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EUA.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

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.

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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 -48.64% return, which is significantly lower than USD=X's 0.66% return. Over the past 10 years, EUA.L has outperformed USD=X with an annualized return of 15.91%, while USD=X has yielded a comparatively lower -0.21% annualized return.


EUA.L

1D
-0.95%
1M
-15.10%
6M
-35.00%
YTD
-48.64%
1Y
-55.74%
3Y*
-7.52%
5Y*
-36.53%
10Y*
15.91%
ALL TIME*
-4.33%

USD=X

1D
0.00%
1M
-1.32%
6M
0.43%
YTD
0.66%
1Y
0.80%
3Y*
-1.34%
5Y*
0.54%
10Y*
-0.21%
ALL TIME*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EUA.L
Eurasia Mining
-48.64%81.61%8.78%-54.44%-81.63%-27.41%800.00%657.58%120.00%-68.97%
USD=X
USD Cash
0.66%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between EUA.L and USD=X is -0.10, 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

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.00

The correlation between EUA.L and USD=X shifts across timeframes, from -0.10 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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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: 1515
Overall Rank
EUA.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EUA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EUA.L Omega Ratio Rank: 2121
Omega Ratio Rank
EUA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
EUA.L Martin Ratio Rank: 88
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


EUA.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

0.92

1.03

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.89

0.18

-1.07

Martin ratioReturn relative to average drawdown

-1.44

0.39

-1.83

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

The current EUA.L Sharpe Ratio is -0.60, which is lower than the USD=X Sharpe Ratio of 0.15. 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.


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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.


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Drawdown Indicators


EUA.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-96.82%

-22.85%

-73.97%

Max Drawdown (1Y)

Largest decline over 1 year

-62.52%

-5.98%

-56.54%

Max Drawdown (3Y)

Largest decline over 3 years

-71.89%

-12.79%

-59.10%

Max Drawdown (5Y)

Largest decline over 5 years

-96.30%

-22.85%

-73.45%

Max Drawdown (10Y)

Largest decline over 10 years

-96.82%

-22.85%

-73.97%

Current Drawdown

Current decline from peak

-95.11%

-20.18%

-74.93%

Average Drawdown

Average peak-to-trough decline

-76.44%

-11.19%

-65.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.63%

2.83%

+35.80%

Volatility

EUA.L vs. USD=X - Volatility Comparison

Eurasia Mining (EUA.L) has a higher volatility of 16.40% compared to USD Cash (USD=X) at 1.69%. 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.


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Volatility by Period


EUA.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

1.69%

+14.71%

Volatility (6M)

Calculated over the trailing 6-month period

49.31%

5.40%

+43.91%

Volatility (1Y)

Calculated over the trailing 1-year period

92.65%

5.75%

+86.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.46%

7.11%

+113.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.01%

7.32%

+116.69%

Frequently Asked Questions


EUA.L and USD=X have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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