MXNUSD=X vs. EURUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about MXN/USD (MXNUSD=X) and EUR/USD (EURUSD=X).

Performance

MXNUSD=X vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MXN/USD (MXNUSD=X) and EUR/USD (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

MXNUSD=X vs. EURUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXNUSD=X MXN/USD	0.64%	15.65%	-18.53%	14.83%	5.29%	-3.10%	-4.83%	3.73%	0.35%	5.25%
EURUSD=X EUR/USD	-1.77%	13.43%	-6.18%	3.16%	-6.01%	-6.81%	8.85%	-1.94%	-4.66%	14.14%

Returns By Period

In the year-to-date period, MXNUSD=X achieves a 0.64% return, which is significantly higher than EURUSD=X's -1.77% return. Over the past 10 years, MXNUSD=X has underperformed EURUSD=X with an annualized return of -0.33%, while EURUSD=X has yielded a comparatively higher 0.13% annualized return.

MXNUSD=X

• 1D: 0.11%
• 1M: -3.27%
• YTD: 0.64%
• 6M: 2.66%
• 1Y: 13.66%
• 3Y*: 0.23%
• 5Y*: 2.56%
• 10Y*: -0.33%

EURUSD=X

• 1D: -0.45%
• 1M: -0.64%
• YTD: -1.77%
• 6M: -1.52%
• 1Y: 6.35%
• 3Y*: 1.93%
• 5Y*: -0.38%
• 10Y*: 0.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MXNUSD=X vs. EURUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXNUSD=X

MXNUSD=X Risk / Return Rank: 82
MXNUSD=X Sharpe Ratio Rank: 87
MXNUSD=X Sortino Ratio Rank: 87
MXNUSD=X Omega Ratio Rank: 85
MXNUSD=X Calmar Ratio Rank: 76
MXNUSD=X Martin Ratio Rank: 77

EURUSD=X

EURUSD=X Risk / Return Rank: 61
EURUSD=X Sharpe Ratio Rank: 72
EURUSD=X Sortino Ratio Rank: 74
EURUSD=X Omega Ratio Rank: 71
EURUSD=X Calmar Ratio Rank: 45
EURUSD=X Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXNUSD=X vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MXN/USD (MXNUSD=X) and EUR/USD (EURUSD=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.

	MXNUSD=X	EURUSD=X	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.71	+0.57
Sortino ratio Return per unit of downside risk	1.86	1.17	+0.69
Omega ratio Gain probability vs. loss probability	1.26	1.14	+0.12
Calmar ratio Return relative to maximum drawdown	1.03	-0.07	+1.10
Martin ratio Return relative to average drawdown	3.88	-0.18	+4.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXNUSD=X vs. EURUSD=X - Sharpe Ratio Comparison

The current MXNUSD=X Sharpe Ratio is 1.28, which is higher than the EURUSD=X Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MXNUSD=X and EURUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MXNUSD=X	EURUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.71	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.05	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	0.02	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	-0.07	-0.12

Correlation

The correlation between MXNUSD=X and EURUSD=X is 0.35, 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.

Drawdowns

MXNUSD=X vs. EURUSD=X - Drawdown Comparison

The maximum MXNUSD=X drawdown since its inception was -61.16%, which is greater than EURUSD=X's maximum drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for MXNUSD=X and EURUSD=X.

Drawdown Indicators

	MXNUSD=X	EURUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-61.16%	-40.01%	-21.15%
Max Drawdown (1Y) Largest decline over 1 year	-5.52%	-5.19%	-0.33%
Max Drawdown (5Y) Largest decline over 5 years	-21.70%	-21.68%	-0.02%
Max Drawdown (10Y) Largest decline over 10 years	-32.39%	-23.31%	-9.08%
Current Drawdown Current decline from peak	-44.89%	-27.85%	-17.04%
Average Drawdown Average peak-to-trough decline	-36.34%	-23.13%	-13.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	2.04%	-0.58%

Volatility

MXNUSD=X vs. EURUSD=X - Volatility Comparison

MXN/USD (MXNUSD=X) has a higher volatility of 3.84% compared to EUR/USD (EURUSD=X) at 2.29%. This indicates that MXNUSD=X's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXNUSD=X	EURUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	2.29%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	6.35%	4.20%	+2.15%
Volatility (1Y) Calculated over the trailing 1-year period	8.48%	7.18%	+1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.52%	7.46%	+3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.53%	7.21%	+5.32%