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USD/PLN (PLN=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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USD/PLN

Performance

Performance Chart


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S&P 500

Returns By Period

USD/PLN (PLN=X) returned -9.85% year-to-date (YTD) and -5.98% over the past 12 months. Over the past 10 years, PLN=X returned 0.08% annually, underperforming the S&P 500 benchmark at 10.84%.


PLN=X

YTD

-9.85%

1M

-0.60%

6M

-8.69%

1Y

-5.98%

3Y*

-4.45%

5Y*

-1.44%

10Y*

0.08%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of PLN=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.61%-0.56%-4.20%-2.47%-1.39%-9.85%
20241.66%-0.19%-0.41%2.13%-3.04%2.17%-1.51%-2.21%-0.72%3.98%1.62%1.63%4.97%
2023-1.05%2.62%-2.98%-3.56%1.74%-4.04%-1.45%3.03%6.04%-3.75%-5.00%-1.60%-10.15%
20221.08%2.69%0.21%5.62%-3.71%4.99%3.37%1.39%5.48%-3.68%-6.01%-2.34%8.55%
2021-0.19%0.51%5.41%-3.93%-3.43%4.11%0.94%-0.48%3.89%0.20%3.01%-1.73%8.12%
20202.10%1.36%5.27%0.47%-3.52%-1.23%-5.28%-1.70%4.96%2.30%-5.03%-0.63%-1.58%
2019-0.44%1.68%1.35%-0.42%0.34%-2.64%3.75%2.84%0.71%-4.72%2.49%-3.16%1.43%
2018-3.92%2.38%-0.06%2.52%5.21%1.37%-2.25%1.40%-0.55%4.07%-1.23%-1.36%7.43%
2017-4.33%1.73%-2.43%-2.35%-4.18%-0.41%-2.92%-0.78%2.36%-0.28%-3.01%-1.40%-16.80%
20163.98%-1.96%-6.78%2.34%3.27%0.03%-1.10%0.23%-2.20%2.61%7.25%-0.52%6.64%
20154.53%0.09%2.39%-5.15%3.89%0.59%0.26%0.08%0.63%1.65%4.65%-2.91%10.73%
20144.34%-4.43%0.47%0.20%0.21%-0.04%2.74%2.71%3.23%1.97%-0.33%5.35%17.28%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PLN=X is 12, meaning it’s performing worse than 88% of other currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PLN=X is 1212
Overall Rank
The Sharpe Ratio Rank of PLN=X is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PLN=X is 55
Sortino Ratio Rank
The Omega Ratio Rank of PLN=X is 1414
Omega Ratio Rank
The Calmar Ratio Rank of PLN=X is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PLN=X is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/PLN (PLN=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/PLN Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.54
  • 5-Year: -0.13
  • 10-Year: 0.01
  • All Time: 0.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/PLN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 57.13%, occurring on Jul 21, 2008. Recovery took 3645 trading sessions.

The current USD/PLN drawdown is 25.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.13%Oct 19, 20002021Jul 21, 20083645Jul 11, 20225666
-25.92%Oct 11, 2022661Apr 21, 2025
-10.13%Aug 24, 199896Jan 5, 199929Feb 15, 1999125
-8.12%May 8, 200047Jul 11, 200066Oct 11, 2000113
-7.22%Nov 5, 1999102Mar 27, 200023Apr 27, 2000125
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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