RUB=X vs. IMOEX
Compare and contrast key facts about USD/RUB (RUB=X) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUB=X or IMOEX.
Correlation
The correlation between RUB=X and IMOEX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RUB=X vs. IMOEX - Performance Comparison
Key characteristics
RUB=X:
0.10
IMOEX:
-0.26
RUB=X:
0.31
IMOEX:
-0.24
RUB=X:
1.04
IMOEX:
0.97
RUB=X:
0.05
IMOEX:
-0.13
RUB=X:
0.35
IMOEX:
-0.34
RUB=X:
6.12%
IMOEX:
17.28%
RUB=X:
21.22%
IMOEX:
21.96%
RUB=X:
-99.02%
IMOEX:
-83.89%
RUB=X:
-32.36%
IMOEX:
-29.43%
Returns By Period
In the year-to-date period, RUB=X achieves a -17.18% return, which is significantly lower than IMOEX's 4.95% return. Over the past 10 years, RUB=X has underperformed IMOEX with an annualized return of 3.20%, while IMOEX has yielded a comparatively higher 5.12% annualized return.
RUB=X
-17.18%
-8.52%
4.67%
2.73%
7.01%
3.20%
IMOEX
4.95%
5.57%
5.51%
-7.04%
-0.47%
5.12%
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Risk-Adjusted Performance
RUB=X vs. IMOEX — Risk-Adjusted Performance Rank
RUB=X
IMOEX
RUB=X vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/RUB (RUB=X) and MOEX Russia Index (IMOEX). 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.
Drawdowns
RUB=X vs. IMOEX - Drawdown Comparison
The maximum RUB=X drawdown since its inception was -99.02%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for RUB=X and IMOEX. For additional features, visit the drawdowns tool.
Volatility
RUB=X vs. IMOEX - Volatility Comparison
The current volatility for USD/RUB (RUB=X) is 2.01%, while MOEX Russia Index (IMOEX) has a volatility of 7.73%. This indicates that RUB=X experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.