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CNY=X vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CNY=X vs. USD=X - Performance Comparison

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

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Different Trading Currencies

CNY=X is traded in CNY, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to CNY using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CNY=X at -3.12% and USD=X at -3.12%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CNY=X at 0.32% and USD=X at 0.32%.


CNY=X

1D
0.14%
1M
-0.81%
YTD
-3.12%
6M
-4.09%
1Y
-5.74%
3Y*
-1.47%
5Y*
1.16%
10Y*
0.32%

USD=X

1D
0.00%
1M
-0.81%
YTD
-3.12%
6M
-4.09%
1Y
-5.74%
3Y*
-1.56%
5Y*
1.16%
10Y*
0.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNY=X vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNY=X
USD/CNY
-3.12%-4.20%2.84%2.90%8.58%-2.65%-6.27%1.26%5.67%-6.29%
USD=X
USD Cash
-3.12%-4.20%2.84%2.90%8.58%-2.65%-6.27%1.26%5.67%-6.29%

Correlation

The correlation between CNY=X and USD=X is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2007

1.00

The correlation between CNY=X and USD=X has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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USD/CNY

USD Cash

Return for Risk

CNY=X vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CNY=X
CNY=X Risk / Return Rank: 66
Overall Rank
CNY=X Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CNY=X Sortino Ratio Rank: 22
Sortino Ratio Rank
CNY=X Omega Ratio Rank: 22
Omega Ratio Rank
CNY=X Calmar Ratio Rank: 1414
Calmar Ratio Rank
CNY=X Martin Ratio Rank: 99
Martin Ratio Rank

USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNY=X vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CNY (CNY=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.


CNY=XUSD=XDifference

Sharpe ratio

Return per unit of total volatility

-2.18

-2.40

+0.22

Sortino ratio

Return per unit of downside risk

-2.78

-3.08

+0.30

Omega ratio

Gain probability vs. loss probability

0.66

0.67

0.00

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.92

+0.17

Martin ratio

Return relative to average drawdown

-1.45

-1.78

+0.32

CNY=X vs. USD=X - Sharpe Ratio Comparison

The current CNY=X Sharpe Ratio is -2.18, which is comparable to the USD=X Sharpe Ratio of -2.40. The chart below compares the historical Sharpe Ratios of CNY=X and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNY=XUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-2.18

-2.40

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.29

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.08

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.19

0.00

Drawdowns

CNY=X vs. USD=X - Drawdown Comparison

The maximum CNY=X drawdown since its inception was -20.72%, roughly equal to the maximum USD=X drawdown of -20.72%. Use the drawdown chart below to compare losses from any high point for CNY=X and USD=X.


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Drawdown Indicators


CNY=XUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-20.72%

-20.72%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-6.19%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-7.95%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-8.23%

-8.23%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-12.12%

-12.12%

0.00%

Current Drawdown

Current decline from peak

-11.08%

-11.08%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.82%

-11.88%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.98%

+0.28%

Volatility

CNY=X vs. USD=X - Volatility Comparison

The current volatility for USD/CNY (CNY=X) is 0.65%, while USD Cash (USD=X) has a volatility of 0.71%. This indicates that CNY=X experiences smaller price fluctuations and is considered to be less risky 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


CNY=XUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.71%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

1.83%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.14%

1.98%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

3.36%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.92%

3.35%

+0.57%

Frequently Asked Questions


With a correlation of 1.00, CNY=X and USD=X move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USD=X has higher volatility (0.71%) compared to CNY=X (0.65%). In terms of maximum drawdown, CNY=X dropped -20.72% vs USD=X's -20.72%.

CNY=X currently has the higher Sharpe Ratio (-2.18 vs -2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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