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

Correlation

The correlation between CNYUSD=X and CNY=X is 0.16, 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.


-0.50.00.51.00.2

Performance

CNYUSD=X vs. CNY=X - Performance Comparison

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

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-1.87%
-0.03%
CNYUSD=X
CNY=X

Key characteristics

Sharpe Ratio

CNYUSD=X:

-0.48

CNY=X:

0.50

Sortino Ratio

CNYUSD=X:

-0.68

CNY=X:

0.71

Omega Ratio

CNYUSD=X:

0.91

CNY=X:

1.11

Calmar Ratio

CNYUSD=X:

-0.09

CNY=X:

0.08

Martin Ratio

CNYUSD=X:

-0.74

CNY=X:

1.17

Ulcer Index

CNYUSD=X:

2.05%

CNY=X:

1.32%

Daily Std Dev

CNYUSD=X:

3.10%

CNY=X:

3.03%

Max Drawdown

CNYUSD=X:

-17.70%

CNY=X:

-30.66%

Current Drawdown

CNYUSD=X:

-17.34%

CNY=X:

-16.12%

Returns By Period

In the year-to-date period, CNYUSD=X achieves a -0.15% return, which is significantly lower than CNY=X's 0.13% return. Over the past 10 years, CNYUSD=X has underperformed CNY=X with an annualized return of -1.52%, while CNY=X has yielded a comparatively higher 1.54% annualized return.


CNYUSD=X

YTD

-0.15%

1M

0.29%

6M

-2.36%

1Y

-1.58%

5Y*

-0.87%

10Y*

-1.52%

CNY=X

YTD

0.13%

1M

-0.32%

6M

2.38%

1Y

1.60%

5Y*

0.87%

10Y*

1.54%

*Annualized

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Risk-Adjusted Performance

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

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

CNYUSD=X
The Risk-Adjusted Performance Rank of CNYUSD=X is 1616
Overall Rank
The Sharpe Ratio Rank of CNYUSD=X is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYUSD=X is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CNYUSD=X is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CNYUSD=X is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CNYUSD=X is 1818
Martin Ratio Rank

CNY=X
The Risk-Adjusted Performance Rank of CNY=X is 7575
Overall Rank
The Sharpe Ratio Rank of CNY=X is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CNY=X is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CNY=X is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CNY=X is 6363
Calmar Ratio Rank
The Martin Ratio Rank of CNY=X is 7272
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.

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

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


Sharpe ratio
The chart of Sharpe ratio for CNYUSD=X, currently valued at -0.48, compared to the broader market0.002.004.006.008.00-0.480.01
The chart of Sortino ratio for CNYUSD=X, currently valued at -0.68, compared to the broader market0.0010.0020.0030.0040.00-0.680.02
The chart of Omega ratio for CNYUSD=X, currently valued at 0.91, compared to the broader market2.004.006.008.000.911.00
The chart of Calmar ratio for CNYUSD=X, currently valued at -0.09, compared to the broader market0.0020.0040.0060.0080.00-0.090.02
The chart of Martin ratio for CNYUSD=X, currently valued at -0.74, compared to the broader market0.00100.00200.00300.00400.00500.00-0.740.13
CNYUSD=X
CNY=X

The current CNYUSD=X Sharpe Ratio is -0.48, which is lower than the CNY=X Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of CNYUSD=X and CNY=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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.48
0.01
CNYUSD=X
CNY=X

Drawdowns

CNYUSD=X vs. CNY=X - Drawdown Comparison

The maximum CNYUSD=X drawdown since its inception was -17.70%, smaller than the maximum CNY=X drawdown of -30.66%. Use the drawdown chart below to compare losses from any high point for CNYUSD=X and CNY=X. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.34%
-0.27%
CNYUSD=X
CNY=X

Volatility

CNYUSD=X vs. CNY=X - Volatility Comparison

CNY/USD (CNYUSD=X) has a higher volatility of 0.94% compared to USD/CNY (CNY=X) at 0.09%. This indicates that CNYUSD=X's price experiences larger fluctuations and is considered to be riskier than CNY=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%SeptemberOctoberNovemberDecember2025February
0.94%
0.09%
CNYUSD=X
CNY=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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