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:
-0.68
BZ=F:
-0.23
EURUSD=X:
-0.90
BZ=F:
-0.15
EURUSD=X:
0.89
BZ=F:
0.98
EURUSD=X:
-0.11
BZ=F:
-0.11
EURUSD=X:
-1.08
BZ=F:
-0.39
EURUSD=X:
3.64%
BZ=F:
14.30%
EURUSD=X:
5.62%
BZ=F:
24.06%
EURUSD=X:
-57.54%
BZ=F:
-86.77%
EURUSD=X:
-34.89%
BZ=F:
-45.69%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 0.53% return, which is significantly lower than BZ=F's 6.30% return. Over the past 10 years, EURUSD=X has underperformed BZ=F with an annualized return of -0.70%, while BZ=F has yielded a comparatively higher 4.79% annualized return.
EURUSD=X
0.53%
-0.21%
-4.09%
-4.34%
-1.11%
-0.70%
BZ=F
6.30%
8.77%
-2.06%
-0.90%
4.76%
4.79%
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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 -57.54%, 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 2.26%, while Crude Oil Brent (BZ=F) has a volatility of 5.90%. 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.