USD=X vs. EURUSD=X
USD=X (USD Cash) and EURUSD=X (Euro / U.S. Dollar) are both currencies. Over the past 10 years, USD=X returned 0.00%/yr vs 0.39%/yr for EURUSD=X.
Performance
USD=X vs. EURUSD=X - Performance Comparison
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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%
EURUSD=X
- 1D
- -0.08%
- 1M
- -0.45%
- 6M
- -2.75%
- YTD
- -2.90%
- 1Y
- -2.49%
- 3Y*
- 0.83%
- 5Y*
- -0.63%
- 10Y*
- 0.39%
- ALL TIME*
- -0.99%
USD=X vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EURUSD=X Euro / U.S. Dollar | -2.90% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -4.66% | 14.14% |
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Return for Risk
USD=X vs. EURUSD=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.
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 Euro / U.S. Dollar (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.
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 | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.95 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.35 | — |
| Martin ratioReturn relative to average drawdown | — | -0.72 | — |
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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.
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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% | -5.67% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -8.48% | +8.48% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -19.28% | +19.28% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -23.31% | +23.31% |
Current DrawdownCurrent decline from peak | 0.00% | -28.68% | +28.68% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -23.63% | +23.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.90% | -2.90% |
Volatility
USD=X vs. EURUSD=X - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Euro / U.S. Dollar (EURUSD=X) has a volatility of 1.02%. 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.
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Volatility by Period
| USD=X | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 1.02% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 3.99% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 5.79% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 7.38% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 7.08% | -7.08% |
Frequently Asked Questions
EURUSD=X has higher volatility (1.02%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs EURUSD=X's -40.01%.
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