EEFT vs. UUP

In the year-to-date period, EEFT achieves a -5.88% return, which is significantly higher than UUP's -6.90% return. Over the past 10 years, EEFT has outperformed UUP with an annualized return of 5.17%, while UUP has yielded a comparatively lower 2.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Euronet Worldwide, Inc. (EEFT) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.

The current EEFT Sharpe Ratio is -0.27, which is lower than the UUP Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of EEFT and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EEFT has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 4.81%.

The maximum EEFT drawdown since its inception was -87.92%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for EEFT and UUP. For additional features, visit the drawdowns tool.

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 18.64% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 3.67%. This indicates that EEFT's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.