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DXYN vs. EURUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DXYN and EURUSD=X is 0.08, 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

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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Key characteristics

Sharpe Ratio

DXYN:

0.04

EURUSD=X:

0.66

Sortino Ratio

DXYN:

1.07

EURUSD=X:

1.08

Omega Ratio

DXYN:

1.13

EURUSD=X:

1.10

Calmar Ratio

DXYN:

0.14

EURUSD=X:

0.03

Martin Ratio

DXYN:

0.43

EURUSD=X:

1.41

Ulcer Index

DXYN:

31.56%

EURUSD=X:

4.22%

Daily Std Dev

DXYN:

113.49%

EURUSD=X:

7.41%

Max Drawdown

DXYN:

-97.93%

EURUSD=X:

-39.99%

Current Drawdown

DXYN:

-96.39%

EURUSD=X:

-29.65%

Returns By Period

In the year-to-date period, DXYN achieves a 7.32% return, which is significantly lower than EURUSD=X's 8.63% return. Over the past 10 years, DXYN has underperformed EURUSD=X with an annualized return of -22.99%, while EURUSD=X has yielded a comparatively higher -0.14% annualized return.


DXYN

YTD

7.32%

1M

70.61%

6M

16.58%

1Y

-9.16%

5Y*

-0.58%

10Y*

-22.99%

EURUSD=X

YTD

8.63%

1M

0.44%

6M

4.94%

1Y

4.43%

5Y*

1.11%

10Y*

-0.14%

*Annualized

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Risk-Adjusted Performance

DXYN vs. EURUSD=X — Risk-Adjusted Performance Rank

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

DXYN
The Risk-Adjusted Performance Rank of DXYN is 6161
Overall Rank
The Sharpe Ratio Rank of DXYN is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DXYN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DXYN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DXYN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DXYN is 5757
Martin Ratio Rank

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 7171
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7272
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=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.

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.


The current DXYN Sharpe Ratio is 0.04, which is lower than the EURUSD=X Sharpe Ratio of 0.66. 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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Drawdowns

DXYN vs. EURUSD=X - Drawdown Comparison

The maximum DXYN drawdown since its inception was -97.93%, which is greater than EURUSD=X's maximum drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for DXYN and EURUSD=X. For additional features, visit the drawdowns tool.


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Volatility

DXYN vs. EURUSD=X - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 43.09% compared to EUR/USD (EURUSD=X) at 3.59%. 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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