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DXYN vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DXYN vs. EURUSD=X - Performance Comparison

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

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DXYN vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-4.00%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
EURUSD=X
EUR/USD
-1.77%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%

Returns By Period

In the year-to-date period, DXYN achieves a -4.00% return, which is significantly lower than EURUSD=X's -1.77% return. Over the past 10 years, DXYN has underperformed EURUSD=X with an annualized return of -20.07%, while EURUSD=X has yielded a comparatively higher 0.13% annualized return.


DXYN

1D
8.00%
1M
-4.23%
YTD
-4.00%
6M
-40.82%
1Y
-10.00%
3Y*
-16.80%
5Y*
-33.65%
10Y*
-20.07%

EURUSD=X

1D
-0.45%
1M
-0.64%
YTD
-1.77%
6M
-1.52%
1Y
6.35%
3Y*
1.93%
5Y*
-0.38%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DXYN vs. EURUSD=X — Risk / Return Rank

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

DXYN
DXYN Risk / Return Rank: 3737
Overall Rank
DXYN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 4242
Sortino Ratio Rank
DXYN Omega Ratio Rank: 4141
Omega Ratio Rank
DXYN Calmar Ratio Rank: 3333
Calmar Ratio Rank
DXYN Martin Ratio Rank: 3434
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 6161
Overall Rank
EURUSD=X Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 7474
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 7171
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4545
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4242
Martin Ratio Rank
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.

DXYN vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) and EUR/USD (EURUSD=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.


DXYNEURUSD=XDifference

Sharpe ratio

Return per unit of total volatility

-0.11

0.71

-0.82

Sortino ratio

Return per unit of downside risk

0.55

1.17

-0.62

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.21

-0.07

-0.14

Martin ratio

Return relative to average drawdown

-0.37

-0.18

-0.19

DXYN vs. EURUSD=X - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.11, which is lower than the EURUSD=X Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DXYN and EURUSD=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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Sharpe Ratios by Period


DXYNEURUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

0.71

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.05

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

0.02

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.07

-0.05

Correlation

The correlation between DXYN and EURUSD=X is 0.04, 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.


Drawdowns

DXYN vs. EURUSD=X - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.09%, which is greater than EURUSD=X's maximum drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for DXYN and EURUSD=X.


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Drawdown Indicators


DXYNEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-98.09%

-40.01%

-58.08%

Max Drawdown (1Y)

Largest decline over 1 year

-50.60%

-5.19%

-45.41%

Max Drawdown (5Y)

Largest decline over 5 years

-94.61%

-21.68%

-72.93%

Max Drawdown (10Y)

Largest decline over 10 years

-94.61%

-23.31%

-71.30%

Current Drawdown

Current decline from peak

-97.77%

-27.85%

-69.92%

Average Drawdown

Average peak-to-trough decline

-62.48%

-23.13%

-39.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.73%

2.04%

+26.69%

Volatility

DXYN vs. EURUSD=X - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 20.25% compared to EUR/USD (EURUSD=X) at 2.29%. This indicates that DXYN's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXYNEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.25%

2.29%

+17.96%

Volatility (6M)

Calculated over the trailing 6-month period

62.05%

4.20%

+57.85%

Volatility (1Y)

Calculated over the trailing 1-year period

95.54%

7.18%

+88.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.29%

7.46%

+82.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.91%

7.21%

+85.70%