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

Share Price Chart


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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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.04%
11.03%
PLN=X (USD/PLN)
Benchmark (^GSPC)

Returns By Period

USD/PLN had a return of -4.07% year-to-date (YTD) and -0.64% in the last 12 months. Over the past 10 years, USD/PLN had an annualized return of 0.68%, while the S&P 500 had an annualized return of 11.04%, indicating that USD/PLN did not perform as well as the benchmark.


PLN=X

YTD

-4.07%

1M

-2.73%

6M

2.86%

1Y

-0.64%

5Y*

0.05%

10Y*

0.68%

^GSPC (Benchmark)

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*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%-4.07%
20241.77%-0.19%-0.54%2.26%-3.04%2.05%-1.39%-2.21%-0.72%3.98%1.62%1.63%5.09%
2023-1.05%2.62%-2.98%-3.56%1.74%-4.04%-1.45%3.03%6.04%-3.75%-5.00%-1.71%-10.25%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PLN=X is 26, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PLN=X is 2626
Overall Rank
The Sharpe Ratio Rank of PLN=X is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PLN=X is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PLN=X is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PLN=X is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PLN=X is 2020
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.


Sharpe ratio
The chart of Sharpe ratio for PLN=X, currently valued at -0.23, compared to the broader market0.002.004.006.008.00-0.231.62
The chart of Sortino ratio for PLN=X, currently valued at -0.27, compared to the broader market0.0010.0020.0030.00-0.272.20
The chart of Omega ratio for PLN=X, currently valued at 0.97, compared to the broader market2.004.006.008.000.971.30
The chart of Calmar ratio for PLN=X, currently valued at -0.08, compared to the broader market0.0020.0040.0060.00-0.082.46
The chart of Martin ratio for PLN=X, currently valued at -0.55, compared to the broader market0.00100.00200.00300.00400.00500.00-0.5510.01
PLN=X
^GSPC

The current USD/PLN Sharpe ratio is -0.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/PLN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.23
1.40
PLN=X (USD/PLN)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.81%
-4.14%
PLN=X (USD/PLN)
Benchmark (^GSPC)

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 20.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.13%Oct 19, 20002021Jul 21, 20083645Jul 11, 20225666
-23.98%Oct 11, 2022579Sep 24, 2024
-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

Volatility

Volatility Chart

The current USD/PLN volatility is 2.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.34%
3.75%
PLN=X (USD/PLN)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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