EEFT vs. ^DXY
EEFT (Euronet Worldwide, Inc.) is a stock, while ^DXY (US Dollar Currency Index) is an index. At a correlation of -0.08, they often move in opposite directions.
Performance
EEFT vs. ^DXY - Performance Comparison
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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*
- —
EEFT vs. ^DXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EEFT
^DXY
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 | ^DXY | Difference | |
|---|---|---|---|
| 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 | — | — |
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Drawdowns
EEFT vs. ^DXY - Drawdown Comparison
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Drawdown Indicators
| EEFT | ^DXY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -54.59% | — | — |
Average DrawdownAverage peak-to-trough decline | -33.98% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.86% | — | — |
Volatility
EEFT vs. ^DXY - Volatility Comparison
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Volatility by Period
| EEFT | ^DXY | Difference | |
|---|---|---|---|
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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