EURUSD=X vs. BTC-USD

In the year-to-date period, EURUSD=X achieves a 9.61% return, which is significantly lower than BTC-USD's 13.07% return. Over the past 10 years, EURUSD=X has underperformed BTC-USD with an annualized return of 0.18%, while BTC-USD has yielded a comparatively higher 85.17% annualized return.

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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 current EURUSD=X Sharpe Ratio is 0.59, which is lower than the BTC-USD Sharpe Ratio of 1.13. 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.

The maximum EURUSD=X drawdown since its inception was -39.98%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and BTC-USD.

The current volatility for EUR/USD (EURUSD=X) is 2.71%, while Bitcoin (BTC-USD) has a volatility of 10.22%. 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.