XAU.TO vs. EURUSD=X
XAU.TO (Goldmoney Inc.) is a stock, while EURUSD=X (EUR/USD) is a currency. Over the past 10 years, XAU.TO returned -5.12%/yr vs 1.05%/yr for EURUSD=X. At a 0.00 correlation, their price movements are largely independent.
Performance
XAU.TO vs. EURUSD=X - Performance Comparison
Loading charts...
Different Trading Currencies
XAU.TO is traded in CAD, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XAU.TO achieves a 46.79% return, which is significantly higher than EURUSD=X's -0.36% return. Over the past 10 years, XAU.TO has underperformed EURUSD=X with an annualized return of -5.12%, while EURUSD=X has yielded a comparatively higher 1.05% annualized return.
XAU.TO
- 1D
- -1.92%
- 1M
- -5.49%
- YTD
- 46.79%
- 6M
- 38.30%
- 1Y
- 86.03%
- 3Y*
- 15.64%
- 5Y*
- 1.81%
- 10Y*
- -5.12%
EURUSD=X
- 1D
- -0.55%
- 1M
- 0.27%
- YTD
- -0.36%
- 6M
- -0.16%
- 1Y
- 2.63%
- 3Y*
- 3.87%
- 5Y*
- 1.81%
- 10Y*
- 1.05%
XAU.TO vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XAU.TO Goldmoney Inc. | 46.79% | 35.45% | -1.41% | -7.57% | -14.65% | -19.84% | 32.09% | 8.80% | -71.46% | 91.17% |
EURUSD=X EUR/USD | -0.36% | 8.23% | 1.88% | 0.89% | 0.69% | -7.65% | 7.01% | -6.76% | 3.42% | 6.87% |
Correlation
The correlation between XAU.TO and EURUSD=X is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 14, 2015 | 0.00 |
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
XAU.TO vs. EURUSD=X — Risk / Return Rank
XAU.TO
EURUSD=X
XAU.TO vs. EURUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldmoney Inc. (XAU.TO) 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.
| XAU.TO | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.08 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 0.43 | +3.26 |
| Martin ratioReturn relative to average drawdown | 6.94 | 1.22 | +5.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XAU.TO | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.44 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.26 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.14 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | -0.00 | +0.03 |
Drawdowns
XAU.TO vs. EURUSD=X - Drawdown Comparison
The maximum XAU.TO drawdown since its inception was -83.11%, which is greater than EURUSD=X's maximum drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for XAU.TO and EURUSD=X.
Loading charts...
Drawdown Indicators
| XAU.TO | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.11% | -25.44% | -57.67% |
Max Drawdown (1Y)Largest decline over 1 year | -23.48% | -4.92% | -18.56% |
Max Drawdown (3Y)Largest decline over 3 years | -34.85% | -4.92% | -29.93% |
Max Drawdown (5Y)Largest decline over 5 years | -57.00% | -14.26% | -42.74% |
Max Drawdown (10Y)Largest decline over 10 years | -83.11% | -20.10% | -63.01% |
Current DrawdownCurrent decline from peak | -59.90% | -2.23% | -57.67% |
Average DrawdownAverage peak-to-trough decline | -63.22% | -10.78% | -52.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.44% | 1.90% | +10.54% |
Volatility
XAU.TO vs. EURUSD=X - Volatility Comparison
Goldmoney Inc. (XAU.TO) has a higher volatility of 4.20% compared to EUR/USD (EURUSD=X) at 0.98%. This indicates that XAU.TO's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XAU.TO | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.98% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 29.36% | 3.49% | +25.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.75% | 4.81% | +33.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 6.32% | +31.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.00% | 6.94% | +44.06% |
Frequently Asked Questions
XAU.TO and EURUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XAU.TO 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