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 0.27, 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
RUBUSD=X vs. IMOEX - Performance Comparison
Key characteristics
RUBUSD=X:
0.44
IMOEX:
-0.51
RUBUSD=X:
0.79
IMOEX:
-0.62
RUBUSD=X:
1.10
IMOEX:
0.93
RUBUSD=X:
0.15
IMOEX:
-0.29
RUBUSD=X:
0.95
IMOEX:
-0.70
RUBUSD=X:
11.57%
IMOEX:
18.29%
RUBUSD=X:
24.81%
IMOEX:
24.93%
RUBUSD=X:
-79.77%
IMOEX:
-83.89%
RUBUSD=X:
-65.03%
IMOEX:
-29.89%
Returns By Period
In the year-to-date period, RUBUSD=X achieves a 37.50% return, which is significantly higher than IMOEX's 4.27% return. Over the past 10 years, RUBUSD=X has underperformed IMOEX with an annualized return of -4.46%, while IMOEX has yielded a comparatively higher 6.06% annualized return.
RUBUSD=X
37.50%
1.68%
17.48%
12.04%
-1.95%
-4.46%
IMOEX
4.27%
-2.52%
13.00%
-12.86%
3.19%
6.06%
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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 6.58%, while MOEX Russia Index (IMOEX) has a volatility of 13.64%. 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.