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 0.08, 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:
0.77
BZ=F:
-0.60
EURUSD=X:
1.27
BZ=F:
-0.68
EURUSD=X:
1.12
BZ=F:
0.92
EURUSD=X:
0.03
BZ=F:
-0.28
EURUSD=X:
1.68
BZ=F:
-1.09
EURUSD=X:
4.22%
BZ=F:
14.74%
EURUSD=X:
7.44%
BZ=F:
26.25%
EURUSD=X:
-39.99%
BZ=F:
-86.77%
EURUSD=X:
-29.03%
BZ=F:
-54.44%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 9.59% return, which is significantly higher than BZ=F's -10.84% return. Over the past 10 years, EURUSD=X has outperformed BZ=F with an annualized return of 0.58%, while BZ=F has yielded a comparatively lower 0.25% annualized return.
EURUSD=X
9.59%
5.14%
4.79%
6.06%
1.33%
0.58%
BZ=F
-10.84%
-8.86%
-10.10%
-24.39%
23.82%
0.25%
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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 4.03%, while Crude Oil Brent (BZ=F) has a volatility of 13.31%. 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.