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Performance
NZD=X Performance Chart
USD/NZD (NZD=X) is up 0.1% since the beginning of the year. NZD=X is currently trading at NZ$2 per share. Investors who bought NZ$1,000 worth of NZD=X shares 5 years ago would now be looking at an investment worth NZ$1,206.
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Returns By Period
USD/NZD (NZD=X) has returned 0.07% so far this year and 4.84% over the past 12 months. Over the last ten years, NZD=X has returned 2.14% per year, falling short of the S&P 500 Index benchmark, which averaged 16.10% annually.
USD/NZD
- 1D
- 0.32%
- 1M
- 1.54%
- YTD
- 0.07%
- 6M
- 0.41%
- 1Y
- 4.84%
- 3Y*
- 2.53%
- 5Y*
- 3.81%
- 10Y*
- 2.14%
Benchmark (S&P 500 Index)
- 1D
- 1.41%
- 1M
- 3.57%
- YTD
- 9.65%
- 6M
- 11.17%
- 1Y
- 31.48%
- 3Y*
- 22.64%
- 5Y*
- 16.76%
- 10Y*
- 16.10%
NZD=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 17, 2007, NZD=X's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.
Historically, 51% of months were positive and 49% were negative. The best month was Oct 2008 with a return of +15.2%, while the worst month was May 2009 at -11.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, NZD=X closed higher 49% of trading days. The best single day was Oct 24, 2008 with a return of +7.7%, while the worst single day was Oct 28, 2008 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.40% | 0.40% | 4.38% | -2.76% | -0.98% | 3.74% | 0.07% | ||||||
| 2025 | -0.76% | 0.69% | -1.43% | -4.31% | -0.51% | -2.09% | 3.42% | -0.27% | 1.93% | 1.23% | -0.20% | -0.36% | -2.81% |
| 2024 | 3.31% | 0.49% | 1.80% | 1.50% | -4.11% | 0.85% | 2.41% | -4.80% | -1.53% | 6.15% | 0.87% | 5.93% | 12.96% |
| 2023 | -1.37% | 4.13% | -1.14% | 1.19% | 2.73% | -1.96% | -1.12% | 4.05% | -0.53% | 3.32% | -5.68% | -2.60% | 0.52% |
| 2022 | 4.03% | -2.96% | -2.27% | 7.39% | -0.85% | 4.32% | -0.77% | 2.85% | 9.27% | -3.67% | -7.70% | -0.88% | 7.70% |
| 2021 | 0.01% | -0.70% | 3.61% | -2.52% | -1.55% | 4.05% | 0.22% | -0.99% | 2.11% | -3.80% | 5.11% | -0.24% | 5.02% |
Benchmark Metrics
USD/NZD has an annualized alpha of 1.42%, beta of 0.11, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 17, 2007.
- This currency participated in 31.68% of S&P 500 Index downside but only 20.59% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.11 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
- 1.42%
- Beta
- 0.11
- R²
- 0.02
- Upside Capture
- 20.59%
- Downside Capture
- 31.68%
Return for Risk
Risk / Return Rank
NZD=X ranks 73 for risk / return — better than 73% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/NZD (NZD=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.
| NZD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.51 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 3.59 | -3.12 |
| Martin ratioReturn relative to average drawdown | 1.02 | 10.79 | -9.76 |
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/NZD. 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/NZD was 44.14%, occurring on Jul 9, 2014. The portfolio has not yet recovered.
The current USD/NZD drawdown is 14.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2014 bear market2014 | -44.14%Jul 2014 | 5y 4mo | — | 17y 3moMar 2009 - now |
Financial crisis2007–2009 | -15.87%Mar 2008 | 6mo 9d | 5mo 23d | 12mo 2dSep 2007 - Sep 2008 |
Financial crisis2007–2009 | -12.69%Jan 2009 | 1mo 16d | 14d | 2moNov 2008 - Jan 2009 |
Financial crisis2007–2009 | -10.37%Nov 2008 | 7d | 16d | 23dOct 2008 - Nov 2008 |
Financial crisis2007–2009 | -6.42%Feb 2009 | 6d | 18d | 24dFeb 2009 - Feb 2009 |
Drawdown Indicators
| NZD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.14% | -36.52% | -7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -8.80% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -9.33% | -20.17% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -14.49% | -20.17% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | -26.36% | +2.64% |
Current DrawdownCurrent decline from peak | -14.35% | 0.00% | -14.35% |
Average DrawdownAverage peak-to-trough decline | -26.39% | -9.75% | -16.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 2.93% | +1.25% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with NZD=X
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