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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

In the year-to-date period, EEFT achieves a -6.90% return, which is significantly lower than ^DXY's 1.13% return. Over the past 10 years, EEFT has underperformed ^DXY with an annualized return of -1.35%, while ^DXY has yielded a comparatively higher 0.57% annualized return.


EEFT

1D
1.78%
1M
0.64%
YTD
-6.90%
6M
-4.26%
1Y
-35.25%
3Y*
-13.98%
5Y*
-13.89%
10Y*
-1.35%

^DXY

1D
-0.10%
1M
1.00%
YTD
1.13%
6M
0.45%
1Y
0.65%
3Y*
-1.49%
5Y*
1.98%
10Y*
0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEFT vs. ^DXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEFT
Euronet Worldwide, Inc.
-6.90%-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 -0.12, 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

-0.12

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

-0.14

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 10, 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: 88
Overall Rank
EEFT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EEFT Sortino Ratio Rank: 55
Sortino Ratio Rank
EEFT Omega Ratio Rank: 77
Omega Ratio Rank
EEFT Calmar Ratio Rank: 1010
Calmar Ratio Rank
EEFT Martin Ratio Rank: 1616
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.


EEFT^DXYDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

0.82

1.02

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.82

0.16

-0.98

Martin ratioReturn relative to average drawdown

-1.18

0.36

-1.54

EEFT vs. ^DXY - Sharpe Ratio Comparison

The current EEFT Sharpe Ratio is -1.09, which is lower than the ^DXY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of EEFT and ^DXY, 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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Sharpe Ratios by Period


EEFT^DXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

0.11

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.28

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.09

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

-0.08

+0.18

Drawdowns

EEFT vs. ^DXY - Drawdown Comparison

The maximum EEFT drawdown since its inception was -87.91%, which is greater than ^DXY's maximum drawdown of -45.13%. Use the drawdown chart below to compare losses from any high point for EEFT and ^DXY.


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Drawdown Indicators


EEFT^DXYDifference

Max Drawdown

Largest peak-to-trough decline

-87.91%

-45.13%

-42.78%

Max Drawdown (1Y)

Largest decline over 1 year

-43.19%

-4.00%

-39.19%

Max Drawdown (3Y)

Largest decline over 3 years

-46.26%

-12.49%

-33.77%

Max Drawdown (5Y)

Largest decline over 5 years

-59.19%

-15.68%

-43.51%

Max Drawdown (10Y)

Largest decline over 10 years

-62.37%

-15.68%

-46.69%

Current Drawdown

Current decline from peak

-58.37%

-23.51%

-34.86%

Average Drawdown

Average peak-to-trough decline

-33.90%

-28.17%

-5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.83%

1.76%

+28.07%

Volatility

EEFT vs. ^DXY - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 11.11% compared to US Dollar Currency Index (^DXY) at 0.94%. This indicates that EEFT's price experiences larger fluctuations and is considered to be riskier than ^DXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEFT^DXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.11%

0.94%

+10.17%

Volatility (6M)

Calculated over the trailing 6-month period

26.19%

3.91%

+22.28%

Volatility (1Y)

Calculated over the trailing 1-year period

32.41%

5.70%

+26.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.06%

6.97%

+28.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.30%

6.49%

+29.81%

Frequently Asked Questions


EEFT and ^DXY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEFT has higher volatility (11.11%) compared to ^DXY (0.94%). In terms of maximum drawdown, EEFT dropped -87.91% vs ^DXY's -45.13%.

^DXY currently has the higher Sharpe Ratio (0.11 vs -1.09), 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.

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