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Performance

NOK=X Performance Chart

USD/NOK (NOK=X) is down 7.6% since the beginning of the year. NOK=X is currently trading at NOK 9 per share. Investors who bought NOK 1,000 worth of NOK=X shares 5 years ago would now be looking at an investment worth NOK 1,124.


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S&P 500 Index

Returns By Period

USD/NOK (NOK=X) has returned -7.60% so far this year and -8.20% over the past 12 months. Over the last ten years, NOK=X has returned 1.34% per year, falling short of the S&P 500 Index benchmark, which averaged 15.18% annually.


USD/NOK

1D
0.59%
1M
0.52%
YTD
-7.60%
6M
-7.13%
1Y
-8.20%
3Y*
-5.44%
5Y*
2.36%
10Y*
1.34%

Benchmark (S&P 500 Index)

1D
-0.15%
1M
5.45%
YTD
1.96%
6M
2.41%
1Y
16.14%
3Y*
14.25%
5Y*
14.94%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOK=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 6, 2007, NOK=X's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 50% of months were positive and 50% were negative. The best month was Oct 2008 with a return of +14.7%, while the worst month was Sep 2007 at -7.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NOK=X closed higher 50% of trading days. The best single day was Jan 4, 2021 with a return of +11.8%, while the worst single day was Jan 1, 2021 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.61%-1.28%1.88%-4.27%-0.14%0.76%-7.60%
2025-0.62%-0.62%-6.56%-1.15%-1.79%-1.32%2.61%-2.72%-0.70%1.28%0.12%-0.35%-11.45%
20243.17%1.08%2.00%2.50%-5.55%1.77%2.10%-2.68%-0.44%4.13%0.37%3.32%11.97%
20232.12%3.80%1.04%1.73%4.09%-3.16%-5.65%4.91%0.66%4.47%-3.29%-5.91%4.04%
20220.94%-0.93%-0.22%6.51%-0.01%5.15%-1.81%2.69%9.65%-4.44%-5.32%-0.66%11.02%
2021-0.61%1.40%-1.20%-2.76%0.05%3.39%2.41%-1.36%0.66%-3.60%7.15%-2.48%2.57%

Benchmark Metrics

USD/NOK has an annualized alpha of 2.00%, beta of 0.16, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 09, 2007.

  • This currency participated in 26.46% of S&P 500 Index downside but only 22.14% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R2 of 0.05 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 0.05 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
0.16
0.05
Upside Capture
22.14%
Downside Capture
26.46%

Return for Risk

Risk / Return Rank

NOK=X ranks 16 for risk / return — in the bottom 16% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


NOK=X Risk / Return Rank: 1616
Overall Rank
NOK=X Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NOK=X Sortino Ratio Rank: 1818
Sortino Ratio Rank
NOK=X Omega Ratio Rank: 1818
Omega Ratio Rank
NOK=X Calmar Ratio Rank: 1919
Calmar Ratio Rank
NOK=X Martin Ratio Rank: 88
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/NOK (NOK=X) and compare them to S&P 500 Index.


NOK=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.84

1.25

-2.09

Sortino ratio

Return per unit of downside risk

-1.08

1.77

-2.85

Omega ratio

Gain probability vs. loss probability

0.87

1.23

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.59

1.31

-1.90

Martin ratio

Return relative to average drawdown

-1.23

4.05

-5.28

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/NOK. 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/NOK was 35.52%, occurring on Jan 1, 2021. The portfolio has not yet recovered.

The current USD/NOK drawdown is 21.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2021 bear market2021
-35.52%Jan 2021
9mo 14d
6y 2moMar 2020 - now
2011 bear market2011
-27.42%Apr 2011
2y 4mo3y 7mo
6y 4dDec 2008 - Dec 2014
Financial crisis2007–2009
-16.95%Apr 2008
8mo 9d5mo 13d
1y 1moAug 2007 - Oct 2008
2018 correction2018
-14.62%Feb 2018
2y 26d1y 6mo
3y 7moJan 2016 - Aug 2019
2015 correction2015
-12.06%May 2015
1mo 28d3mo 13d
5mo 11dMar 2015 - Aug 2015

Drawdown Indicators


NOK=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-45.80%

+10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-12.39%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-22.57%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.95%

-22.57%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-22.57%

-12.95%

Current Drawdown

Current decline from peak

-21.48%

-0.15%

-21.33%

Average Drawdown

Average peak-to-trough decline

-13.16%

-8.54%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

3.99%

+1.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NOK=X

Add USD/NOK 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 NOK=X