EUR/USD

10-Year Study

EURUSD.FOREX · · NA · Currency

Executive Summary: EUR/USD has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 21.6% and an annualized volatility of 10.7%.

1Y CAGR
+4.2%
3Y CAGR
+3.4%
5Y CAGR
-0.7%
10Y CAGR
+0.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +13.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -6.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.4-2.01.8————————0.3%
20250.10.14.34.70.23.9-3.12.30.4-1.70.61.213.5%
2024-2.10.0-0.1-1.21.7-1.00.82.10.8-2.3-2.8-2.1-6.2%
20231.5-2.62.51.6-2.92.00.8-1.4-2.50.03.01.33.1%
2022-1.3-0.1-1.3-4.81.8-2.4-2.6-1.7-2.40.95.42.7-5.9%
2021-0.8-0.2-3.02.51.4-2.80.1-0.5-2.0-0.2-2.00.4-6.9%
2020-1.5-0.30.3-1.42.41.05.60.4-1.5-0.52.52.19.1%
20190.1-0.8-1.3-0.2-0.61.4-1.8-0.2-1.22.2-1.41.7-2.1%
20184.7-1.90.3-2.5-2.8-0.80.80.1-0.8-1.5-0.10.4-4.2%
20171.8-2.11.32.02.92.13.10.5-0.6-1.42.40.412.9%
2016———0.2-1.8-0.20.4-0.10.6-2.1-3.1-0.7-6.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.7%. The dominant macroeconomic risk driver is UUP.US, accounting for 54.2% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110018.526687251873
2016-05-019835.024261138069
2016-06-019817.379797088664
2016-07-019852.668725187474
2016-08-019839.43537715042
2016-09-019898.544331715924
2016-10-019691.221879135423
2016-11-019393.912659902955
2016-12-019329.510366122631
2017-01-019498.897220996912
2017-02-019303.925893250993
2017-03-019428.319364799294
2017-04-019614.468460520513
2017-05-019891.486546096163
2017-06-0110094.397882664314
2017-07-0110411.116012351125
2017-08-0110460.520511689458
2017-09-0110394.35377150419
2017-10-0110247.904719894133
2017-11-0110489.633877370976
2017-12-0110535.509483899426
2018-01-0111032.201146890164
2018-02-0110819.585355094838
2018-03-0110853.992059991178
2018-04-0110577.856197617999
2018-05-0110283.193647992943
2018-06-0110201.146890163212
2018-07-0110284.958094397882
2018-08-0110291.133656815175
2018-09-0110213.498014997795
2018-10-0110063.520070577855
2018-11-0110051.168945743275
2018-12-0110092.633436259373
2019-01-0110102.337891486546
2019-02-0110022.937803264227
2019-03-019890.604322893692
2019-04-019875.606528451697
2019-05-019820.026466696074
2019-06-019955.88883987649
2019-07-019778.561976179975
2019-08-019759.15306572563
2019-09-019640.05293339215
2019-10-019849.139832377592
2019-11-019715.041905602118
2019-12-019882.66431407146
2020-01-019730.039700044112
2020-02-019701.808557565064
2020-03-019731.80414644905
2020-04-019595.941773268636
2020-05-019821.790913101015
2020-06-019922.36435818262
2020-07-0110473.753859726512
2020-08-0110514.33612704014
2020-09-0110359.064843405382
2020-10-0110303.484781649757
2020-11-0110561.976179973533
2020-12-0110781.64975738862
2021-01-0110693.427437141596
2021-02-0110666.96074106749
2021-03-0110345.83149536833
2021-04-0110604.322893692104
2021-05-0110756.947507719455
2021-06-0110459.638288486987
2021-07-0110472.871636524042
2021-08-0110419.05602117336
2021-09-0110210.851345390383
2021-10-0110194.971327745921
2021-11-019995.58888398765
2021-12-0110034.406704896339
2022-01-019906.484340538156
2022-02-019893.250992501102
2022-03-019768.8575209528
2022-04-019303.925893250993
2022-05-019469.783855315394
2022-06-019244.816938685488
2022-07-019007.498897220998
2022-08-018855.75650639612
2022-09-018646.669607410675
2022-10-018721.658579620645
2022-11-019195.412439347156
2022-12-019440.670489633878
2023-01-019581.826202029115
2023-02-019331.27481252757
2023-03-019565.063961182179
2023-04-019714.159682399646
2023-05-019434.494927216585
2023-06-019625.055138950154
2023-07-019701.808557565064
2023-08-019565.063961182179
2023-09-019327.745919717689
2023-10-019332.15703573004
2023-11-019609.17512130569
2023-12-019737.979708866342
2024-01-019531.53947948831
2024-02-019533.303925893251
2024-03-019521.835024261138
2024-04-019409.792677547419
2024-05-019570.357300397001
2024-06-019470.666078517865
2024-07-019549.183943537715
2024-08-019745.919717688575
2024-09-019825.319805910895
2024-10-019602.117335685929
2024-11-019332.15703573004
2024-12-019133.65681517424
2025-01-019140.714600794001
2025-02-019153.947948831055
2025-03-019543.890604322896
2025-04-019988.531098367888
2025-05-0110011.468901632115
2025-06-0110397.882664314073
2025-07-0110076.75341861491
2025-08-0110313.18923687693
2025-09-0110352.88928098809
2025-10-0110177.326863696515
2025-11-0110234.67137185708
2025-12-0110362.593736215264
2026-01-0110457.873842082048
2026-02-0110415.527128363477
2026-03-0110210.851345390383
2026-04-0110393.47154830172
Annual Return Matrix
YearAnnual Return
20170.1292671394799052
2018-0.04203650979735385
2019-0.02080419580419568
20200.09096589894661666
2021-0.06930693069306926
2022-0.059170036926323166
20230.031492383889355935
2024-0.062058343902880786
20250.1345503718728871
20260.0029797377830749205
Total Factor Risk
0.10713433219152887
VTI.US Exposure
0.010399031503712882
VEA.US Exposure
0.00958967563335597
VWO.US Exposure
0.001998230660919495
QQQ.US Exposure
0.005022741868773056
VTV.US Exposure
0.00011373891023295288
IJR.US Exposure
-0.0077364090551307755
QUAL.US Exposure
-0.01239484829339741
SHV.US Exposure
0.4424488830386148
TLT.US Exposure
0.0010997130602490338
LQD.US Exposure
-0.01393966635130595
HYG.US Exposure
0.011221703169470104
GLD.US Exposure
0.001026114038991926
USO.US Exposure
-0.000980009193198115
VNQ.US Exposure
0.0033749917219644122
BTC-USD.CC Exposure
-0.00019708994235373138
CPER.US Exposure
0.0015891199784923368
VIX.INDX Exposure
-0.00040744600205560406
UUP.US Exposure
0.5420834432264989
TIP.US Exposure
-0.0028968236374110673
Idiosyncratic Exposure
0.008584905663576765
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EUR/USD a high-risk investment?

EUR/USD (EURUSD.FOREX) has an annualized volatility of 10.7% and experienced a maximum drawdown of 21.6% over the last 10 years. Its primary macro risk driver is UUP.US.

What is the 10-year return of EURUSD.FOREX?

Over the past 10 years, EURUSD.FOREX has generated a Compound Annual Growth Rate (CAGR) of 0.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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