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US Dollar/Korean Won FX (KRW=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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US Dollar/Korean Won FX

Performance

Performance Chart


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S&P 500

Returns By Period

US Dollar/Korean Won FX (KRW=X) returned -6.51% year-to-date (YTD) and 0.42% over the past 12 months. Over the past 10 years, KRW=X returned 2.24% annually, underperforming the S&P 500 benchmark at 10.85%.


KRW=X

YTD

-6.51%

1M

-3.00%

6M

-0.99%

1Y

0.42%

3Y*

3.61%

5Y*

2.33%

10Y*

2.24%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.42%0.31%0.77%-3.28%-3.00%-6.51%
20243.08%0.06%0.79%2.95%-0.21%-0.13%-0.86%-2.32%-1.39%4.15%1.60%5.91%14.15%
2023-2.24%7.27%-1.28%2.43%-1.27%-0.37%-2.89%3.69%2.03%0.06%-3.87%-0.44%2.62%
20221.34%-0.30%1.16%3.98%-1.67%3.67%1.18%2.95%7.34%-0.92%-8.78%-3.05%6.15%
20213.02%0.57%0.27%-0.91%-0.87%2.03%1.88%0.61%2.23%-0.86%0.70%0.51%9.50%
20203.54%0.36%1.54%-0.40%1.45%-2.61%-0.45%-0.50%-1.96%-2.42%-2.36%-2.17%-6.00%
2019-0.17%1.21%1.02%2.36%2.11%-2.73%2.76%1.87%-0.94%-2.41%0.98%-2.25%3.66%
20180.25%1.41%-2.21%0.87%0.95%3.19%-0.16%0.21%-0.49%2.87%-1.89%-0.55%4.40%
2017-4.61%-1.20%-1.77%1.81%-1.60%2.30%-2.27%0.49%1.82%-2.35%-2.71%-1.91%-11.59%
20162.73%2.49%-7.53%-0.01%3.92%-3.14%-3.48%0.36%-1.29%3.70%3.07%2.50%2.66%
20150.78%-0.10%0.70%-2.85%3.31%0.63%4.16%1.38%0.21%-3.72%1.70%1.32%7.50%
20142.93%-1.37%-0.15%-2.95%-1.23%-0.86%1.58%-1.35%4.03%1.77%3.69%-1.73%4.13%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KRW=X is 52, 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 KRW=X is 5252
Overall Rank
The Sharpe Ratio Rank of KRW=X is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of KRW=X is 5050
Sortino Ratio Rank
The Omega Ratio Rank of KRW=X is 5050
Omega Ratio Rank
The Calmar Ratio Rank of KRW=X is 5656
Calmar Ratio Rank
The Martin Ratio Rank of KRW=X is 5454
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 US Dollar/Korean Won FX (KRW=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.

US Dollar/Korean Won FX Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.04
  • 5-Year: 0.26
  • 10-Year: 0.25
  • All Time: 0.16

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 US Dollar/Korean Won FX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 US Dollar/Korean Won FX. 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 US Dollar/Korean Won FX was 54.04%, occurring on Oct 31, 2007. The portfolio has not yet recovered.

The current US Dollar/Korean Won FX drawdown is 29.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.04%Dec 24, 19972567Oct 31, 2007
-17.03%Dec 12, 19973Dec 16, 19975Dec 23, 19978
-7.33%Nov 21, 19971Nov 21, 19975Nov 28, 19976
-7.09%Jan 10, 1994386Jul 3, 1995262Jul 8, 1996648
-5.29%Dec 3, 19972Dec 4, 19971Dec 5, 19973
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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