NOKUSD=X vs. DIA.AS
NOKUSD=X (NOK/USD) is a currency, while DIA.AS (SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Over the past 10 years, NOKUSD=X returned -1.16%/yr vs 13.39%/yr for DIA.AS. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
NOKUSD=X vs. DIA.AS - Performance Comparison
Loading charts...
Different Trading Currencies
NOKUSD=X is traded in USD, while DIA.AS is traded in EUR. To make them comparable, the DIA.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NOKUSD=X achieves a 6.37% return, which is significantly lower than DIA.AS's 10.06% return. Over the past 10 years, NOKUSD=X has underperformed DIA.AS with an annualized return of -1.16%, while DIA.AS has yielded a comparatively higher 13.39% annualized return.
NOKUSD=X
- 1D
- 0.59%
- 1M
- 3.89%
- 6M
- 1.61%
- YTD
- 6.37%
- 1Y
- 8.02%
- 3Y*
- 2.33%
- 5Y*
- -1.44%
- 10Y*
- -1.16%
- ALL TIME*
- -2.60%
DIA.AS
- 1D
- 0.00%
- 1M
- 2.07%
- 6M
- 9.77%
- YTD
- 10.06%
- 1Y
- 21.47%
- 3Y*
- 15.93%
- 5Y*
- 10.52%
- 10Y*
- 13.39%
- ALL TIME*
- 8.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $687.13 | $908.76 | $7.32K | |
NOKUSD=X NOK/USD | $4.65K | $6.76K | $5.52K |
NOKUSD=X vs. DIA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOKUSD=X NOK/USD | 6.37% | 12.88% | -10.55% | -3.70% | -9.99% | -2.81% | 2.34% | -1.51% | -5.04% | 5.36% |
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 10.06% | 15.85% | 14.90% | 15.05% | -7.03% | 22.78% | 8.81% | 24.36% | -3.75% | 28.49% |
Correlation
The correlation between NOKUSD=X and DIA.AS is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.36 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NOKUSD=X vs. DIA.AS — Risk / Return Rank
NOKUSD=X
DIA.AS
NOKUSD=X vs. DIA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NOK/USD (NOKUSD=X) and SPDR Dow Jones Industrial Average ETF Trust (DIA.AS). 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.
| NOKUSD=X | DIA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.51 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.75 | -1.79 |
| Martin ratioReturn relative to average drawdown | 2.54 | 9.96 | -7.42 |
Loading charts...
Drawdowns
NOKUSD=X vs. DIA.AS - Drawdown Comparison
The maximum NOKUSD=X drawdown since its inception was -58.52%, smaller than the maximum DIA.AS drawdown of -66.74%. Use the drawdown chart below to compare losses from any high point for NOKUSD=X and DIA.AS.
Loading charts...
Drawdown Indicators
| NOKUSD=X | DIA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.52% | -66.74% | +8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -8.43% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -11.95% | -16.84% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -19.41% | -8.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.00% | -36.68% | +0.68% |
Current DrawdownCurrent decline from peak | -47.74% | 0.00% | -47.74% |
Average DrawdownAverage peak-to-trough decline | -34.08% | -14.35% | -19.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.33% | +0.34% |
Volatility
NOKUSD=X vs. DIA.AS - Volatility Comparison
NOK/USD (NOKUSD=X) has a higher volatility of 2.28% compared to SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) at 1.83%. This indicates that NOKUSD=X's price experiences larger fluctuations and is considered to be riskier than DIA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NOKUSD=X | DIA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 1.83% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 5.80% | 7.66% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.84% | 10.03% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.58% | 14.53% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.53% | 17.44% | -5.91% |
Frequently Asked Questions
NOKUSD=X and DIA.AS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for NOKUSD=X and DIA.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer