Correlation
The correlation between EURUSD=X and BZ=F is 0.12, 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.
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.
Performance
EURUSD=X vs. BZ=F - Performance Comparison
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Key characteristics
EURUSD=X:
0.63
BZ=F:
-0.70
EURUSD=X:
0.49
BZ=F:
-0.70
EURUSD=X:
1.05
BZ=F:
0.92
EURUSD=X:
0.01
BZ=F:
-0.29
EURUSD=X:
0.51
BZ=F:
-1.09
EURUSD=X:
4.82%
BZ=F:
15.92%
EURUSD=X:
6.98%
BZ=F:
28.29%
EURUSD=X:
-39.98%
BZ=F:
-86.77%
EURUSD=X:
-28.92%
BZ=F:
-55.65%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 9.77% return, which is significantly higher than BZ=F's -13.21% return. Over the past 10 years, EURUSD=X has outperformed BZ=F with an annualized return of 0.43%, while BZ=F has yielded a comparatively lower 0.17% annualized return.
EURUSD=X
9.77%
-0.07%
9.07%
4.79%
2.07%
0.82%
0.43%
BZ=F
-13.21%
-2.66%
-13.82%
-21.12%
-17.06%
13.02%
0.17%
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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.
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Drawdowns
EURUSD=X vs. BZ=F - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -39.98%, 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.
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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 7.89%. 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.
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