SOR vs FXE

Comparison between Source Capital Inc (SOR, ETF) and Invesco CurrencyShares Euro Trust (FXE, ETF).

5-Year PerformanceSOR has outperformed FXE, delivering a return of +8.8% compared to -0.2%

SOR vs FXE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOR(ETF)	FXE(ETF)
Net Assets	$409M	$409M
Expense Ratio	N/A	0.40%
Max Drawdown	71.42%	44.67%
Sharpe Ratio	0.58	-0.65
5Y Beta	0.47	-0.00
5Y Dividends CAGR	5.77%	N/A

Net Assets

Winner

SOR

$409M

FXE

$409M

Expense Ratio

SOR

N/A

FXE

0.40%

Max Drawdown

SOR

71.42%

Winner

FXE

44.67%

Sharpe Ratio

Winner

SOR

0.58

FXE

-0.65

5Y Beta

SOR

0.47

Winner

FXE

-0.00

5Y Dividends CAGR

SOR

5.77%

FXE

N/A

SOR vs FXE - Historical Returns

Returns include dividend reinvestment.

Period	SOR	FXE
1 month	-0.08%	-1.87%
3 months	+0.15%	-1.82%
6 months	-3.11%	-3.08%
1 year	+11.05%	-1.02%
5 years(CAGR)	+8.82%	-0.17%
10 years(CAGR)	+9.29%	-0.05%
Max(CAGR)	+9.55%	+0.07%

Winner

SOR

-0.08%

FXE

-1.87%

Winner

SOR

+0.15%

FXE

-1.82%

SOR

-3.11%

Winner

FXE

-3.08%

Winner

SOR

+11.05%

FXE

-1.02%

5Y(CAGR)

Winner

SOR

+8.82%

FXE

-0.17%

10Y(CAGR)

Winner

SOR

+9.29%

FXE

-0.05%

Max(CAGR)

Winner

SOR

+9.55%

FXE

+0.07%

SOR vs FXE - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SOR	FXE
2026	-0.77%	-2.53%
2025	+12.70%	+15.55%
2024	+21.04%	-3.36%
2023	+14.33%	+6.37%
2022	-6.78%	-5.88%
2021	+20.81%	-8.08%
2020	+6.91%	+8.40%
2019	+20.90%	-1.97%
2018	-11.01%	-5.78%
2017	+18.05%	+14.54%
2016	+11.69%	-3.55%
2015	-1.07%	-9.98%
2014	+14.62%	-11.81%
2013	+31.34%	+3.90%
2012	+17.49%	+0.72%
2011	-6.87%	-2.84%
2010	+29.92%	-7.48%
2009	+51.89%	+3.32%
2008	-48.98%	-2.02%
2007	-4.79%	+14.49%
2006	-0.98%	+12.27%
2005	+11.54%	-0.88%
2004	+27.27%	N/A
2003	+19.56%	N/A
2002	-6.69%	N/A
2001	+26.33%	N/A
2000	+27.08%	N/A
1999	+0.79%	N/A

SOR vs FXE Drawdown Comparison

The maximum drawdown for SOR was -65.48%, occurring on Nov 21, 2008. Recovery took 1230 trading sessions.

The maximum drawdown for FXE was -43.32%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The current SOR drawdown is -7.10%. The current FXE drawdown is -29.29%.

Rank	SOR	FXE
#1	-65.48% May 11, 2006 - Mar 30, 2011	-43.32% Jul 11, 2008 - Sep 27, 2022
#2	-39.11% Feb 13, 2020 - Nov 24, 2020	-3.60% Nov 26, 2007 - Jan 14, 2008
#3	-38.76% May 13, 2002 - Jan 16, 2004	-3.54% Jan 23, 2006 - Apr 4, 2006
#4	-30.78% Jul 7, 2011 - Jan 2, 2013	-3.49% Apr 22, 2008 - Jul 2, 2008
#5	-19.01% Aug 22, 2001 - Nov 19, 2001	-3.04% Jun 2, 2006 - Aug 4, 2006
#6	-18.01% Jan 26, 2018 - Oct 28, 2019	-3.01% Dec 1, 2006 - Mar 15, 2007
#7	-17.47% Jan 3, 2022 - Nov 14, 2023	-2.74% Jan 30, 2008 - Feb 26, 2008
#8	-13.41% Jun 23, 2015 - Apr 13, 2016	-2.73% Jul 20, 2007 - Sep 7, 2007
#9	-13.16% Jul 1, 2014 - Nov 12, 2014	-2.63% Aug 21, 2006 - Nov 9, 2006
#10	-11.23% Nov 22, 1999 - May 17, 2000	-2.25% Apr 27, 2007 - Jul 2, 2007
#11	-9.47% Feb 5, 2001 - May 3, 2001	-2.09% Mar 17, 2008 - Mar 26, 2008
#12	-9.41% Mar 19, 2004 - Jun 29, 2004	-1.72% Jan 14, 2008 - Jan 30, 2008
#13	-9.37% Apr 5, 2011 - Jul 1, 2011	-1.52% Apr 5, 2006 - Apr 18, 2006
#14	-9.18% Feb 20, 2026 - Mar 27, 2026	-1.51% May 12, 2006 - Jun 2, 2006
#15	-8.30% Dec 31, 2004 - Mar 14, 2005	-1.47% Dec 16, 2005 - Jan 3, 2006

Correlation

Correlation between SOR and FXE is -0.69 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.69

-101

Dividend Comparison (2000 - 2026)

SOR vs FXE dividend yield comparison.

Year	SOR	FXE
2026	2.78%	0.37%
2025	5.46%	0.94%
2024	11.86%	2.28%
2023	7.22%	1.49%
2022	5.74%	0.01%
2021	11.09%	0.00%
2020	4.11%	0.00%
2019	2.58%	0.00%
2018	12.90%	0.00%
2017	4.24%	0.00%
2016	98.00%	0.00%
2015	6.04%	0.00%
2014	5.88%	0.00%
2013	4.47%	0.00%
2012	6.64%	0.00%
2011	6.38%	0.23%
2010	4.52%	0.01%
2009	4.66%	0.34%
2008	12.37%	3.57%
2007	6.72%	3.01%
2006	7.01%	1.97%
2005	7.42%	0.00%
2004	5.59%	0.00%
2003	5.89%	0.00%
2002	8.70%	0.00%
2001	7.54%	0.00%
2000	14.35%	0.00%