CAD=X vs. EUR=X

In the year-to-date period, CAD=X achieves a -4.47% return, which is significantly higher than EUR=X's -8.78% return. Over the past 10 years, CAD=X has outperformed EUR=X with an annualized return of 1.03%, while EUR=X has yielded a comparatively lower -0.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/CAD (CAD=X) and USD/EUR (EUR=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.

The current CAD=X Sharpe Ratio is 0.08, which is higher than the EUR=X Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CAD=X and EUR=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CAD=X drawdown since its inception was -42.91%, smaller than the maximum EUR=X drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for CAD=X and EUR=X.

The current volatility for USD/CAD (CAD=X) is 1.69%, while USD/EUR (EUR=X) has a volatility of 2.37%. This indicates that CAD=X experiences smaller price fluctuations and is considered to be less risky than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.