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:
0.70
BZ=F:
-0.44
EUR=X:
1.11
BZ=F:
-0.46
EUR=X:
1.13
BZ=F:
0.94
EUR=X:
0.15
BZ=F:
-0.20
EUR=X:
1.65
BZ=F:
-0.80
EUR=X:
2.36%
BZ=F:
13.37%
EUR=X:
5.50%
BZ=F:
24.38%
EUR=X:
-48.28%
BZ=F:
-86.77%
EUR=X:
-20.70%
BZ=F:
-50.07%
Returns By Period
In the year-to-date period, EUR=X achieves a 5.81% return, which is significantly higher than BZ=F's -5.32% return. Over the past 10 years, EUR=X has underperformed BZ=F with an annualized return of 1.47%, while BZ=F has yielded a comparatively higher 1.63% annualized return.
EUR=X
5.81%
1.09%
2.51%
5.55%
1.12%
1.47%
BZ=F
-5.32%
0.62%
-14.43%
-7.86%
1.87%
1.63%
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Risk-Adjusted Performance
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 5.00%. 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.