EUA.L vs. USD=X

Last updated Jun 5, 2026

EUA.L (Eurasia Mining) is a stock, while USD=X (USD Cash) is a currency. Over the past 5 years, EUA.L returned -35.84%/yr vs 1.23%/yr for USD=X. At a correlation of -0.03, they often move in opposite directions.

Performance

EUA.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Eurasia Mining (EUA.L) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EUA.L is traded in GBp, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUA.L achieves a -38.27% return, which is significantly lower than USD=X's 1.01% return.

EUA.L

• 1D: 0.00%
• 1M: -12.28%
• YTD: -38.27%
• 6M: -41.86%
• 1Y: -37.50%
• 3Y*: -7.17%
• 5Y*: -35.84%
• 10Y*: —

USD=X

• 1D: 0.00%
• 1M: 1.90%
• YTD: 1.01%
• 6M: -0.07%
• 1Y: 1.75%
• 3Y*: -2.30%
• 5Y*: 1.23%
• 10Y*: 0.85%

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

EUA.L vs. USD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EUA.L Eurasia Mining	-38.27%	82.02%	8.54%	-54.44%	-81.63%	-27.41%	163.67%
USD=X USD Cash	1.01%	-7.12%	1.75%	-5.00%	11.89%	0.95%	-7.73%

Correlation

The correlation between EUA.L and USD=X is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Jul 10, 2020	-0.03

Return for Risk

EUA.L vs. USD=X — Risk / Return Rank

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

EUA.L

EUA.L Risk / Return Rank: 24
EUA.L Sharpe Ratio Rank: 25
EUA.L Sortino Ratio Rank: 30
EUA.L Omega Ratio Rank: 30
EUA.L Calmar Ratio Rank: 18
EUA.L Martin Ratio Rank: 19

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.

EUA.L vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurasia Mining (EUA.L) and USD Cash (USD=X). 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.

	EUA.L	USD=X	Difference
Sharpe ratio: Return per unit of total volatility	-0.37	0.20	-0.57
Sortino ratio: Return per unit of downside risk	0.00	0.33	-0.33
Omega ratio: Gain probability vs. loss probability	1.00	1.04	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.65	0.23	-0.89
Martin ratio: Return relative to average drawdown	-1.08	0.53	-1.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EUA.L vs. USD=X - Sharpe Ratio Comparison

The current EUA.L Sharpe Ratio is -0.37, which is lower than the USD=X Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of EUA.L and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EUA.L	USD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.37	0.20	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.14	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.23	-0.43

Drawdowns

EUA.L vs. USD=X - Drawdown Comparison

The maximum EUA.L drawdown since its inception was -96.82%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for EUA.L and USD=X.

Drawdown Indicators

	EUA.L	USD=X	Difference
Max Drawdown Largest peak-to-trough decline	-96.82%	-22.85%	-73.97%
Max Drawdown (1Y) Largest decline over 1 year	-54.95%	-5.98%	-48.97%
Max Drawdown (3Y) Largest decline over 3 years	-66.22%	-12.79%	-53.43%
Max Drawdown (5Y) Largest decline over 5 years	-96.30%	-22.85%	-73.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-22.85%	—
Current Drawdown Current decline from peak	-94.12%	-19.91%	-74.21%
Average Drawdown Average peak-to-trough decline	-74.73%	-11.07%	-63.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.06%	2.92%	+30.14%

Volatility

EUA.L vs. USD=X - Volatility Comparison

Eurasia Mining (EUA.L) has a higher volatility of 18.80% compared to USD Cash (USD=X) at 1.92%. This indicates that EUA.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EUA.L	USD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.80%	1.92%	+16.88%
Volatility (6M) Calculated over the trailing 6-month period	54.65%	5.24%	+49.41%
Volatility (1Y) Calculated over the trailing 1-year period	96.38%	5.77%	+90.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	123.41%	7.12%	+116.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	122.16%	7.92%	+114.24%

Frequently Asked Questions

Can I hold both EUA.L and USD=X in my portfolio?

EUA.L and USD=X have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.