{"slug":"most-volatile-us-stocks-in-euros","qid":"fx_vs_equity","label":"fx_vs_equity","post_title":"most-volatile-us-stocks-in-euros","post_url":"/blog/lang/de/most-volatile-us-stocks-in-euros#q-fx_vs_equity","columns":["month","vol_spy_pct","vol_eur_usd_pct","correlation_pct"],"rows":[{"month":"2023-09","vol_spy_pct":12,"vol_eur_usd_pct":6,"correlation_pct":-7},{"month":"2023-10","vol_spy_pct":14,"vol_eur_usd_pct":7,"correlation_pct":29},{"month":"2023-11","vol_spy_pct":11,"vol_eur_usd_pct":9,"correlation_pct":54},{"month":"2023-12","vol_spy_pct":10,"vol_eur_usd_pct":8,"correlation_pct":69},{"month":"2024-01","vol_spy_pct":11,"vol_eur_usd_pct":6,"correlation_pct":38},{"month":"2024-02","vol_spy_pct":12,"vol_eur_usd_pct":5,"correlation_pct":26},{"month":"2024-03","vol_spy_pct":10,"vol_eur_usd_pct":5,"correlation_pct":30},{"month":"2024-04","vol_spy_pct":13,"vol_eur_usd_pct":7,"correlation_pct":38},{"month":"2024-05","vol_spy_pct":9,"vol_eur_usd_pct":4,"correlation_pct":69},{"month":"2024-06","vol_spy_pct":7,"vol_eur_usd_pct":5,"correlation_pct":20},{"month":"2024-07","vol_spy_pct":14,"vol_eur_usd_pct":4,"correlation_pct":24},{"month":"2024-08","vol_spy_pct":19,"vol_eur_usd_pct":7,"correlation_pct":-7},{"month":"2024-09","vol_spy_pct":14,"vol_eur_usd_pct":5,"correlation_pct":29},{"month":"2024-10","vol_spy_pct":11,"vol_eur_usd_pct":5,"correlation_pct":-1},{"month":"2024-11","vol_spy_pct":12,"vol_eur_usd_pct":10,"correlation_pct":-35},{"month":"2024-12","vol_spy_pct":14,"vol_eur_usd_pct":7,"correlation_pct":53},{"month":"2025-01","vol_spy_pct":14,"vol_eur_usd_pct":9,"correlation_pct":35},{"month":"2025-02","vol_spy_pct":13,"vol_eur_usd_pct":8,"correlation_pct":40},{"month":"2025-03","vol_spy_pct":21,"vol_eur_usd_pct":9,"correlation_pct":1},{"month":"2025-04","vol_spy_pct":52,"vol_eur_usd_pct":14,"correlation_pct":-39},{"month":"2025-05","vol_spy_pct":17,"vol_eur_usd_pct":9,"correlation_pct":-56},{"month":"2025-06","vol_spy_pct":10,"vol_eur_usd_pct":6,"correlation_pct":21},{"month":"2025-07","vol_spy_pct":7,"vol_eur_usd_pct":7,"correlation_pct":22},{"month":"2025-08","vol_spy_pct":12,"vol_eur_usd_pct":8,"correlation_pct":16},{"month":"2025-09","vol_spy_pct":7,"vol_eur_usd_pct":7,"correlation_pct":32},{"month":"2025-10","vol_spy_pct":14,"vol_eur_usd_pct":5,"correlation_pct":-29},{"month":"2025-11","vol_spy_pct":15,"vol_eur_usd_pct":4,"correlation_pct":1},{"month":"2025-12","vol_spy_pct":8,"vol_eur_usd_pct":3,"correlation_pct":37},{"month":"2026-01","vol_spy_pct":10,"vol_eur_usd_pct":9,"correlation_pct":-23},{"month":"2026-02","vol_spy_pct":13,"vol_eur_usd_pct":5,"correlation_pct":20},{"month":"2026-03","vol_spy_pct":18,"vol_eur_usd_pct":8,"correlation_pct":55},{"month":"2026-04","vol_spy_pct":12,"vol_eur_usd_pct":5,"correlation_pct":59},{"month":"2026-05","vol_spy_pct":10,"vol_eur_usd_pct":4,"correlation_pct":66},{"month":"2026-06","vol_spy_pct":18,"vol_eur_usd_pct":5,"correlation_pct":62},{"month":"2026-07","vol_spy_pct":12,"vol_eur_usd_pct":5,"correlation_pct":27},{"month":"2026-08","vol_spy_pct":10,"vol_eur_usd_pct":5,"correlation_pct":5},{"month":"2026-09","vol_spy_pct":11,"vol_eur_usd_pct":4,"correlation_pct":47}],"shape":"series","sql":"WITH\npx AS (\n    SELECT\n        date,\n        ticker,\n        toFloat64(close) AS c\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('SPY', 'FXE')\n      AND date >= today() - 1130\n      AND date <  today()\n      AND close > 0\n),\nrets AS (\n    SELECT\n        ticker,\n        date,\n        log(c / lagInFrame(c) OVER (PARTITION BY ticker ORDER BY date\n                                    ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING)) AS ret\n    FROM px\n),\npaired AS (\n    SELECT\n        date,\n        anyIf(ret, ticker = 'SPY') AS r_spy,\n        anyIf(ret, ticker = 'FXE') AS r_fx\n    FROM rets\n    WHERE isFinite(ret)\n    GROUP BY date\n    HAVING countIf(ticker = 'SPY') = 1\n       AND countIf(ticker = 'FXE') = 1\n)\nSELECT\n    formatDateTime(toStartOfMonth(date), '%Y-%m')          AS month,\n    toUInt32(round(stddevSamp(r_spy) * sqrt(252) * 100))   AS vol_spy_pct,\n    toUInt32(round(stddevSamp(r_fx)  * sqrt(252) * 100))   AS vol_eur_usd_pct,\n    toInt32(round(corr(r_spy, r_fx) * 100))                AS correlation_pct\nFROM paired\nGROUP BY month\nHAVING count() >= 10\nORDER BY month","computed_at":"2026-10-09T15:48:43.952521+00:00","elapsed":0.070307025}