RUBUSD=X vs. IMOEX
Compare and contrast key facts about RUB/USD (RUBUSD=X) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUBUSD=X or IMOEX.
Correlation
The correlation between RUBUSD=X and IMOEX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RUBUSD=X vs. IMOEX - Performance Comparison
Key characteristics
RUBUSD=X:
0.12
IMOEX:
-0.04
RUBUSD=X:
0.33
IMOEX:
0.12
RUBUSD=X:
1.05
IMOEX:
1.01
RUBUSD=X:
0.04
IMOEX:
-0.02
RUBUSD=X:
0.24
IMOEX:
-0.05
RUBUSD=X:
11.50%
IMOEX:
17.32%
RUBUSD=X:
23.34%
IMOEX:
22.99%
RUBUSD=X:
-79.77%
IMOEX:
-83.89%
RUBUSD=X:
-67.34%
IMOEX:
-23.42%
Returns By Period
In the year-to-date period, RUBUSD=X achieves a 28.41% return, which is significantly higher than IMOEX's 13.88% return. Over the past 10 years, RUBUSD=X has underperformed IMOEX with an annualized return of -3.19%, while IMOEX has yielded a comparatively higher 6.37% annualized return.
RUBUSD=X
28.41%
11.88%
3.67%
4.63%
-6.04%
-3.19%
IMOEX
13.88%
10.45%
23.31%
4.49%
1.12%
6.37%
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Risk-Adjusted Performance
RUBUSD=X vs. IMOEX — Risk-Adjusted Performance Rank
RUBUSD=X
IMOEX
RUBUSD=X vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=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
RUBUSD=X vs. IMOEX - Drawdown Comparison
The maximum RUBUSD=X drawdown since its inception was -79.77%, roughly equal to the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and IMOEX. For additional features, visit the drawdowns tool.
Volatility
RUBUSD=X vs. IMOEX - Volatility Comparison
The current volatility for RUB/USD (RUBUSD=X) is 7.98%, while MOEX Russia Index (IMOEX) has a volatility of 13.62%. This indicates that RUBUSD=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.