USD=X vs. EUR=X
USD=X (USD Cash) and EUR=X (USD/EUR) are both currencies. Over the past 10 years, USD=X returned 0.00%/yr vs -0.00%/yr for EUR=X.
Performance
USD=X vs. EUR=X - Performance Comparison
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Different Trading Currencies
USD=X is traded in USD, while EUR=X is traded in EUR. To make them comparable, the EUR=X values have been converted to USD using the latest available exchange rates.
Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
EUR=X
- 1D
- 0.03%
- 1M
- 0.03%
- 6M
- -0.01%
- YTD
- 0.00%
- 1Y
- -0.04%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- -0.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EUR=X USD/EUR | $58.30K | $43.13K | $44.75K |
USD=X vs. EUR=X - Yearly Performance Comparison
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Return for Risk
USD=X vs. EUR=X — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EUR=X
USD=X vs. EUR=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and USD/EUR (EUR=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.
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.
| USD=X | EUR=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.99 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.07 | — |
| Martin ratioReturn relative to average drawdown | — | -0.29 | — |
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Drawdowns
USD=X vs. EUR=X - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum EUR=X drawdown of -1.84%. Use the drawdown chart below to compare losses from any high point for USD=X and EUR=X.
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Drawdown Indicators
| USD=X | EUR=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -1.84% | +1.84% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -0.43% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -1.79% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -1.79% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -1.79% | +1.79% |
Current DrawdownCurrent decline from peak | 0.00% | -1.44% | +1.44% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -0.80% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.10% | -0.10% |
Volatility
USD=X vs. EUR=X - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while USD/EUR (EUR=X) has a volatility of 0.23%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | EUR=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.23% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 0.63% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 0.78% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 1.22% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 1.45% | -1.45% |
Frequently Asked Questions
EUR=X has higher volatility (0.23%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs EUR=X's -1.84%.
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