CADUSD=X vs. USD=X
Compare and contrast key facts about CAD/USD (CADUSD=X) and USD Cash (USD=X).
Performance
CADUSD=X vs. USD=X - Performance Comparison
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CADUSD=X vs. USD=X - Yearly Performance Comparison
Returns By Period
CADUSD=X
- 1D
- -0.35%
- 1M
- -1.71%
- YTD
- -1.37%
- 6M
- 0.36%
- 1Y
- 2.52%
- 3Y*
- -1.18%
- 5Y*
- -2.00%
- 10Y*
- -0.62%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
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Return for Risk
CADUSD=X vs. USD=X — Risk / Return Rank
CADUSD=X
USD=X
CADUSD=X vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CAD/USD (CADUSD=X) and USD Cash (USD=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.
| CADUSD=X | USD=X | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | — | — |
Sortino ratioReturn per unit of downside risk | 0.71 | — | — |
Omega ratioGain probability vs. loss probability | 1.08 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.58 | — | — |
Martin ratioReturn relative to average drawdown | -1.11 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CADUSD=X | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | — | — |
Drawdowns
CADUSD=X vs. USD=X - Drawdown Comparison
The maximum CADUSD=X drawdown since its inception was -35.27%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CADUSD=X and USD=X.
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Drawdown Indicators
| CADUSD=X | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | 0.00% | -35.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | 0.00% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | 0.00% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | -17.16% | 0.00% | -17.16% |
Current DrawdownCurrent decline from peak | -32.21% | 0.00% | -32.21% |
Average DrawdownAverage peak-to-trough decline | -20.96% | 0.00% | -20.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 0.00% | +2.02% |
Volatility
CADUSD=X vs. USD=X - Volatility Comparison
CAD/USD (CADUSD=X) has a higher volatility of 0.99% compared to USD Cash (USD=X) at 0.00%. This indicates that CADUSD=X's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CADUSD=X | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 0.00% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 0.00% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.68% | 0.00% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.87% | 0.00% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.33% | 0.00% | +6.33% |