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

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SEK/USD

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

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEK/USD, 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

Returns By Period

SEK/USD (SEKUSD=X) has returned -2.21% so far this year and 6.66% over the past 12 months. Over the last ten years, SEKUSD=X has returned -1.45% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SEK/USD

1D
1.45%
1M
-3.87%
YTD
-2.21%
6M
-0.08%
1Y
6.66%
3Y*
3.33%
5Y*
-1.57%
10Y*
-1.45%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 26, 2007, SEKUSD=X's average daily return is 0.00%, while the average monthly return is -0.09%.

Historically, 48% of months were positive and 52% were negative. The best month was Sep 2010 with a return of +9.5%, while the worst month was Oct 2008 at -10.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 9 months.

On a daily basis, SEKUSD=X closed higher 47% of trading days. The best single day was Nov 24, 2008 with a return of +5.0%, while the worst single day was Mar 19, 2020 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.33%-1.25%-4.16%-2.21%
2025-0.33%3.12%7.24%3.93%0.68%1.35%-3.33%4.01%0.11%-0.94%0.85%2.28%20.22%
2024-2.94%0.21%-2.71%-3.10%4.53%0.01%-1.81%4.31%1.14%-4.59%-2.25%-1.53%-8.81%
2023-0.31%-0.11%0.84%1.25%-5.56%0.65%2.49%-3.91%0.33%-2.30%6.51%4.00%3.35%
2022-3.00%-1.40%0.85%-4.52%0.59%-4.51%0.82%-4.89%-3.96%0.56%5.21%0.63%-13.26%
2021-1.65%-0.92%-3.30%2.98%2.21%-3.08%-0.52%-0.35%-1.47%1.93%-4.83%-0.27%-9.16%

Benchmark Metrics

SEK/USD has an annualized alpha of -4.32%, beta of 0.23, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since April 27, 2007.

  • This currency participated in 51.89% of S&P 500 Index downside but only 17.06% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.23 may look defensive, but with R² of 0.14 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 0.14 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
-4.32%
Beta
0.23
0.14
Upside Capture
17.06%
Downside Capture
51.89%

Return for Risk

Risk / Return Rank

SEKUSD=X ranks 58 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.


SEKUSD=X Risk / Return Rank: 5858
Overall Rank
SEKUSD=X Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SEKUSD=X Sortino Ratio Rank: 6363
Sortino Ratio Rank
SEKUSD=X Omega Ratio Rank: 6060
Omega Ratio Rank
SEKUSD=X Calmar Ratio Rank: 5151
Calmar Ratio Rank
SEKUSD=X Martin Ratio Rank: 5151
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 SEK/USD (SEKUSD=X) and compare them to a chosen benchmark (S&P 500 Index).


SEKUSD=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.90

-0.38

Sortino ratio

Return per unit of downside risk

0.79

1.39

-0.60

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.03

1.40

-1.37

Martin ratio

Return relative to average drawdown

0.09

6.61

-6.52

Explore SEKUSD=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 SEK/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 SEK/USD was 48.80%, occurring on Oct 11, 2022. The portfolio has not yet recovered.

The current SEK/USD drawdown is 38.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.8%Apr 23, 20083773Oct 11, 2022
-5.77%Apr 30, 200734Jun 14, 200718Jul 10, 200752
-5.57%Nov 27, 200718Dec 20, 200748Feb 26, 200866
-5%Jul 23, 200718Aug 15, 200724Sep 18, 200742
-1.63%Mar 20, 20083Mar 24, 20082Mar 26, 20085

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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