RUBUSD=X vs. BZ=F
RUBUSD=X (RUB/USD) is a currency, while BZ=F (Brent Crude Oil Last Day Financial Futures) is an asset. At a correlation of -0.05, they often move in opposite directions.
Performance
RUBUSD=X vs. BZ=F - Performance Comparison
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Returns By Period
RUBUSD=X
- 1D
- -0.32%
- 1M
- -5.64%
- 6M
- 2.79%
- YTD
- 2.86%
- 1Y
- 1.56%
- 3Y*
- 5.49%
- 5Y*
- -0.63%
- 10Y*
- -1.98%
BZ=F
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RUBUSD=X vs. BZ=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RUBUSD=X RUB/USD | 2.86% | 39.10% | -18.63% | -17.52% | 6.03% |
BZ=F Brent Crude Oil Last Day Financial Futures | 0.00% | 0.00% | 0.00% | 0.00% | 20.59% |
Correlation
The correlation between RUBUSD=X and BZ=F is -0.05, 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 | -0.05 |
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Return for Risk
RUBUSD=X vs. BZ=F — Risk / Return Rank
RUBUSD=X
BZ=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
RUBUSD=X vs. BZ=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and Brent Crude Oil Last Day Financial Futures (BZ=F). 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.
| RUBUSD=X | BZ=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | — | — |
| Martin ratioReturn relative to average drawdown | 0.28 | — | — |
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Drawdowns
RUBUSD=X vs. BZ=F - Drawdown Comparison
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Drawdown Indicators
| RUBUSD=X | BZ=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | — | — |
Current DrawdownCurrent decline from peak | -69.95% | — | — |
Average DrawdownAverage peak-to-trough decline | -50.18% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | — | — |
Volatility
RUBUSD=X vs. BZ=F - Volatility Comparison
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Volatility by Period
| RUBUSD=X | BZ=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.76% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.96% | — | — |
Frequently Asked Questions
RUBUSD=X and BZ=F have a correlation of -0.05, 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 RUBUSD=X and BZ=F
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