EURUSD=X vs. BZ=F
Compare and contrast key facts about EUR/USD (EURUSD=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: EURUSD=X or BZ=F.
Correlation
The correlation between EURUSD=X and BZ=F is 0.08, 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
EURUSD=X vs. BZ=F - Performance Comparison
Key characteristics
EURUSD=X:
0.80
BZ=F:
-0.76
EURUSD=X:
1.31
BZ=F:
-0.94
EURUSD=X:
1.13
BZ=F:
0.88
EURUSD=X:
0.04
BZ=F:
-0.36
EURUSD=X:
1.73
BZ=F:
-1.37
EURUSD=X:
4.22%
BZ=F:
15.02%
EURUSD=X:
7.41%
BZ=F:
26.36%
EURUSD=X:
-39.99%
BZ=F:
-86.77%
EURUSD=X:
-28.70%
BZ=F:
-55.65%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 10.10% return, which is significantly higher than BZ=F's -13.20% return. Over the past 10 years, EURUSD=X has outperformed BZ=F with an annualized return of 0.24%, while BZ=F has yielded a comparatively lower -0.24% annualized return.
EURUSD=X
10.10%
5.28%
5.43%
6.60%
1.32%
0.24%
BZ=F
-13.20%
-12.01%
-8.75%
-27.61%
22.04%
-0.24%
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Risk-Adjusted Performance
EURUSD=X vs. BZ=F — Risk-Adjusted Performance Rank
EURUSD=X
BZ=F
EURUSD=X vs. BZ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=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
EURUSD=X vs. BZ=F - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -39.99%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and BZ=F. For additional features, visit the drawdowns tool.
Volatility
EURUSD=X vs. BZ=F - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 4.00%, while Crude Oil Brent (BZ=F) has a volatility of 13.33%. This indicates that EURUSD=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.