EUR=X vs. ^GSPC

In the year-to-date period, EUR=X achieves a -7.47% return, which is significantly lower than ^GSPC's 0.19% return. Over the past 10 years, EUR=X has underperformed ^GSPC with an annualized return of 0.22%, while ^GSPC has yielded a comparatively higher 10.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) and S&P 500 (^GSPC). 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 EUR=X Sharpe Ratio is -0.34, which is lower than the ^GSPC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EUR=X and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum EUR=X drawdown since its inception was -59.71%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EUR=X and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for USD/EUR (EUR=X) is 2.72%, while S&P 500 (^GSPC) has a volatility of 6.15%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.