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 0.31, 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:
0.67
IMOEX:
-0.76
RUB=X:
1.11
IMOEX:
-1.02
RUB=X:
1.15
IMOEX:
0.87
RUB=X:
0.32
IMOEX:
-0.36
RUB=X:
2.87
IMOEX:
-0.99
RUB=X:
4.44%
IMOEX:
15.97%
RUB=X:
19.21%
IMOEX:
20.59%
RUB=X:
-99.02%
IMOEX:
-83.89%
RUB=X:
-25.88%
IMOEX:
-38.46%
Returns By Period
In the year-to-date period, RUB=X achieves a 15.40% return, which is significantly higher than IMOEX's -14.87% return. Over the past 10 years, RUB=X has underperformed IMOEX with an annualized return of 5.42%, while IMOEX has yielded a comparatively higher 6.57% annualized return.
RUB=X
15.40%
2.38%
15.63%
10.90%
9.06%
5.42%
IMOEX
-14.87%
1.60%
-15.28%
-14.16%
-2.65%
6.57%
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Risk-Adjusted Performance
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 1.85%, while MOEX Russia Index (IMOEX) has a volatility of 17.57%. 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.