^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 -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^STOXX vs. EUR=X - Performance Comparison
Key characteristics
^STOXX:
-0.17
EUR=X:
-0.69
^STOXX:
-0.13
EUR=X:
-0.87
^STOXX:
0.98
EUR=X:
0.88
^STOXX:
-0.15
EUR=X:
-0.19
^STOXX:
-0.76
EUR=X:
-1.67
^STOXX:
3.31%
EUR=X:
2.97%
^STOXX:
14.35%
EUR=X:
6.76%
^STOXX:
-61.04%
EUR=X:
-48.28%
^STOXX:
-13.55%
EUR=X:
-26.81%
Returns By Period
In the year-to-date period, ^STOXX achieves a -4.10% return, which is significantly higher than EUR=X's -8.39% return. Over the past 10 years, ^STOXX has outperformed EUR=X with an annualized return of 1.66%, while EUR=X has yielded a comparatively lower -0.63% annualized return.
^STOXX
-4.10%
-10.06%
-6.74%
-3.52%
7.79%
1.66%
EUR=X
-8.39%
-3.38%
-3.24%
-4.95%
-0.60%
-0.63%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^STOXX vs. EUR=X — Risk-Adjusted Performance Rank
^STOXX
EUR=X
^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 11.42% compared to USD/EUR (EUR=X) at 0.10%. 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.