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CNY=X vs. CNYUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CNY=X and CNYUSD=X is 0.02, 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.

CNY=X vs. CNYUSD=X

Last updated Jun 1, 2025

Compare and contrast key facts about USD/CNY (CNY=X) and CNY/USD (CNYUSD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNY=X or CNYUSD=X.

Performance

CNY=X vs. CNYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CNY (CNY=X) and CNY/USD (CNYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CNY=X:

-0.13

CNYUSD=X:

0.12

Sortino Ratio

CNY=X:

-0.19

CNYUSD=X:

0.28

Omega Ratio

CNY=X:

0.97

CNYUSD=X:

1.04

Calmar Ratio

CNY=X:

-0.03

CNYUSD=X:

0.03

Martin Ratio

CNY=X:

-0.38

CNYUSD=X:

0.21

Ulcer Index

CNY=X:

1.49%

CNYUSD=X:

2.72%

Daily Std Dev

CNY=X:

3.44%

CNYUSD=X:

3.47%

Max Drawdown

CNY=X:

-30.66%

CNYUSD=X:

-17.76%

Current Drawdown

CNY=X:

-17.38%

CNYUSD=X:

-16.07%

Returns By Period

In the year-to-date period, CNY=X achieves a -1.37% return, which is significantly lower than CNYUSD=X's 1.39% return. Over the past 10 years, CNY=X has outperformed CNYUSD=X with an annualized return of 1.51%, while CNYUSD=X has yielded a comparatively lower -1.48% annualized return.

CNY=X

YTD

-1.37%

1M

-0.99%

6M

-0.60%

1Y

-0.59%

3Y*

2.57%

5Y*

0.17%

10Y*

1.51%

CNYUSD=X

YTD

1.39%

1M

1.02%

6M

0.58%

1Y

0.58%

3Y*

-2.51%

5Y*

-0.17%

10Y*

-1.48%

*Annualized

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USD/CNY

CNY/USD

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CNY=X vs. CNYUSD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CNY=X
The Risk-Adjusted Performance Rank of CNY=X is 4242
Overall Rank
The Sharpe Ratio Rank of CNY=X is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CNY=X is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CNY=X is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CNY=X is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CNY=X is 4242
Martin Ratio Rank
CNYUSD=X
The Risk-Adjusted Performance Rank of CNYUSD=X is 5454
Overall Rank
The Sharpe Ratio Rank of CNYUSD=X is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYUSD=X is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CNYUSD=X is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CNYUSD=X is 5757
Calmar Ratio Rank
The Martin Ratio Rank of CNYUSD=X is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNY=X vs. CNYUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CNY (CNY=X) and CNY/USD (CNYUSD=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 CNY=X Sharpe Ratio is -0.13, which is lower than the CNYUSD=X Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CNY=X and CNYUSD=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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

CNY=X vs. CNYUSD=X - Drawdown Comparison

The maximum CNY=X drawdown since its inception was -30.66%, which is greater than CNYUSD=X's maximum drawdown of -17.76%. Use the drawdown chart below to compare losses from any high point for CNY=X and CNYUSD=X.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CNY=X vs. CNYUSD=X - Volatility Comparison

USD/CNY (CNY=X) and CNY/USD (CNYUSD=X) have volatilities of 1.03% and 1.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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