^STOXX vs. EUR=X
Compare and contrast key facts about STOXX Europe 600 Index (^STOXX) and USD/EUR (EUR=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^STOXX or EUR=X.
Correlation
The correlation between ^STOXX and EUR=X is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^STOXX vs. EUR=X - Performance Comparison
Key characteristics
^STOXX:
0.73
EUR=X:
0.76
^STOXX:
1.05
EUR=X:
1.22
^STOXX:
1.13
EUR=X:
1.15
^STOXX:
1.04
EUR=X:
0.16
^STOXX:
3.52
EUR=X:
1.81
^STOXX:
2.13%
EUR=X:
2.36%
^STOXX:
10.12%
EUR=X:
5.50%
^STOXX:
-61.04%
EUR=X:
-48.28%
^STOXX:
-2.58%
EUR=X:
-20.48%
Returns By Period
In the year-to-date period, ^STOXX achieves a 7.39% return, which is significantly higher than EUR=X's 6.10% return. Over the past 10 years, ^STOXX has outperformed EUR=X with an annualized return of 4.15%, while EUR=X has yielded a comparatively lower 1.54% annualized return.
^STOXX
7.39%
2.30%
0.06%
7.84%
4.14%
4.15%
EUR=X
6.10%
1.90%
3.30%
5.58%
1.17%
1.54%
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Risk-Adjusted Performance
^STOXX vs. EUR=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) 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.
Drawdowns
^STOXX vs. EUR=X - Drawdown Comparison
The maximum ^STOXX drawdown since its inception was -61.04%, which is greater than EUR=X's maximum drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for ^STOXX and EUR=X. For additional features, visit the drawdowns tool.
Volatility
^STOXX vs. EUR=X - Volatility Comparison
STOXX Europe 600 Index (^STOXX) has a higher volatility of 2.44% compared to USD/EUR (EUR=X) at 0.18%. This indicates that ^STOXX's price experiences larger fluctuations and is considered to be riskier than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.