Highlights
- Avg. Volume (1M)
- 101K
- Avg. Volume Value (1M)
- MX$1.76M
Share Price Chart
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Performance
MXN=X Performance Chart
USD/MXN (MXN=X) is down 3.8% since the beginning of the year. MXN=X is currently trading at MX$17 per share. Investors who bought MX$1,000 worth of MXN=X shares 5 years ago would now be looking at an investment worth MX$871.
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Returns By Period
USD/MXN (MXN=X) has returned -3.80% so far this year and -8.11% over the past 12 months. Over the last ten years, MXN=X has returned -0.88% per year, falling short of the S&P 500 Index benchmark, which averaged 12.26% annually.
USD/MXN
- 1D
- -0.09%
- 1M
- -0.73%
- 6M
- -0.76%
- YTD
- -3.80%
- 1Y
- -8.11%
- 3Y*
- 0.93%
- 5Y*
- -2.72%
- 10Y*
- -0.88%
- ALL TIME*
- 2.44%
Benchmark (S&P 500 Index)
- 1D
- 0.61%
- 1M
- -0.65%
- 6M
- 7.12%
- YTD
- 5.25%
- 1Y
- 10.33%
- 3Y*
- 18.94%
- 5Y*
- 8.23%
- 10Y*
- 12.26%
- ALL TIME*
- 11.45%
MXN=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 20, 2007, MXN=X's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 47% of months were positive and 53% were negative. The best month was Mar 2020 with a return of +20.6%, while the worst month was May 2020 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MXN=X closed higher 48% of trading days. The best single day was Oct 9, 2008 with a return of +9.6%, while the worst single day was Oct 13, 2008 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.06% | -1.43% | 4.21% | -2.59% | -0.71% | 0.83% | -0.92% | -3.80% | |||||
| 2025 | -1.08% | -0.57% | -0.34% | -4.28% | -0.80% | -3.51% | 0.66% | -1.15% | -1.84% | 1.43% | -1.54% | -1.51% | -13.73% |
| 2024 | 1.48% | -0.95% | -2.92% | 3.52% | -0.87% | 7.74% | 1.71% | 5.84% | -0.11% | 1.75% | 1.72% | 2.48% | 23.05% |
| 2023 | -3.26% | -2.78% | -1.61% | -0.12% | -1.69% | -3.23% | -2.21% | 1.77% | 2.24% | 3.60% | -3.65% | -2.39% | -12.84% |
| 2022 | 0.63% | -0.80% | -2.98% | 2.79% | -3.72% | 2.26% | 1.24% | -1.02% | 0.00% | -1.67% | -2.73% | 1.07% | -5.07% |
| 2021 | 3.21% | 1.29% | -2.09% | -0.98% | -1.32% | -0.06% | -0.27% | 0.93% | 2.84% | -0.50% | 4.43% | -4.40% | 2.80% |
Benchmark Metrics
USD/MXN has an annualized alpha of 2.00%, beta of 0.10, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 20, 2007.
- This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.69%) than losses (7.76%) - typical of diversified or defensive assets.
- Beta of 0.10 may look defensive, but with R2 of 0.02 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 0.02 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
- 2.00%
- Beta
- 0.10
- R²
- 0.02
- Upside Capture
- 11.69%
- Downside Capture
- 7.76%
Return for Risk
Risk / Return Rank
MXN=X ranks 10 for risk / return — above 10% of currencies peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for USD/MXN (MXN=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXN=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.15 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 0.86 | -1.57 |
| Martin ratioReturn relative to average drawdown | -1.09 | 2.27 | -3.36 |
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/MXN. 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/MXN was 35.64%, occurring on Apr 8, 2024. The portfolio has not yet recovered.
The current USD/MXN drawdown is 31.67%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.64%Apr 2024 | 4y 16d | — | 6y 4moMar 2020 - now | — |
-26.04%Apr 2011 | 2y 1mo | 3y 10mo | 6y 1dMar 2009 - Mar 2015 | — |
-20.38%Jul 2017 | 5mo 29d | 2y 8mo | 3y 1moJan 2017 - Mar 2020 | — |
-10.42%Aug 2008 | 8mo 11d | 1mo 26d | 10mo 7dNov 2007 - Sep 2008 | Financial crisis2007–2009 |
-10.35%Apr 2016 | 2mo 17d | 1mo 29d | 4mo 16dFeb 2016 - Jun 2016 | — |
Drawdown Indicators
| MXN=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.64% | -38.70% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -9.83% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -19.07% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.49% | -29.25% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | -29.25% | -6.39% |
Current DrawdownCurrent decline from peak | -31.67% | -1.95% | -29.72% |
Average DrawdownAverage peak-to-trough decline | -16.20% | -8.35% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 3.74% | +2.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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