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MXNUSD=X vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, MXNUSD=X achieves a 3.06% return, which is significantly higher than EURUSD=X's -1.90% return. Over the past 10 years, MXNUSD=X has outperformed EURUSD=X with an annualized return of 0.50%, while EURUSD=X has yielded a comparatively lower 0.15% annualized return.


MXNUSD=X

1D
-1.09%
1M
-1.28%
YTD
3.06%
6M
3.98%
1Y
9.65%
3Y*
-0.16%
5Y*
2.70%
10Y*
0.50%

EURUSD=X

1D
-0.76%
1M
-1.92%
YTD
-1.90%
6M
-1.04%
1Y
0.68%
3Y*
2.52%
5Y*
-1.08%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MXNUSD=X
MXN/USD
3.06%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%
EURUSD=X
EUR/USD
-1.90%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%

Correlation

The correlation between MXNUSD=X and EURUSD=X is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2007

0.35

Over the past year, MXNUSD=X and EURUSD=X have become more correlated (0.59) than their long-term average of 0.35, meaning their price movements have been converging.

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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: 8484
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8484
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8282
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8080
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8989
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 5252
Overall Rank
EURUSD=X Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 5252
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 5151
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 5252
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 5252
Martin Ratio Rank
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=XEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.19

1.02

+0.17

Calmar ratioReturn relative to maximum drawdown

1.39

0.11

+1.29

Martin ratioReturn relative to average drawdown

5.18

0.25

+4.93

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

The current MXNUSD=X Sharpe Ratio is 1.02, which is higher than the EURUSD=X Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MXNUSD=X and EURUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MXNUSD=XEURUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.09

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.13

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.02

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.09

-0.10

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.


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Drawdown Indicators


MXNUSD=XEURUSD=XDifference

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 (3Y)

Largest decline over 3 years

-21.70%

-8.83%

-12.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-21.30%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.20%

-23.31%

-7.89%

Current Drawdown

Current decline from peak

-43.56%

-27.94%

-15.62%

Average Drawdown

Average peak-to-trough decline

-36.81%

-23.42%

-13.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.41%

-0.83%

Volatility

MXNUSD=X vs. EURUSD=X - Volatility Comparison

MXN/USD (MXNUSD=X) has a higher volatility of 1.88% compared to EUR/USD (EURUSD=X) at 1.19%. 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.


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Volatility by Period


MXNUSD=XEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

1.19%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

4.50%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

7.57%

5.92%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

7.42%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

7.16%

+5.27%

Frequently Asked Questions


MXNUSD=X and EURUSD=X have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXNUSD=X has higher volatility (1.88%) compared to EURUSD=X (1.19%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs EURUSD=X's -40.01%.

MXNUSD=X currently has the higher Sharpe Ratio (1.02 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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