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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 Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXYN achieves a -21.78% return, which is significantly lower than EURUSD=X's -2.42% return. Over the past 10 years, DXYN has underperformed EURUSD=X with an annualized return of -20.75%, while EURUSD=X has yielded a comparatively higher 0.13% annualized return.


DXYN

1D
-12.00%
1M
-14.58%
YTD
-21.78%
6M
-31.65%
1Y
-30.98%
3Y*
-35.80%
5Y*
-32.49%
10Y*
-20.75%

EURUSD=X

1D
-0.35%
1M
-1.24%
YTD
-2.42%
6M
-2.23%
1Y
-0.15%
3Y*
1.62%
5Y*
-0.68%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYN vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-21.78%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
EURUSD=X
Euro / U.S. Dollar
-2.42%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%

Correlation

The correlation between DXYN and EURUSD=X is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.03

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2007

0.04

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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: 2828
Overall Rank
DXYN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 3434
Sortino Ratio Rank
DXYN Omega Ratio Rank: 3434
Omega Ratio Rank
DXYN Calmar Ratio Rank: 2323
Calmar Ratio Rank
DXYN Martin Ratio Rank: 2323
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 4949
Overall Rank
EURUSD=X Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 4949
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 4949
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4848
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4848
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 Euro / U.S. Dollar (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXYNEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.02

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.52

-0.02

-0.50

Martin ratioReturn relative to average drawdown

-0.94

-0.05

-0.89

DXYN vs. EURUSD=X - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.32, which is lower than the EURUSD=X Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DXYN and EURUSD=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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Drawdowns

DXYN vs. EURUSD=X - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.45%, 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

-98.45%

-40.01%

-58.44%

Max Drawdown (1Y)

Largest decline over 1 year

-59.92%

-5.19%

-54.73%

Max Drawdown (3Y)

Largest decline over 3 years

-77.43%

-8.83%

-68.60%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-19.64%

-75.98%

Max Drawdown (10Y)

Largest decline over 10 years

-95.62%

-23.31%

-72.31%

Current Drawdown

Current decline from peak

-98.19%

-28.32%

-69.87%

Average Drawdown

Average peak-to-trough decline

-62.68%

-23.47%

-39.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.02%

2.55%

+30.47%

Volatility

DXYN vs. EURUSD=X - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 39.92% compared to Euro / U.S. Dollar (EURUSD=X) at 1.43%. 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

39.92%

1.43%

+38.49%

Volatility (6M)

Calculated over the trailing 6-month period

77.29%

4.51%

+72.78%

Volatility (1Y)

Calculated over the trailing 1-year period

96.14%

5.87%

+90.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.07%

7.40%

+85.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.35%

7.15%

+87.20%

Frequently Asked Questions


DXYN and EURUSD=X have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYN has higher volatility (39.92%) compared to EURUSD=X (1.43%). In terms of maximum drawdown, DXYN dropped -98.45% vs EURUSD=X's -40.01%.

EURUSD=X currently has the higher Sharpe Ratio (-0.02 vs -0.32), 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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