EURUSD=X vs. BTC-USD

Last updated Apr 1, 2026

Compare and contrast key facts about EUR/USD (EURUSD=X) and Bitcoin (BTC-USD).

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.

EURUSD=X vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EURUSD=X EUR/USD	-1.47%	13.43%	-6.18%	3.16%	-6.01%	-6.81%	8.85%	-1.94%	-4.66%	14.14%
BTC-USD Bitcoin	-21.95%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, EURUSD=X achieves a -1.47% return, which is significantly higher than BTC-USD's -21.95% return. Over the past 10 years, EURUSD=X has underperformed BTC-USD with an annualized return of 0.16%, while BTC-USD has yielded a comparatively higher 66.39% annualized return.

EURUSD=X

• 1D: 0.97%
• 1M: -1.78%
• YTD: -1.47%
• 6M: -1.36%
• 1Y: 7.02%
• 3Y*: 2.20%
• 5Y*: -0.35%
• 10Y*: 0.16%

BTC-USD

• 1D: 2.33%
• 1M: 3.83%
• YTD: -21.95%
• 6M: -40.13%
• 1Y: -17.26%
• 3Y*: 33.86%
• 5Y*: 3.06%
• 10Y*: 66.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EURUSD=X vs. BTC-USD — Risk / Return Rank

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

EURUSD=X

EURUSD=X Risk / Return Rank: 67
EURUSD=X Sharpe Ratio Rank: 79
EURUSD=X Sortino Ratio Rank: 81
EURUSD=X Omega Ratio Rank: 77
EURUSD=X Calmar Ratio Rank: 48
EURUSD=X Martin Ratio Rank: 48

BTC-USD

BTC-USD Risk / Return Rank: 45
BTC-USD Sharpe Ratio Rank: 69
BTC-USD Sortino Ratio Rank: 62
BTC-USD Omega Ratio Rank: 62
BTC-USD Calmar Ratio Rank: 34
BTC-USD Martin Ratio Rank: 0

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EURUSD=X vs. BTC-USD - Risk-Adjusted Trends 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.

	EURUSD=X	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.78	-0.39	+1.17
Sortino ratio Return per unit of downside risk	1.27	-0.29	+1.56
Omega ratio Gain probability vs. loss probability	1.15	0.97	+0.18
Calmar ratio Return relative to maximum drawdown	-0.01	-1.12	+1.11
Martin ratio Return relative to average drawdown	-0.03	-2.03	+2.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EURUSD=X vs. BTC-USD - Sharpe Ratio Comparison

The current EURUSD=X Sharpe Ratio is 0.78, which is higher than the BTC-USD Sharpe Ratio of -0.39. 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.

Sharpe Ratios by Period

	EURUSD=X	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	-0.39	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.05	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.97	-0.95
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	1.20	-1.27

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.

Drawdowns

EURUSD=X vs. BTC-USD - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -40.01%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and BTC-USD.

Drawdown Indicators

	EURUSD=X	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-40.01%	-85.30%	+45.29%
Max Drawdown (1Y) Largest decline over 1 year	-5.19%	-49.65%	+44.46%
Max Drawdown (5Y) Largest decline over 5 years	-21.68%	-76.67%	+54.99%
Max Drawdown (10Y) Largest decline over 10 years	-23.31%	-83.80%	+60.49%
Current Drawdown Current decline from peak	-27.63%	-45.25%	+17.62%
Average Drawdown Average peak-to-trough decline	-23.15%	-41.98%	+18.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	27.45%	-25.43%

Volatility

EURUSD=X vs. BTC-USD - Volatility Comparison

The current volatility for EUR/USD (EURUSD=X) is 2.69%, while Bitcoin (BTC-USD) has a volatility of 14.34%. 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.

Volatility by Period

	EURUSD=X	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	14.34%	-11.65%
Volatility (6M) Calculated over the trailing 6-month period	4.22%	36.23%	-32.01%
Volatility (1Y) Calculated over the trailing 1-year period	7.15%	36.76%	-29.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.45%	46.91%	-39.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.21%	56.70%	-49.49%