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EURUSD=X vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EURUSD=X and BTC-USD is 0.19, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

EURUSD=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EUR/USD (EURUSD=X) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
-11.85%
189,403,630.78%
EURUSD=X
BTC-USD

Key characteristics

Sharpe Ratio

EURUSD=X:

0.80

BTC-USD:

1.93

Sortino Ratio

EURUSD=X:

1.31

BTC-USD:

2.55

Omega Ratio

EURUSD=X:

1.13

BTC-USD:

1.26

Calmar Ratio

EURUSD=X:

0.04

BTC-USD:

1.71

Martin Ratio

EURUSD=X:

1.73

BTC-USD:

8.60

Ulcer Index

EURUSD=X:

4.22%

BTC-USD:

11.41%

Daily Std Dev

EURUSD=X:

7.41%

BTC-USD:

42.72%

Max Drawdown

EURUSD=X:

-39.99%

BTC-USD:

-93.07%

Current Drawdown

EURUSD=X:

-28.70%

BTC-USD:

-11.67%

Returns By Period

In the year-to-date period, EURUSD=X achieves a 10.10% return, which is significantly higher than BTC-USD's 0.35% return. Over the past 10 years, EURUSD=X has underperformed BTC-USD with an annualized return of 0.24%, while BTC-USD has yielded a comparatively higher 82.27% annualized return.


EURUSD=X

YTD

10.10%

1M

5.28%

6M

5.43%

1Y

6.60%

5Y*

1.32%

10Y*

0.24%

BTC-USD

YTD

0.35%

1M

13.51%

6M

34.11%

1Y

48.55%

5Y*

60.55%

10Y*

82.27%

*Annualized

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Risk-Adjusted Performance

EURUSD=X vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 7070
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7676
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EURUSD=X vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) and Bitcoin (BTC-USD). 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 chart of Sharpe ratio for EURUSD=X, currently valued at 0.41, compared to the broader market-1.000.001.002.00
EURUSD=X: 0.41
BTC-USD: 1.88
The chart of Sortino ratio for EURUSD=X, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.00
EURUSD=X: 0.71
BTC-USD: 2.51
The chart of Omega ratio for EURUSD=X, currently valued at 1.08, compared to the broader market1.001.502.002.50
EURUSD=X: 1.08
BTC-USD: 1.26
The chart of Calmar ratio for EURUSD=X, currently valued at 0.01, compared to the broader market0.001.002.003.004.00
EURUSD=X: 0.01
BTC-USD: 1.65
The chart of Martin ratio for EURUSD=X, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.0025.00
EURUSD=X: 0.72
BTC-USD: 8.34

The current EURUSD=X Sharpe Ratio is 0.80, which is lower than the BTC-USD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EURUSD=X and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.41
1.88
EURUSD=X
BTC-USD

Drawdowns

EURUSD=X vs. BTC-USD - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -39.99%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and BTC-USD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.12%
-11.67%
EURUSD=X
BTC-USD

Volatility

EURUSD=X vs. BTC-USD - Volatility Comparison

The current volatility for EUR/USD (EURUSD=X) is 4.00%, while Bitcoin (BTC-USD) has a volatility of 15.67%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
4.00%
15.67%
EURUSD=X
BTC-USD