USD=X vs. EURUSD=X
USD=X (USD Cash) and EURUSD=X (EUR/USD) are both currencies. Over the past 10 years, USD=X returned 0.00%/yr vs 0.25%/yr for EURUSD=X.
Performance
USD=X vs. EURUSD=X - Performance Comparison
Loading charts...
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%
EURUSD=X
- 1D
- 0.01%
- 1M
- -2.15%
- YTD
- -1.82%
- 6M
- -0.90%
- 1Y
- 1.09%
- 3Y*
- 2.37%
- 5Y*
- -1.08%
- 10Y*
- 0.25%
USD=X vs. EURUSD=X - Yearly Performance Comparison
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD=X vs. EURUSD=X — Risk / Return Rank
USD=X
EURUSD=X
USD=X vs. EURUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and EUR/USD (EURUSD=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.
Loading charts...
Sharpe Ratios by Period
| USD=X | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.15 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.14 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.09 | — |
Drawdowns
USD=X vs. EURUSD=X - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum EURUSD=X drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for USD=X and EURUSD=X.
Loading charts...
Drawdown Indicators
| USD=X | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -40.01% | +40.01% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -5.19% | +5.19% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -8.83% | +8.83% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -21.16% | +21.16% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -23.31% | +23.31% |
Current DrawdownCurrent decline from peak | 0.00% | -27.89% | +27.89% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -23.43% | +23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.44% | -2.44% |
Volatility
USD=X vs. EURUSD=X - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while EUR/USD (EURUSD=X) has a volatility of 1.15%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USD=X | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.15% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 4.50% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 5.90% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 7.42% | -7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 7.16% | -7.16% |
Frequently Asked Questions
EURUSD=X has higher volatility (1.15%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs EURUSD=X's -40.01%.
Find the right allocation for USD=X and EURUSD=X
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer