EUR=X vs. BZ=F
Compare and contrast key facts about USD/EUR (EUR=X) and Crude Oil Brent (BZ=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUR=X or BZ=F.
Correlation
The correlation between EUR=X and BZ=F is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUR=X vs. BZ=F - Performance Comparison
Key characteristics
EUR=X:
0.93
BZ=F:
-0.04
EUR=X:
1.46
BZ=F:
0.11
EUR=X:
1.18
BZ=F:
1.01
EUR=X:
0.20
BZ=F:
-0.02
EUR=X:
2.25
BZ=F:
-0.07
EUR=X:
2.35%
BZ=F:
14.20%
EUR=X:
5.50%
BZ=F:
24.13%
EUR=X:
-48.28%
BZ=F:
-86.77%
EUR=X:
-19.59%
BZ=F:
-43.77%
Returns By Period
In the year-to-date period, EUR=X achieves a 0.64% return, which is significantly lower than BZ=F's 10.05% return. Over the past 10 years, EUR=X has underperformed BZ=F with an annualized return of 1.11%, while BZ=F has yielded a comparatively higher 4.86% annualized return.
EUR=X
0.64%
2.19%
6.33%
5.72%
1.39%
1.11%
BZ=F
10.05%
11.14%
-3.46%
4.92%
4.58%
4.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EUR=X vs. BZ=F — Risk-Adjusted Performance Rank
EUR=X
BZ=F
EUR=X vs. BZ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) and Crude Oil Brent (BZ=F). 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.
Drawdowns
EUR=X vs. BZ=F - Drawdown Comparison
The maximum EUR=X drawdown since its inception was -48.28%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for EUR=X and BZ=F. For additional features, visit the drawdowns tool.
Volatility
EUR=X vs. BZ=F - Volatility Comparison
The current volatility for USD/EUR (EUR=X) is 0.18%, while Crude Oil Brent (BZ=F) has a volatility of 5.38%. This indicates that EUR=X experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.