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:
0.46
BZ=F:
-0.66
EUR=X:
0.72
BZ=F:
-0.80
EUR=X:
1.09
BZ=F:
0.90
EUR=X:
0.11
BZ=F:
-0.31
EUR=X:
1.31
BZ=F:
-1.12
EUR=X:
2.12%
BZ=F:
14.49%
EUR=X:
5.78%
BZ=F:
23.66%
EUR=X:
-48.28%
BZ=F:
-86.77%
EUR=X:
-20.70%
BZ=F:
-48.13%
Returns By Period
In the year-to-date period, EUR=X achieves a -0.75% return, which is significantly lower than BZ=F's 1.51% return. Over the past 10 years, EUR=X has underperformed BZ=F with an annualized return of 0.82%, while BZ=F has yielded a comparatively higher 2.23% annualized return.
EUR=X
-0.75%
-0.15%
6.89%
3.59%
0.72%
0.82%
BZ=F
1.51%
-4.21%
-0.37%
-7.98%
5.02%
2.23%
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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 0.14%, while Crude Oil Brent (BZ=F) has a volatility of 4.55%. 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.