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EEFT vs. ^DXY
Performance
Return for Risk
Drawdowns
Volatility

Performance

EEFT vs. ^DXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronet Worldwide, Inc. (EEFT) and US Dollar Currency Index (^DXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EEFT

1D
0.77%
1M
15.95%
6M
2.63%
YTD
1.55%
1Y
-24.75%
3Y*
-12.57%
5Y*
-11.06%
10Y*
0.69%

^DXY

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEFT vs. ^DXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEFT
Euronet Worldwide, Inc.
1.55%-25.99%1.33%7.53%-20.80%-17.77%-8.02%53.90%21.49%16.35%
^DXY
US Dollar Currency Index
1.13%-9.37%7.06%-2.11%7.87%6.71%-6.69%0.22%4.40%-9.87%

Correlation

The correlation between EEFT and ^DXY is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.15

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

-0.20

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Mar 7, 1997

-0.08

The correlation between EEFT and ^DXY shifts across timeframes, from -0.20 (5 years) to -0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EEFT vs. ^DXY — Risk / Return Rank

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

EEFT
EEFT Risk / Return Rank: 1515
Overall Rank
EEFT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EEFT Sortino Ratio Rank: 1212
Sortino Ratio Rank
EEFT Omega Ratio Rank: 1414
Omega Ratio Rank
EEFT Calmar Ratio Rank: 1818
Calmar Ratio Rank
EEFT Martin Ratio Rank: 2323
Martin Ratio Rank

^DXY
^DXY Risk / Return Rank: 1717
Overall Rank
^DXY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^DXY Sortino Ratio Rank: 1515
Sortino Ratio Rank
^DXY Omega Ratio Rank: 1515
Omega Ratio Rank
^DXY Calmar Ratio Rank: 1919
Calmar Ratio Rank
^DXY Martin Ratio Rank: 1919
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.

EEFT vs. ^DXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronet Worldwide, Inc. (EEFT) and US Dollar Currency Index (^DXY). 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.


EEFT^DXYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.70

Martin ratioReturn relative to average drawdown

-1.00

EEFT vs. ^DXY - Sharpe Ratio Comparison


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Drawdowns

EEFT vs. ^DXY - Drawdown Comparison


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Drawdown Indicators


EEFT^DXYDifference

Max Drawdown

Largest peak-to-trough decline

-87.91%

Max Drawdown (1Y)

Largest decline over 1 year

-40.00%

Max Drawdown (3Y)

Largest decline over 3 years

-46.52%

Max Drawdown (5Y)

Largest decline over 5 years

-56.36%

Max Drawdown (10Y)

Largest decline over 10 years

-62.56%

Current Drawdown

Current decline from peak

-54.59%

Average Drawdown

Average peak-to-trough decline

-33.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.86%

Volatility

EEFT vs. ^DXY - Volatility Comparison


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Volatility by Period


EEFT^DXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

Volatility (6M)

Calculated over the trailing 6-month period

27.78%

Volatility (1Y)

Calculated over the trailing 1-year period

33.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.25%

Frequently Asked Questions


EEFT and ^DXY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for EEFT and ^DXY

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