CNY=X vs. VOO

In the year-to-date period, CNY=X achieves a -1.37% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, CNY=X has underperformed VOO with an annualized return of 1.51%, while VOO has yielded a comparatively higher 12.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/CNY (CNY=X) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CNY=X and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum CNY=X drawdown since its inception was -30.66%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CNY=X and VOO.

The current volatility for USD/CNY (CNY=X) is 1.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that CNY=X experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.