EURUSD=X vs. BTC-USD
Compare and contrast key facts about EUR/USD (EURUSD=X) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EURUSD=X or BTC-USD.
Performance
EURUSD=X vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, EURUSD=X achieves a -4.04% return, which is significantly lower than BTC-USD's 118.49% return. Over the past 10 years, EURUSD=X has underperformed BTC-USD with an annualized return of -1.49%, while BTC-USD has yielded a comparatively higher 74.49% annualized return.
EURUSD=X
-4.04%
-2.52%
-2.43%
-3.18%
-0.81%
-1.49%
BTC-USD
118.49%
33.83%
31.66%
146.40%
64.60%
74.49%
Key characteristics
| EURUSD=X | BTC-USD | |
|---|---|---|
| Sharpe Ratio | -0.46 | 0.83 |
| Sortino Ratio | -0.58 | 1.51 |
| Omega Ratio | 0.93 | 1.15 |
| Calmar Ratio | -0.07 | 0.64 |
| Martin Ratio | -1.27 | 3.41 |
| Ulcer Index | 1.90% | 13.19% |
| Daily Std Dev | 5.45% | 44.24% |
| Max Drawdown | -57.54% | -93.07% |
| Current Drawdown | -33.76% | 0.00% |
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Correlation
The correlation between EURUSD=X and BTC-USD is 0.06, 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.
Risk-Adjusted Performance
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.
Drawdowns
EURUSD=X vs. BTC-USD - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -57.54%, 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.
Volatility
EURUSD=X vs. BTC-USD - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 2.66%, while Bitcoin (BTC-USD) has a volatility of 16.54%. 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.