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MXNUSD=X vs. HG=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

MXNUSD=X vs. HG=F - Performance Comparison

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

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Returns By Period


MXNUSD=X

1D
0.10%
1M
-0.28%
YTD
4.58%
6M
4.56%
1Y
9.66%
3Y*
0.02%
5Y*
2.90%
10Y*
0.93%

HG=F

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXNUSD=X vs. HG=F - Yearly Performance Comparison


2026 (YTD)2025202420232022
MXNUSD=X
MXN/USD
4.58%15.65%-18.53%14.83%6.78%
HG=F
Copper
0.00%0.00%0.00%0.00%1.29%

Correlation

The correlation between MXNUSD=X and HG=F is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 31, 2022

0.05

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Return for Risk

MXNUSD=X vs. HG=F — 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: 8686
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8787
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8989
Martin Ratio Rank

HG=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HG=F - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MXNUSD=XHG=FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.40

Martin ratioReturn relative to average drawdown

5.15

MXNUSD=X vs. HG=F - Sharpe Ratio Comparison


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Drawdowns

MXNUSD=X vs. HG=F - Drawdown Comparison


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Drawdown Indicators


MXNUSD=XHG=FDifference

Max Drawdown

Largest peak-to-trough decline

-61.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-31.20%

Current Drawdown

Current decline from peak

-42.73%

Average Drawdown

Average peak-to-trough decline

-36.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

MXNUSD=X vs. HG=F - Volatility Comparison


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Volatility by Period


MXNUSD=XHG=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.39%

Frequently Asked Questions


MXNUSD=X and HG=F have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MXNUSD=X and HG=F

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