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EEFT vs. ^DXY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0-0.1

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.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.10%
5.89%
EEFT
^DXY

Key characteristics

Sharpe Ratio

EEFT:

-0.23

^DXY:

0.45

Sortino Ratio

EEFT:

-0.16

^DXY:

0.68

Omega Ratio

EEFT:

0.98

^DXY:

1.08

Calmar Ratio

EEFT:

-0.13

^DXY:

0.07

Martin Ratio

EEFT:

-0.52

^DXY:

1.17

Ulcer Index

EEFT:

11.25%

^DXY:

2.30%

Daily Std Dev

EEFT:

25.94%

^DXY:

5.88%

Max Drawdown

EEFT:

-87.92%

^DXY:

-56.70%

Current Drawdown

EEFT:

-40.43%

^DXY:

-35.26%

Returns By Period

In the year-to-date period, EEFT achieves a -1.41% return, which is significantly higher than ^DXY's -1.70% return. Over the past 10 years, EEFT has outperformed ^DXY with an annualized return of 6.00%, while ^DXY has yielded a comparatively lower 1.10% annualized return.


EEFT

YTD

-1.41%

1M

3.30%

6M

-4.10%

1Y

-5.39%

5Y*

-6.31%

10Y*

6.00%

^DXY

YTD

-1.70%

1M

-1.41%

6M

5.88%

1Y

2.58%

5Y*

1.28%

10Y*

1.10%

*Annualized

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Risk-Adjusted Performance

EEFT vs. ^DXY — Risk-Adjusted Performance Rank

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

EEFT
The Risk-Adjusted Performance Rank of EEFT is 3333
Overall Rank
The Sharpe Ratio Rank of EEFT is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of EEFT is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EEFT is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EEFT is 3838
Calmar Ratio Rank
The Martin Ratio Rank of EEFT is 3636
Martin Ratio Rank

^DXY
The Risk-Adjusted Performance Rank of ^DXY is 2626
Overall Rank
The Sharpe Ratio Rank of ^DXY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DXY is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ^DXY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ^DXY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ^DXY is 3333
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.

EEFT vs. ^DXY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for EEFT, currently valued at -0.29, compared to the broader market-2.000.002.00-0.290.45
The chart of Sortino ratio for EEFT, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.006.00-0.260.68
The chart of Omega ratio for EEFT, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.08
The chart of Calmar ratio for EEFT, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.170.16
The chart of Martin ratio for EEFT, currently valued at -0.66, compared to the broader market-10.000.0010.0020.0030.00-0.661.17
EEFT
^DXY

The current EEFT Sharpe Ratio is -0.23, which is lower than the ^DXY Sharpe Ratio of 0.45. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.29
0.45
EEFT
^DXY

Drawdowns

EEFT vs. ^DXY - Drawdown Comparison

The maximum EEFT drawdown since its inception was -87.92%, which is greater than ^DXY's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for EEFT and ^DXY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-40.43%
-11.79%
EEFT
^DXY

Volatility

EEFT vs. ^DXY - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 12.95% compared to US Dollar Currency Index (^DXY) at 2.04%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
12.95%
2.04%
EEFT
^DXY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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