EEFT vs. ^DXY

Last updated Apr 2, 2026

Compare and contrast key facts about Euronet Worldwide, Inc. (EEFT) and US Dollar Currency Index (^DXY).

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.

EEFT vs. ^DXY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EEFT Euronet Worldwide, Inc.	-13.27%	-25.99%	1.33%	7.53%	-20.80%	-17.77%	-8.02%	53.90%	21.49%	16.35%
^DXY US Dollar Currency Index	1.27%	-9.37%	7.06%	-2.11%	7.87%	6.71%	-6.69%	0.22%	4.40%	-9.87%

Returns By Period

In the year-to-date period, EEFT achieves a -13.27% return, which is significantly lower than ^DXY's 1.27% return. Over the past 10 years, EEFT has underperformed ^DXY with an annualized return of -1.19%, while ^DXY has yielded a comparatively higher 0.51% annualized return.

EEFT

• 1D: -0.54%
• 1M: -7.91%
• YTD: -13.27%
• 6M: -25.18%
• 1Y: -39.39%
• 3Y*: -16.13%
• 5Y*: -14.18%
• 10Y*: -1.19%

^DXY

• 1D: -0.39%
• 1M: 1.21%
• YTD: 1.27%
• 6M: 1.91%
• 1Y: -4.50%
• 3Y*: -0.96%
• 5Y*: 1.37%
• 10Y*: 0.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 5
EEFT Sharpe Ratio Rank: 2
EEFT Sortino Ratio Rank: 4
EEFT Omega Ratio Rank: 5
EEFT Calmar Ratio Rank: 7
EEFT Martin Ratio Rank: 9

^DXY

^DXY Risk / Return Rank: 1
^DXY Sharpe Ratio Rank: 1
^DXY Sortino Ratio Rank: 0
^DXY Omega Ratio Rank: 1
^DXY Calmar Ratio Rank: 0
^DXY Martin Ratio Rank: 5

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	^DXY	Difference
Sharpe ratio Return per unit of total volatility	-1.14	-0.62	-0.52
Sortino ratio Return per unit of downside risk	-1.71	-0.80	-0.91
Omega ratio Gain probability vs. loss probability	0.80	0.90	-0.11
Calmar ratio Return relative to maximum drawdown	-0.90	-0.59	-0.31
Martin ratio Return relative to average drawdown	-1.49	-1.01	-0.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EEFT vs. ^DXY - Sharpe Ratio Comparison

The current EEFT Sharpe Ratio is -1.14, which is lower than the ^DXY Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of EEFT and ^DXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EEFT	^DXY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.14	-0.62	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	0.19	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	0.08	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	-0.08	+0.18

Correlation

The correlation between EEFT and ^DXY is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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.

Drawdown Indicators

	EEFT	^DXY	Difference
Max Drawdown Largest peak-to-trough decline	-87.91%	-45.13%	-42.78%
Max Drawdown (1Y) Largest decline over 1 year	-42.27%	-7.31%	-34.96%
Max Drawdown (5Y) Largest decline over 5 years	-58.54%	-15.68%	-42.86%
Max Drawdown (10Y) Largest decline over 10 years	-61.76%	-15.68%	-46.08%
Current Drawdown Current decline from peak	-61.22%	-23.41%	-37.81%
Average Drawdown Average peak-to-trough decline	-33.76%	-28.18%	-5.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.71%	3.20%	+22.51%

Volatility

EEFT vs. ^DXY - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 10.05% compared to US Dollar Currency Index (^DXY) at 2.19%. 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.

Volatility by Period

	EEFT	^DXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.05%	2.19%	+7.86%
Volatility (6M) Calculated over the trailing 6-month period	23.73%	3.98%	+19.75%
Volatility (1Y) Calculated over the trailing 1-year period	34.64%	7.05%	+27.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.79%	7.00%	+27.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.03%	6.53%	+29.50%