US Dollar / Canadian Dollar vs US Dollar / Swiss Franc

US Dollar / Canadian Dollar (USD/CAD) and US Dollar / Swiss Franc (USD/CHF) compared side by side. Over the past 90 days, USD/CHF is ahead by 2.8 percentage points (USD/CAD -1.6% against USD/CHF +1.2%). Their daily returns move closely together (correlation 0.63 across 284 shared trading days). USD/CHF has been the more volatile of the two, at 8% annualised against USD/CAD's 5%.

Correlation: 0.63
Ahead over 90 days: USD/CHF

US Dollar / Canadian DollarUSD/CAD

$1.3935

24h: -0.29%
Market cap: —
Volume 24h: —
Volatility (ann.): 5%

US Dollar / Swiss FrancUSD/CHF

$0.815480

24h: -0.54%
Market cap: —
Volume 24h: —
Volatility (ann.): 8%

Performance

USD/CADUSD/CHF

7 days-0.14%-0.17%USD/CAD
30 days-0.59%-0.29%USD/CHF
90 days-1.56%+1.20%USD/CHF

Correlation

0.63over 284 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.4290d: 0.601y: insufficient data

Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.

Risk & extremes

Metric	USD/CAD	USD/CHF
Max drawdown (400d)	-4.4%	-5.8%
Risk-adjusted return (90d)	-0.32	0.15

Relative strength over 90 days: USD/CHF outperformed USD/CAD by 2.7% — measured on the USD/CAD/USD/CHF ratio, so it holds regardless of market direction.

US Dollar / Canadian Dollar →US Dollar / Swiss Franc →