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PL=F vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PL=F vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Platinum (PL=F) and Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PL=F

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

EURUSD=X

1D
-0.18%
1M
-1.49%
6M
-2.22%
YTD
-2.99%
1Y
-2.53%
3Y*
0.50%
5Y*
-0.66%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PL=F vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)2025202420232022
PL=F
Platinum
0.00%0.00%0.00%0.00%-10.92%
EURUSD=X
Euro / U.S. Dollar
-2.99%13.43%-6.18%3.16%-4.02%

Correlation

The correlation between PL=F and EURUSD=X is -0.01, 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

-0.01

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Return for Risk

PL=F vs. EURUSD=X — Risk / Return Rank

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

PL=F

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


EURUSD=X
EURUSD=X Risk / Return Rank: 3131
Overall Rank
EURUSD=X Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 3131
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 3131
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 3232
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 2828
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.

PL=F vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) and Euro / U.S. Dollar (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.

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.


PL=FEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.36

Martin ratioReturn relative to average drawdown

-0.76

PL=F vs. EURUSD=X - Sharpe Ratio Comparison


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Drawdowns

PL=F vs. EURUSD=X - Drawdown Comparison


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Drawdown Indicators


PL=FEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-28.74%

Average Drawdown

Average peak-to-trough decline

-23.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

PL=F vs. EURUSD=X - Volatility Comparison


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Volatility by Period


PL=FEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

Frequently Asked Questions


PL=F and EURUSD=X have a correlation of -0.01, 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 PL=F and EURUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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