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RUBUSD=X vs. BZ=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

RUBUSD=X vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RUB/USD (RUBUSD=X) and Brent Crude Oil Last Day Financial Futures (BZ=F). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RUBUSD=X vs. BZ=F - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

RUBUSD=X
RUBUSD=X Risk / Return Rank: 5555
Overall Rank
RUBUSD=X Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RUBUSD=X Sortino Ratio Rank: 5757
Sortino Ratio Rank
RUBUSD=X Omega Ratio Rank: 5757
Omega Ratio Rank
RUBUSD=X Calmar Ratio Rank: 5454
Calmar Ratio Rank
RUBUSD=X Martin Ratio Rank: 5656
Martin Ratio Rank

BZ=F

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.

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=XBZ=FDifference
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

RUBUSD=X vs. BZ=F - Sharpe Ratio Comparison


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Drawdowns

RUBUSD=X vs. BZ=F - Drawdown Comparison


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Drawdown Indicators


RUBUSD=XBZ=FDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-69.95%

Average Drawdown

Average peak-to-trough decline

-50.18%

Ulcer Index

Depth 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=XBZ=FDifference

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.

Portfolio Optimizer

Find the right allocation for RUBUSD=X and BZ=F

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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