^DXY vs. EEFT

Last updated Jun 5, 2026

^DXY (US Dollar Currency Index) is an index, while EEFT (Euronet Worldwide, Inc.) is a stock. At a correlation of -0.08, they often move in opposite directions.

Performance

^DXY vs. EEFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Dollar Currency Index (^DXY) and Euronet Worldwide, Inc. (EEFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DXY

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EEFT

• 1D: 0.48%
• 1M: 16.50%
• 6M: 4.90%
• YTD: 2.04%
• 1Y: -24.39%
• 3Y*: -12.81%
• 5Y*: -10.54%
• 10Y*: 0.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DXY vs. EEFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DXY US Dollar Currency Index	1.13%	-9.37%	7.06%	-2.11%	7.87%	6.71%	-6.69%	0.22%	4.40%	-9.87%
EEFT Euronet Worldwide, Inc.	2.04%	-25.99%	1.33%	7.53%	-20.80%	-17.77%	-8.02%	53.90%	21.49%	16.35%

Correlation

The correlation between ^DXY and EEFT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	-0.14
Correlation (5Y) Calculated over the trailing 5-year period	-0.20
Correlation (10Y) Calculated over the trailing 10-year period	-0.14
Correlation (All Time) Calculated using the full available price history since Mar 7, 1997	-0.08

The correlation between ^DXY and EEFT shifts across timeframes, from -0.20 (5 years) to -0.08 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^DXY vs. EEFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DXY

^DXY Risk / Return Rank: 17
^DXY Sharpe Ratio Rank: 18
^DXY Sortino Ratio Rank: 15
^DXY Omega Ratio Rank: 15
^DXY Calmar Ratio Rank: 19
^DXY Martin Ratio Rank: 19

EEFT

EEFT Risk / Return Rank: 18
EEFT Sharpe Ratio Rank: 12
EEFT Sortino Ratio Rank: 14
EEFT Omega Ratio Rank: 16
EEFT Calmar Ratio Rank: 22
EEFT Martin Ratio Rank: 27

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.

^DXY vs. EEFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) and Euronet Worldwide, Inc. (EEFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DXY	EEFT	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.73	—
Sortino ratio: Return per unit of downside risk	—	-0.91	—
Omega ratio: Gain probability vs. loss probability	—	0.89	—
Calmar ratio: Return relative to maximum drawdown	—	-0.61	—
Martin ratio: Return relative to average drawdown	—	-0.87	—

Drawdowns

Drawdown Indicators

	^DXY	EEFT	Difference
Max Drawdown Largest peak-to-trough decline	—	-87.91%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-40.00%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-46.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-62.56%	—
Current Drawdown Current decline from peak	—	-54.37%	—
Average Drawdown Average peak-to-trough decline	—	-33.98%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	28.20%	—

Volatility

Volatility by Period

	^DXY	EEFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	27.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	33.51%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	35.23%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	36.26%	—

Frequently Asked Questions

Can I hold both ^DXY and EEFT in my portfolio?

^DXY and EEFT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.