EURUSD=X vs. BTC-USD
EURUSD=X (Euro / U.S. Dollar) is a currency, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, EURUSD=X returned 0.27%/yr vs 59.93%/yr for BTC-USD. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
EURUSD=X vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EURUSD=X achieves a -1.83% return, which is significantly higher than BTC-USD's -28.25% return. Over the past 10 years, EURUSD=X has underperformed BTC-USD with an annualized return of 0.27%, while BTC-USD has yielded a comparatively higher 59.93% annualized return.
EURUSD=X
- 1D
- 0.02%
- 1M
- 0.85%
- 6M
- -2.70%
- YTD
- -1.83%
- 1Y
- -0.49%
- 3Y*
- 1.63%
- 5Y*
- -0.57%
- 10Y*
- 0.27%
- ALL TIME*
- -0.90%
BTC-USD
- 1D
- -0.07%
- 1M
- 2.11%
- 6M
- -20.17%
- YTD
- -28.25%
- 1Y
- -44.56%
- 3Y*
- 29.12%
- 5Y*
- 9.91%
- 10Y*
- 59.93%
- ALL TIME*
- 87.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1567.39T | $1617.70T | $2123.65T |
EURUSD=X Euro / U.S. Dollar | $110.33K | $134.32K | $144.31K |
EURUSD=X vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EURUSD=X Euro / U.S. Dollar | -1.83% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -4.66% | 14.14% |
BTC-USD Bitcoin | -28.25% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between EURUSD=X and BTC-USD is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2012 | 0.06 |
The correlation between EURUSD=X and BTC-USD shifts across timeframes, from 0.06 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EURUSD=X vs. BTC-USD — Risk / Return Rank
EURUSD=X
BTC-USD
EURUSD=X vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EURUSD=X | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.85 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.84 | +0.98 |
| Martin ratioReturn relative to average drawdown | 0.28 | -1.29 | +1.57 |
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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.
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Drawdown Indicators
| EURUSD=X | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | -85.30% | +45.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -53.08% | +47.41% |
Max Drawdown (3Y)Largest decline over 3 years | -8.48% | -53.08% | +44.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.24% | -76.67% | +57.43% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -83.80% | +60.49% |
Current DrawdownCurrent decline from peak | -27.89% | -49.66% | +21.77% |
Average DrawdownAverage peak-to-trough decline | -23.68% | -42.72% | +19.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 24.84% | -21.82% |
Volatility
EURUSD=X vs. BTC-USD - Volatility Comparison
The current volatility for Euro / U.S. Dollar (EURUSD=X) is 1.26%, while Bitcoin (BTC-USD) has a volatility of 8.58%. 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.
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Volatility by Period
| EURUSD=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 8.58% | -7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 3.96% | 33.78% | -29.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 35.90% | -30.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.39% | 43.65% | -36.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 56.25% | -49.17% |
Frequently Asked Questions
EURUSD=X and BTC-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (8.58%) compared to EURUSD=X (1.26%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs BTC-USD's -85.30%.
EURUSD=X currently has the higher Sharpe Ratio (0.15 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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