AUDUSD=X vs. EURUSD=X
Compare and contrast key facts about AUD/USD (AUDUSD=X) and EUR/USD (EURUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUDUSD=X or EURUSD=X.
Correlation
The correlation between AUDUSD=X and EURUSD=X is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AUDUSD=X vs. EURUSD=X - Performance Comparison
Key characteristics
AUDUSD=X:
-0.48
EURUSD=X:
-0.67
AUDUSD=X:
-0.60
EURUSD=X:
-0.87
AUDUSD=X:
0.93
EURUSD=X:
0.89
AUDUSD=X:
-0.07
EURUSD=X:
-0.11
AUDUSD=X:
-1.18
EURUSD=X:
-1.37
AUDUSD=X:
3.24%
EURUSD=X:
2.74%
AUDUSD=X:
7.85%
EURUSD=X:
5.48%
AUDUSD=X:
-67.80%
EURUSD=X:
-57.54%
AUDUSD=X:
-58.01%
EURUSD=X:
-34.77%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a -8.24% return, which is significantly lower than EURUSD=X's -5.50% return. Over the past 10 years, AUDUSD=X has underperformed EURUSD=X with an annualized return of -2.44%, while EURUSD=X has yielded a comparatively higher -1.46% annualized return.
AUDUSD=X
-8.24%
-3.93%
-5.89%
-8.12%
-1.83%
-2.44%
EURUSD=X
-5.50%
-1.09%
-2.45%
-5.26%
-1.12%
-1.46%
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Risk-Adjusted Performance
AUDUSD=X vs. EURUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and EUR/USD (EURUSD=X). 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.
Drawdowns
AUDUSD=X vs. EURUSD=X - Drawdown Comparison
The maximum AUDUSD=X drawdown since its inception was -67.80%, which is greater than EURUSD=X's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and EURUSD=X. For additional features, visit the drawdowns tool.
Volatility
AUDUSD=X vs. EURUSD=X - Volatility Comparison
AUD/USD (AUDUSD=X) has a higher volatility of 2.80% compared to EUR/USD (EURUSD=X) at 2.12%. This indicates that AUDUSD=X's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.