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SEK/USD

Often compared with SEKUSD=X:
SEKUSD=X vs. BTC-USDSEKUSD=X vs. CADUSD=X

Performance

SEKUSD=X Performance Chart

SEK/USD (SEKUSD=X) is down 1.5% since the beginning of the year. SEKUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of SEKUSD=X shares 5 years ago would now be looking at an investment worth $884.


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S&P 500 Index

Returns By Period

SEK/USD (SEKUSD=X) has returned -1.50% so far this year and 2.38% over the past 12 months.


SEK/USD

1D
0.64%
1M
-1.22%
YTD
-1.50%
6M
0.55%
1Y
2.38%
3Y*
5.14%
5Y*
-2.43%
10Y*
-1.38%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEKUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 4, 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%-4.71%2.57%0.13%-1.35%-1.50%
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 -17.56%, beta of 0.26, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 05, 2007.

  • This currency participated in 106.15% of S&P 500 Index downside but only -18.31% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.26 may look defensive, but with R2 of 0.10 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 0.10 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
-17.56%
Beta
0.26
0.10
Upside Capture
-18.31%
Downside Capture
106.15%

Return for Risk

Risk / Return Rank

SEKUSD=X ranks 59 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: 5959
Overall Rank
SEKUSD=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SEKUSD=X Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEKUSD=X Omega Ratio Rank: 5959
Omega Ratio Rank
SEKUSD=X Calmar Ratio Rank: 5959
Calmar Ratio Rank
SEKUSD=X Martin Ratio Rank: 5959
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 S&P 500 Index.


SEKUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.25

Martin ratioReturn relative to average drawdown

0.62

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 37.64%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-48.80%Oct 2022
14y 5mo
18y 1moApr 2008 - now
Financial crisis2007–2009
-5.57%Dec 2007
23d2mo 8d
3mo 1dNov 2007 - Feb 2008
2007 pullback2007
-5.00%Aug 2007
23d1mo 4d
1mo 27dJul 2007 - Sep 2007
Financial crisis2007–2009
-1.63%Mar 2008
4d2d
6dMar 2008 - Mar 2008
Financial crisis2007–2009
-1.34%Nov 2007
0s5d
5dNov 2007 - Nov 2007

Drawdown Indicators


SEKUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.80%

-9.10%

-39.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-31.10%

Current Drawdown

Current decline from peak

-37.64%

-2.97%

-34.67%

Average Drawdown

Average peak-to-trough decline

-27.79%

-1.13%

-26.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SEKUSD=X

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