EURUSD=X vs. BZ=F
Compare and contrast key facts about EUR/USD (EURUSD=X) and Crude Oil Brent (BZ=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EURUSD=X or BZ=F.
Correlation
The correlation between EURUSD=X and BZ=F is 0.11, 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.
Performance
EURUSD=X vs. BZ=F - Performance Comparison
Key characteristics
EURUSD=X:
-0.51
BZ=F:
-0.72
EURUSD=X:
-0.67
BZ=F:
-0.88
EURUSD=X:
0.92
BZ=F:
0.89
EURUSD=X:
-0.09
BZ=F:
-0.33
EURUSD=X:
-0.83
BZ=F:
-1.17
EURUSD=X:
3.86%
BZ=F:
14.95%
EURUSD=X:
6.17%
BZ=F:
23.73%
EURUSD=X:
-43.09%
BZ=F:
-86.77%
EURUSD=X:
-34.38%
BZ=F:
-48.84%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 1.32% return, which is significantly higher than BZ=F's 0.13% return. Over the past 10 years, EURUSD=X has underperformed BZ=F with an annualized return of -0.81%, while BZ=F has yielded a comparatively higher 1.73% annualized return.
EURUSD=X
1.32%
1.95%
-4.88%
-2.62%
-0.62%
-0.81%
BZ=F
0.13%
-8.89%
-6.20%
-9.80%
5.14%
1.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EURUSD=X vs. BZ=F — Risk-Adjusted Performance Rank
EURUSD=X
BZ=F
EURUSD=X vs. BZ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) and Crude Oil Brent (BZ=F). 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. BZ=F - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -43.09%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and BZ=F. For additional features, visit the drawdowns tool.
Volatility
EURUSD=X vs. BZ=F - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 2.15%, while Crude Oil Brent (BZ=F) has a volatility of 5.00%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.