CL=F vs. MXNUSD=X
CL=F (Crude Oil WTI) is an asset, while MXNUSD=X (MXN/USD) is a currency. At a correlation of -0.02, they often move in opposite directions.
Performance
CL=F vs. MXNUSD=X - Performance Comparison
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Returns By Period
CL=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MXNUSD=X
- 1D
- 0.10%
- 1M
- -0.28%
- YTD
- 4.58%
- 6M
- 4.56%
- 1Y
- 9.66%
- 3Y*
- 0.02%
- 5Y*
- 2.90%
- 10Y*
- 0.93%
CL=F vs. MXNUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CL=F Crude Oil WTI | 0.00% | 0.00% | 0.00% | 0.00% | 18.11% |
MXNUSD=X MXN/USD | 4.58% | 15.65% | -18.53% | 14.83% | 6.78% |
Correlation
The correlation between CL=F and MXNUSD=X is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | -0.02 |
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Return for Risk
CL=F vs. MXNUSD=X — Risk / Return Rank
CL=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MXNUSD=X
CL=F vs. MXNUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) and MXN/USD (MXNUSD=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.
| CL=F | MXNUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.40 | — |
| Martin ratioReturn relative to average drawdown | — | 5.15 | — |
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Drawdowns
CL=F vs. MXNUSD=X - Drawdown Comparison
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Drawdown Indicators
| CL=F | MXNUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -61.16% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.52% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.20% | — |
Current DrawdownCurrent decline from peak | — | -42.73% | — |
Average DrawdownAverage peak-to-trough decline | — | -36.86% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.60% | — |
Volatility
CL=F vs. MXNUSD=X - Volatility Comparison
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Volatility by Period
| CL=F | MXNUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.95% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 7.60% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 10.45% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 12.39% | — |
Frequently Asked Questions
CL=F and MXNUSD=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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