RUBUSD=X vs. EURUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about RUB/USD (RUBUSD=X) and EUR/USD (EURUSD=X).

Performance

RUBUSD=X vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RUB/USD (RUBUSD=X) and EUR/USD (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

RUBUSD=X vs. EURUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUBUSD=X RUB/USD	-1.63%	39.10%	-18.63%	-17.52%	1.88%	-1.48%	-16.36%	11.83%	-16.60%	6.18%
EURUSD=X EUR/USD	-1.77%	13.43%	-6.18%	3.16%	-6.01%	-6.81%	8.85%	-1.94%	-4.66%	14.14%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a -1.63% return, which is significantly higher than EURUSD=X's -1.77% return. Over the past 10 years, RUBUSD=X has underperformed EURUSD=X with an annualized return of -1.74%, while EURUSD=X has yielded a comparatively higher 0.13% annualized return.

RUBUSD=X

• 1D: 1.26%
• 1M: -3.54%
• YTD: -1.63%
• 6M: 2.74%
• 1Y: 5.23%
• 3Y*: -0.97%
• 5Y*: -0.96%
• 10Y*: -1.74%

EURUSD=X

• 1D: -0.45%
• 1M: -0.64%
• YTD: -1.77%
• 6M: -1.52%
• 1Y: 6.35%
• 3Y*: 1.93%
• 5Y*: -0.38%
• 10Y*: 0.13%

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

Return for Risk

RUBUSD=X vs. EURUSD=X — 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: 51
RUBUSD=X Sharpe Ratio Rank: 54
RUBUSD=X Sortino Ratio Rank: 55
RUBUSD=X Omega Ratio Rank: 55
RUBUSD=X Calmar Ratio Rank: 44
RUBUSD=X Martin Ratio Rank: 44

EURUSD=X

EURUSD=X Risk / Return Rank: 61
EURUSD=X Sharpe Ratio Rank: 72
EURUSD=X Sortino Ratio Rank: 74
EURUSD=X Omega Ratio Rank: 71
EURUSD=X Calmar Ratio Rank: 45
EURUSD=X Martin Ratio Rank: 42

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. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and EUR/USD (EURUSD=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.

	RUBUSD=X	EURUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.24	0.71	-0.48
Sortino ratio Return per unit of downside risk	0.49	1.17	-0.68
Omega ratio Gain probability vs. loss probability	1.06	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	-0.07	-0.07	0.00
Martin ratio Return relative to average drawdown	-0.14	-0.18	+0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUBUSD=X vs. EURUSD=X - Sharpe Ratio Comparison

The current RUBUSD=X Sharpe Ratio is 0.24, which is lower than the EURUSD=X Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of RUBUSD=X and EURUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RUBUSD=X	EURUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	0.71	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	-0.05	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	0.02	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	-0.07	-0.15

Correlation

The correlation between RUBUSD=X and EURUSD=X 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.

Drawdowns

RUBUSD=X vs. EURUSD=X - Drawdown Comparison

The maximum RUBUSD=X drawdown since its inception was -83.48%, which is greater than EURUSD=X's maximum drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and EURUSD=X.

Drawdown Indicators

	RUBUSD=X	EURUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-83.48%	-40.01%	-43.47%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-5.19%	-8.89%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-21.68%	-32.23%
Max Drawdown (10Y) Largest decline over 10 years	-60.21%	-23.31%	-36.90%
Current Drawdown Current decline from peak	-71.27%	-27.85%	-43.42%
Average Drawdown Average peak-to-trough decline	-49.00%	-23.13%	-25.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.14%	2.04%	+5.10%

Volatility

RUBUSD=X vs. EURUSD=X - Volatility Comparison

RUB/USD (RUBUSD=X) has a higher volatility of 7.64% compared to EUR/USD (EURUSD=X) at 2.29%. This indicates that RUBUSD=X's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUBUSD=X	EURUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	2.29%	+5.35%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	4.20%	+7.02%
Volatility (1Y) Calculated over the trailing 1-year period	17.67%	7.18%	+10.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.85%	7.46%	+32.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	7.21%	+22.88%