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USD/PLN (PLN=X)
Performance
Return for Risk
Drawdowns
Volatility

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USD/PLN

Performance

Performance Chart

The chart shows the growth of an initial investment of PLN 10,000 in USD/PLN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

PLN=X is traded in PLN, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to PLN using the latest available exchange rates.

Returns By Period

USD/PLN (PLN=X) has returned 3.23% so far this year and -4.32% over the past 12 months. Over the last ten years, PLN=X has returned -0.06% per year, falling short of the S&P 500 Index benchmark, which averaged 12.09% annually.


USD/PLN

1D
-1.02%
1M
3.42%
YTD
3.23%
6M
1.91%
1Y
-4.32%
3Y*
-4.95%
5Y*
-0.99%
10Y*
-0.06%

Benchmark (S&P 500 Index)

1D
1.86%
1M
-1.57%
YTD
-1.55%
6M
-0.53%
1Y
11.31%
3Y*
10.91%
5Y*
9.09%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 3, 2007, PLN=X's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.

Historically, 48% of months were positive and 52% were negative. The best month was Jan 2009 with a return of +18.0%, while the worst month was Jul 2010 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PLN=X closed higher 49% of trading days. The best single day was Oct 21, 2008 with a return of +5.3%, while the worst single day was Oct 28, 2008 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.92%0.46%3.71%3.23%
2025-1.52%-0.60%-4.20%-2.44%-0.84%-3.89%4.05%-2.82%-0.13%1.42%-1.07%-1.62%-13.08%
20241.66%-0.19%-0.48%2.18%-3.01%1.91%-1.32%-2.17%-0.74%3.99%1.61%1.59%4.92%
2023-1.01%2.66%-3.01%-3.55%1.74%-4.03%-1.46%3.03%6.03%-3.65%-5.13%-1.55%-10.08%
20221.16%2.76%0.13%5.51%-3.57%4.95%3.40%1.35%5.46%-3.62%-6.00%-2.46%8.54%
2021-0.16%0.54%5.36%-3.88%-3.43%4.07%0.95%-0.45%3.87%0.26%2.99%-1.83%8.09%

Benchmark Metrics

USD/PLN has an annualized alpha of 0.16%, beta of 0.22, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since May 04, 2007.

  • This currency participated in 35.97% of S&P 500 Index downside but only 22.63% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R² of 0.09 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 0.09 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
0.16%
Beta
0.22
0.09
Upside Capture
22.63%
Downside Capture
35.97%

Return for Risk

Risk / Return Rank

PLN=X ranks 44 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PLN=X Risk / Return Rank: 4444
Overall Rank
PLN=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PLN=X Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLN=X Omega Ratio Rank: 3838
Omega Ratio Rank
PLN=X Calmar Ratio Rank: 5454
Calmar Ratio Rank
PLN=X Martin Ratio Rank: 5353
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/PLN (PLN=X) and compare them to a chosen benchmark (S&P 500 Index).


PLN=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.40

0.58

-0.97

Sortino ratio

Return per unit of downside risk

-0.51

0.92

-1.43

Omega ratio

Gain probability vs. loss probability

0.94

1.14

-0.20

Calmar ratio

Return relative to maximum drawdown

0.09

0.99

-0.90

Martin ratio

Return relative to average drawdown

0.20

4.13

-3.92

Explore PLN=X risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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/PLN. 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/PLN was 32.06%, occurring on May 2, 2011. Recovery took 1007 trading sessions.

The current USD/PLN drawdown is 25.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.06%Feb 18, 2009574May 2, 20111007Mar 11, 20151581
-30.34%Oct 11, 2022918Jan 27, 2026
-29.86%Jun 13, 2007289Jul 21, 200867Oct 22, 2008356
-21.92%Dec 16, 2016305Feb 15, 2018545Mar 19, 2020850
-15.74%Mar 24, 2020193Dec 17, 2020315Mar 3, 2022508

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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