EURUSD=X vs. USD=X
EURUSD=X (EUR/USD) and USD=X (USD Cash) are both currencies. Over the past 10 years, EURUSD=X returned 0.25%/yr vs 0.00%/yr for USD=X.
Performance
EURUSD=X vs. USD=X - Performance Comparison
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Returns By Period
EURUSD=X
- 1D
- 0.01%
- 1M
- -2.15%
- YTD
- -1.82%
- 6M
- -0.90%
- 1Y
- 1.09%
- 3Y*
- 2.37%
- 5Y*
- -1.08%
- 10Y*
- 0.25%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
EURUSD=X vs. USD=X - Yearly Performance Comparison
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Return for Risk
EURUSD=X vs. USD=X — Risk / Return Rank
EURUSD=X
USD=X
EURUSD=X vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) and USD Cash (USD=X). 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.
| EURUSD=X | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | — | — |
| Martin ratioReturn relative to average drawdown | 0.39 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EURUSD=X | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | — | — |
Drawdowns
EURUSD=X vs. USD=X - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -40.01%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and USD=X.
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Drawdown Indicators
| EURUSD=X | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | 0.00% | -40.01% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | 0.00% | -5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -8.83% | 0.00% | -8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.16% | 0.00% | -21.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | 0.00% | -23.31% |
Current DrawdownCurrent decline from peak | -27.89% | 0.00% | -27.89% |
Average DrawdownAverage peak-to-trough decline | -23.43% | 0.00% | -23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 0.00% | +2.44% |
Volatility
EURUSD=X vs. USD=X - Volatility Comparison
EUR/USD (EURUSD=X) has a higher volatility of 1.15% compared to USD Cash (USD=X) at 0.00%. This indicates that EURUSD=X's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EURUSD=X | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.00% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 0.00% | +4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 0.00% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.42% | 0.00% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.16% | 0.00% | +7.16% |
Frequently Asked Questions
EURUSD=X has higher volatility (1.15%) compared to USD=X (0.00%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs USD=X's 0.00%.
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