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USD=X vs. EUR=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. EUR=X - Performance Comparison

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

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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%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

EUR=X

1D
0.03%
1M
0.06%
YTD
0.01%
6M
-0.01%
1Y
0.03%
3Y*
0.01%
5Y*
-0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. EUR=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUR=X
USD/EUR
0.01%-0.03%0.01%0.07%-0.18%0.16%-0.12%0.27%-0.19%0.11%

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Return for Risk

USD=X vs. EUR=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

EUR=X
EUR=X Risk / Return Rank: 4747
Overall Rank
EUR=X Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EUR=X Sortino Ratio Rank: 4141
Sortino Ratio Rank
EUR=X Omega Ratio Rank: 4040
Omega Ratio Rank
EUR=X Calmar Ratio Rank: 5555
Calmar Ratio Rank
EUR=X Martin Ratio Rank: 5757
Martin Ratio Rank
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.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. EUR=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XEUR=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

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 -1.76%. 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=XEUR=XDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-1.76%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-0.43%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-0.81%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-0.81%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-1.22%

+1.22%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.72%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.09%

-0.09%

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 0.25%. 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=XEUR=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.25%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

0.55%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

0.75%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

0.73%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

1.13%

-1.13%

Frequently Asked Questions


EUR=X has higher volatility (0.25%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs EUR=X's -1.76%.

Portfolio Optimizer

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