DXYN vs. EURUSD=X
Compare and contrast key facts about The Dixie Group, Inc. (DXYN) and EUR/USD (EURUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXYN or EURUSD=X.
Key characteristics
| DXYN | EURUSD=X | |
|---|---|---|
| YTD Return | 3.43% | -2.42% |
| 1Y Return | -24.51% | -1.33% |
| 3Y Return (Ann) | -38.78% | -3.76% |
| 5Y Return (Ann) | 3.77% | -0.81% |
| 10Y Return (Ann) | -23.84% | -2.29% |
| Sharpe Ratio | -0.23 | 0.09 |
| Daily Std Dev | 93.55% | 6.25% |
| Max Drawdown | -98.54% | -57.54% |
| Current Drawdown | -97.31% | -32.64% |
Correlation
The correlation between DXYN and EURUSD=X is 0.03, 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.
Performance
DXYN vs. EURUSD=X - Performance Comparison
In the year-to-date period, DXYN achieves a 3.43% return, which is significantly higher than EURUSD=X's -2.42% return. Over the past 10 years, DXYN has underperformed EURUSD=X with an annualized return of -23.84%, while EURUSD=X has yielded a comparatively higher -2.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DXYN vs. EURUSD=X - Risk-Adjusted Performance 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.
Drawdowns
DXYN vs. EURUSD=X - Drawdown Comparison
The maximum DXYN drawdown since its inception was -98.54%, which is greater than EURUSD=X's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for DXYN and EURUSD=X. For additional features, visit the drawdowns tool.
Volatility
DXYN vs. EURUSD=X - Volatility Comparison
The Dixie Group, Inc. (DXYN) has a higher volatility of 34.15% compared to EUR/USD (EURUSD=X) at 1.20%. 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.