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 0.14, 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:
0.39
BZ=F:
-0.78
EURUSD=X:
0.64
BZ=F:
-0.97
EURUSD=X:
1.07
BZ=F:
0.88
EURUSD=X:
0.07
BZ=F:
-0.37
EURUSD=X:
0.64
BZ=F:
-1.51
EURUSD=X:
4.21%
BZ=F:
13.33%
EURUSD=X:
6.84%
BZ=F:
24.92%
EURUSD=X:
-39.99%
BZ=F:
-86.77%
EURUSD=X:
-31.32%
BZ=F:
-54.07%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 6.06% return, which is significantly higher than BZ=F's -10.12% return. Over the past 10 years, EURUSD=X has underperformed BZ=F with an annualized return of 0.05%, while BZ=F has yielded a comparatively higher 1.39% annualized return.
EURUSD=X
6.06%
3.34%
-0.46%
1.34%
0.30%
0.05%
BZ=F
-10.12%
-5.56%
-12.99%
-24.91%
13.63%
1.39%
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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 -39.99%, 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 2.36%, while Crude Oil Brent (BZ=F) has a volatility of 9.22%. 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.