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PPX.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PPX.DE vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Kering SA (PPX.DE) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PPX.DE is traded in EUR, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PPX.DE achieves a -14.55% return, which is significantly lower than USD=X's 2.90% return. Over the past 10 years, PPX.DE has outperformed USD=X with an annualized return of 8.11%, while USD=X has yielded a comparatively lower -0.39% annualized return.


PPX.DE

1D
0.48%
1M
-6.61%
6M
-7.27%
YTD
-14.55%
1Y
30.73%
3Y*
-20.02%
5Y*
-16.78%
10Y*
8.11%
ALL TIME*
6.61%

USD=X

1D
0.00%
1M
0.46%
6M
2.02%
YTD
2.90%
1Y
1.84%
3Y*
-0.85%
5Y*
0.62%
10Y*
-0.39%
ALL TIME*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPX.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPX.DE
Kering SA
-14.55%31.14%-38.25%-14.39%-30.77%22.28%0.80%52.36%2.88%99.29%
USD=X
USD Cash
2.90%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%4.69%-12.29%

Correlation

The correlation between PPX.DE and USD=X is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.17

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

-0.17

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

-0.06

The correlation between PPX.DE and USD=X shifts across timeframes, from -0.17 (5 years) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PPX.DE vs. USD=X — Risk / Return Rank

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

PPX.DE
PPX.DE Risk / Return Rank: 6666
Overall Rank
PPX.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PPX.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
PPX.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PPX.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
PPX.DE Martin Ratio Rank: 6363
Martin Ratio Rank

USD=X

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.

PPX.DE vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (PPX.DE) and USD Cash (USD=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.


PPX.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.16

1.07

+0.09

Calmar ratioReturn relative to maximum drawdown

0.90

0.46

+0.44

Martin ratioReturn relative to average drawdown

1.61

1.05

+0.56

PPX.DE vs. USD=X - Sharpe Ratio Comparison

The current PPX.DE Sharpe Ratio is 0.77, which is higher than the USD=X Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PPX.DE and USD=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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Drawdowns

PPX.DE vs. USD=X - Drawdown Comparison

The maximum PPX.DE drawdown since its inception was -78.21%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for PPX.DE and USD=X.


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Drawdown Indicators


PPX.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.21%

-20.32%

-57.89%

Max Drawdown (1Y)

Largest decline over 1 year

-34.14%

-5.33%

-28.81%

Max Drawdown (3Y)

Largest decline over 3 years

-69.56%

-15.23%

-54.33%

Max Drawdown (5Y)

Largest decline over 5 years

-78.21%

-20.32%

-57.89%

Max Drawdown (10Y)

Largest decline over 10 years

-78.21%

-20.32%

-57.89%

Current Drawdown

Current decline from peak

-63.37%

-15.94%

-47.43%

Average Drawdown

Average peak-to-trough decline

-25.44%

-9.38%

-16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

1.77%

+17.29%

Volatility

PPX.DE vs. USD=X - Volatility Comparison

Kering SA (PPX.DE) has a higher volatility of 11.23% compared to USD Cash (USD=X) at 1.12%. This indicates that PPX.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPX.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

1.12%

+10.11%

Volatility (6M)

Calculated over the trailing 6-month period

30.08%

4.63%

+25.45%

Volatility (1Y)

Calculated over the trailing 1-year period

39.59%

5.33%

+34.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.35%

6.42%

+29.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.58%

6.14%

+36.44%

Frequently Asked Questions


PPX.DE and USD=X have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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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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