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NOK/USD

Often compared with NOKUSD=X:
NOKUSD=X vs. BTC-USD

Performance

NOKUSD=X Performance Chart

NOK/USD (NOKUSD=X) is up 6.6% since the beginning of the year. NOKUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of NOKUSD=X shares 5 years ago would now be looking at an investment worth $878.


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S&P 500 Index

Returns By Period

NOK/USD (NOKUSD=X) has returned 6.58% so far this year and 6.82% over the past 12 months.


NOK/USD

1D
-1.27%
1M
-1.76%
YTD
6.58%
6M
6.83%
1Y
6.82%
3Y*
5.42%
5Y*
-2.57%
10Y*
-1.52%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOKUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 3, 2007, NOKUSD=X's average daily return is -0.01%, while the average monthly return is -0.15%.

Historically, 51% of months were positive and 49% were negative. The best month was Sep 2007 with a return of +8.1%, while the worst month was Oct 2008 at -12.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NOKUSD=X closed higher 50% of trading days. The best single day was Oct 23, 2008 with a return of +5.7%, while the worst single day was Mar 18, 2020 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.68%1.34%-1.88%4.56%0.21%-2.28%6.58%
20250.49%0.56%7.04%0.89%2.13%1.13%-2.58%3.21%0.61%-1.38%0.08%0.30%12.88%
2024-3.08%-1.18%-1.73%-2.80%6.06%-1.75%-2.36%3.11%0.33%-3.87%-0.62%-2.76%-10.55%
2023-1.81%-3.86%-0.82%-1.71%-3.89%3.21%6.02%-4.98%-0.35%-4.47%3.60%6.18%-3.70%
2022-0.81%0.90%0.16%-6.15%0.06%-5.38%2.50%-2.73%-8.68%4.36%5.95%0.39%-9.99%
20210.07%-1.11%1.28%2.85%-0.11%-3.30%-2.29%1.37%-0.62%3.67%-6.60%2.41%-2.81%

Benchmark Metrics

NOK/USD has an annualized alpha of -1.49%, beta of 0.20, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since July 04, 2007.

  • This currency participated in 33.17% of S&P 500 Index downside but only 14.62% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.20 may look defensive, but with R2 of 0.08 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 0.08 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
-1.49%
Beta
0.20
0.08
Upside Capture
14.62%
Downside Capture
33.17%

Return for Risk

Risk / Return Rank

NOKUSD=X ranks 75 for risk / return — better than 75% of currencies on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


NOKUSD=X Risk / Return Rank: 7575
Overall Rank
NOKUSD=X Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NOKUSD=X Sortino Ratio Rank: 7474
Sortino Ratio Rank
NOKUSD=X Omega Ratio Rank: 7474
Omega Ratio Rank
NOKUSD=X Calmar Ratio Rank: 7979
Calmar Ratio Rank
NOKUSD=X Martin Ratio Rank: 7474
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 NOK/USD (NOKUSD=X) and compare them to S&P 500 Index.


NOKUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.16

Martin ratioReturn relative to average drawdown

2.33

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 NOK/USD. 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 NOK/USD was 58.52%, occurring on Mar 20, 2020. The portfolio has not yet recovered.

The current NOK/USD drawdown is 47.64%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-58.52%Mar 2020
11y 11mo
18y 1moApr 2008 - now
Financial crisis2007–2009
-5.99%Dec 2007
1mo 11d25d
2mo 6dNov 2007 - Jan 2008
Financial crisis2007–2009
-5.27%Jan 2008
6d1mo 6d
1mo 12dJan 2008 - Feb 2008
2007 pullback2007
-4.11%Aug 2007
23d25d
1mo 18dJul 2007 - Sep 2007
Financial crisis2007–2009
-3.52%Mar 2008
11d2d
13dMar 2008 - Mar 2008

Drawdown Indicators


NOKUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.52%

-9.10%

-49.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.00%

Current Drawdown

Current decline from peak

-47.64%

-2.97%

-44.67%

Average Drawdown

Average peak-to-trough decline

-33.63%

-1.13%

-32.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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