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EEFT vs. UUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEFT vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronet Worldwide, Inc. (EEFT) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

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EEFT vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEFT
Euronet Worldwide, Inc.
-13.27%-25.99%1.33%7.53%-20.80%-17.77%-8.02%53.90%21.49%16.35%
UUP
Invesco DB US Dollar Index Bullish Fund
2.59%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period

In the year-to-date period, EEFT achieves a -13.27% return, which is significantly lower than UUP's 2.59% return. Over the past 10 years, EEFT has underperformed UUP with an annualized return of -1.19%, while UUP has yielded a comparatively higher 3.07% 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%

UUP

1D
-0.18%
1M
1.46%
YTD
2.59%
6M
4.28%
1Y
0.37%
3Y*
4.58%
5Y*
5.16%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EEFT vs. UUP — Risk / Return Rank

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

EEFT
EEFT Risk / Return Rank: 55
Overall Rank
EEFT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EEFT Sortino Ratio Rank: 44
Sortino Ratio Rank
EEFT Omega Ratio Rank: 55
Omega Ratio Rank
EEFT Calmar Ratio Rank: 77
Calmar Ratio Rank
EEFT Martin Ratio Rank: 99
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 1212
Overall Rank
UUP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1111
Sortino Ratio Rank
UUP Omega Ratio Rank: 1111
Omega Ratio Rank
UUP Calmar Ratio Rank: 1414
Calmar Ratio Rank
UUP Martin Ratio Rank: 1313
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. UUP - Risk-Adjusted Trends Comparison

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.


EEFTUUPDifference

Sharpe ratio

Return per unit of total volatility

-1.14

0.05

-1.19

Sortino ratio

Return per unit of downside risk

-1.71

0.12

-1.83

Omega ratio

Gain probability vs. loss probability

0.80

1.01

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.90

0.08

-0.98

Martin ratio

Return relative to average drawdown

-1.49

0.15

-1.64

EEFT vs. UUP - Sharpe Ratio Comparison

The current EEFT Sharpe Ratio is -1.14, which is lower than the UUP Sharpe Ratio of 0.05. 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.


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Sharpe Ratios by Period


EEFTUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

0.05

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.72

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.44

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.20

-0.10

Correlation

The correlation between EEFT and UUP is -0.15. 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.


Dividends

EEFT vs. UUP - Dividend Comparison

EEFT has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.34%.


TTM202520242023202220212020201920182017
EEFT
Euronet Worldwide, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

EEFT vs. UUP - Drawdown Comparison

The maximum EEFT drawdown since its inception was -87.91%, 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.


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Drawdown Indicators


EEFTUUPDifference

Max Drawdown

Largest peak-to-trough decline

-87.91%

-22.19%

-65.72%

Max Drawdown (1Y)

Largest decline over 1 year

-42.27%

-5.62%

-36.65%

Max Drawdown (5Y)

Largest decline over 5 years

-58.54%

-10.37%

-48.17%

Max Drawdown (10Y)

Largest decline over 10 years

-61.76%

-14.24%

-47.52%

Current Drawdown

Current decline from peak

-61.22%

-3.93%

-57.29%

Average Drawdown

Average peak-to-trough decline

-33.76%

-8.96%

-24.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.71%

3.20%

+22.51%

Volatility

EEFT vs. UUP - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 10.05% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.07%. 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.


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Volatility by Period


EEFTUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

2.07%

+7.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

4.17%

+19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

34.64%

7.42%

+27.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

7.24%

+27.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.03%

6.99%

+29.04%