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TWD=X vs. TWDUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TWD=X and TWDUSD=X is 0.03, 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.

TWD=X vs. TWDUSD=X

Last updated Jun 1, 2025

Compare and contrast key facts about USD/TWD (TWD=X) and TWD/USD (TWDUSD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWD=X or TWDUSD=X.

Performance

TWD=X vs. TWDUSD=X - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TWD=X:

-0.82

TWDUSD=X:

0.81

Sortino Ratio

TWD=X:

-0.96

TWDUSD=X:

1.72

Omega Ratio

TWD=X:

0.82

TWDUSD=X:

1.25

Calmar Ratio

TWD=X:

-0.45

TWDUSD=X:

0.47

Martin Ratio

TWD=X:

-2.34

TWDUSD=X:

3.01

Ulcer Index

TWD=X:

3.26%

TWDUSD=X:

2.69%

Daily Std Dev

TWD=X:

8.90%

TWDUSD=X:

9.47%

Max Drawdown

TWD=X:

-21.85%

TWDUSD=X:

-17.36%

Current Drawdown

TWD=X:

-15.10%

TWDUSD=X:

-7.99%

Returns By Period

In the year-to-date period, TWD=X achieves a -8.85% return, which is significantly lower than TWDUSD=X's 9.51% return. Over the past 10 years, TWD=X has underperformed TWDUSD=X with an annualized return of -0.30%, while TWDUSD=X has yielded a comparatively higher 0.27% annualized return.

TWD=X

YTD

-8.85%

1M

-6.91%

6M

-7.87%

1Y

-7.94%

3Y*

0.99%

5Y*

-0.04%

10Y*

-0.30%

TWDUSD=X

YTD

9.51%

1M

7.40%

6M

8.44%

1Y

8.44%

3Y*

-0.98%

5Y*

-0.00%

10Y*

0.27%

*Annualized

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USD/TWD

TWD/USD

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TWD=X vs. TWDUSD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TWD=X
The Risk-Adjusted Performance Rank of TWD=X is 77
Overall Rank
The Sharpe Ratio Rank of TWD=X is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of TWD=X is 1515
Sortino Ratio Rank
The Omega Ratio Rank of TWD=X is 55
Omega Ratio Rank
The Calmar Ratio Rank of TWD=X is 55
Calmar Ratio Rank
The Martin Ratio Rank of TWD=X is 00
Martin Ratio Rank
TWDUSD=X
The Risk-Adjusted Performance Rank of TWDUSD=X is 9090
Overall Rank
The Sharpe Ratio Rank of TWDUSD=X is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TWDUSD=X is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TWDUSD=X is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TWDUSD=X is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TWDUSD=X is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TWD=X vs. TWDUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/TWD (TWD=X) and TWD/USD (TWDUSD=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.

The current TWD=X Sharpe Ratio is -0.82, which is lower than the TWDUSD=X Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TWD=X and TWDUSD=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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TWD=X vs. TWDUSD=X - Drawdown Comparison

The maximum TWD=X drawdown since its inception was -21.85%, which is greater than TWDUSD=X's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for TWD=X and TWDUSD=X.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TWD=X vs. TWDUSD=X - Volatility Comparison

USD/TWD (TWD=X) has a higher volatility of 3.39% compared to TWD/USD (TWDUSD=X) at 1.72%. This indicates that TWD=X's price experiences larger fluctuations and is considered to be riskier than TWDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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