CADUSD=X vs. USD=X
CADUSD=X (CAD/USD) and USD=X (USD Cash) are both currencies. Over the past 10 years, CADUSD=X returned -0.74%/yr vs 0.00%/yr for USD=X.
Performance
CADUSD=X vs. USD=X - Performance Comparison
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Returns By Period
CADUSD=X
- 1D
- -0.09%
- 1M
- 1.19%
- 6M
- -2.77%
- YTD
- -2.35%
- 1Y
- -1.19%
- 3Y*
- -1.63%
- 5Y*
- -2.22%
- 10Y*
- -0.74%
- ALL TIME*
- -0.11%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CADUSD=X CAD/USD | $0.00 | $0.00 | $0.00 |
CADUSD=X vs. USD=X - Yearly Performance Comparison
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Return for Risk
CADUSD=X vs. USD=X — Risk / Return Rank
CADUSD=X
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| CADUSD=X | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | — | — |
| Martin ratioReturn relative to average drawdown | -0.51 | — | — |
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Drawdowns
CADUSD=X vs. USD=X - Drawdown Comparison
The maximum CADUSD=X drawdown since its inception was -37.58%, 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 | -37.58% | 0.00% | -37.58% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | 0.00% | -5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -10.34% | 0.00% | -10.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | 0.00% | -16.26% |
Max Drawdown (10Y)Largest decline over 10 years | -18.20% | 0.00% | -18.20% |
Current DrawdownCurrent decline from peak | -34.49% | 0.00% | -34.49% |
Average DrawdownAverage peak-to-trough decline | -19.75% | 0.00% | -19.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 0.00% | +2.27% |
Volatility
CADUSD=X vs. USD=X - Volatility Comparison
CAD/USD (CADUSD=X) has a higher volatility of 1.09% 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 | 1.09% | 0.00% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 0.00% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 0.00% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 0.00% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.65% | 0.00% | +6.65% |
Frequently Asked Questions
CADUSD=X has higher volatility (1.09%) compared to USD=X (0.00%). In terms of maximum drawdown, CADUSD=X dropped -37.58% vs USD=X's 0.00%.
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