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 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AUDUSD=X vs. EURUSD=X - Performance Comparison
Key characteristics
AUDUSD=X:
-0.49
EURUSD=X:
0.80
AUDUSD=X:
-0.61
EURUSD=X:
1.31
AUDUSD=X:
0.92
EURUSD=X:
1.13
AUDUSD=X:
-0.08
EURUSD=X:
0.04
AUDUSD=X:
-0.68
EURUSD=X:
1.73
AUDUSD=X:
6.94%
EURUSD=X:
4.22%
AUDUSD=X:
9.25%
EURUSD=X:
7.41%
AUDUSD=X:
-67.80%
EURUSD=X:
-39.99%
AUDUSD=X:
-56.86%
EURUSD=X:
-28.70%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a 3.77% return, which is significantly lower than EURUSD=X's 10.10% return. Over the past 10 years, AUDUSD=X has underperformed EURUSD=X with an annualized return of -1.88%, while EURUSD=X has yielded a comparatively higher 0.24% annualized return.
AUDUSD=X
3.77%
2.12%
-2.48%
-1.58%
-0.38%
-1.88%
EURUSD=X
10.10%
5.28%
5.43%
6.60%
1.32%
0.24%
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Risk-Adjusted Performance
AUDUSD=X vs. EURUSD=X — Risk-Adjusted Performance Rank
AUDUSD=X
EURUSD=X
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 -39.99%. 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 6.33% compared to EUR/USD (EURUSD=X) at 4.00%. 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.