 2018 - Jun 2025
2025 pullback2025
-1.07%Oct 2025
3mo 17d
11mo 8dJul 2025 - now
Financial crisis2007–2009
-1.02%Oct 2009
2y 2mo8y 4mo
10y 7moAug 2007 - Mar 2018
2018 pullback2018
-0.11%Apr 2018
6d23d
29dApr 2018 - May 2018
2018 pullback2018
-0.09%May 2018
14d2mo 15d
2mo 29dMay 2018 - Aug 2018

Drawdown Indicators


HKD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-56.80%

+55.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

-8.77%

+7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-1.25%

-18.97%

+17.72%

Max Drawdown (5Y)

Largest decline over 5 years

-1.28%

-24.92%

+23.64%

Max Drawdown (10Y)

Largest decline over 10 years

-1.30%

-34.06%

+32.76%

Current Drawdown

Current decline from peak

-0.22%

-0.39%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.67%

-9.28%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.89%

-1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HKD=X

Add USD/HKD 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 HKD=X