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USD/GBP (GBP=X)
Performance
Risk-Adjusted Performance
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Volatility

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Popular comparisons: GBP=X vs. EUR=X, GBP=X vs. ^GSPC, GBP=X vs. USD=X, GBP=X vs. CHFUSD=X

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in USD/GBP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
-3.20%
4.18%
GBP=X (USD/GBP)
Benchmark (^GSPC)

Returns By Period

USD/GBP had a return of -3.69% year-to-date (YTD) and -6.33% in the last 12 months. Over the past 10 years, USD/GBP had an annualized return of 1.77%, while the S&P 500 had an annualized return of 10.85%, indicating that USD/GBP did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.69%17.79%
1 month-2.07%0.18%
6 months-3.79%7.53%
1 year-6.33%26.42%
5 years (annualized)-0.92%13.48%
10 years (annualized)1.77%10.85%

Monthly Returns

The table below presents the monthly returns of GBP=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%0.25%0.25%0.57%-1.34%0.65%-1.47%-2.23%-3.69%
2023-2.40%2.42%-2.63%-1.40%1.22%-1.61%-1.85%1.12%4.16%0.32%-4.18%-0.28%-5.31%
20220.72%0.23%1.78%5.41%-1.45%4.25%-0.44%4.50%4.40%-3.67%-2.95%-0.91%11.96%
2021-0.74%-1.81%1.45%-0.22%-2.89%2.87%-0.53%1.08%2.10%-1.56%2.76%-1.36%0.98%
20200.18%1.56%3.87%-1.38%1.89%-0.32%-5.31%-2.09%3.45%-0.10%-3.00%-2.20%-3.80%
2019-3.22%-1.51%2.26%-0.13%3.21%-0.48%4.46%-0.04%-1.07%-4.74%-0.09%-1.52%-3.20%
2018-5.05%1.80%-0.79%1.78%3.64%0.61%0.66%1.22%-0.58%2.59%-0.58%0.72%5.89%
2017-1.70%0.49%-0.92%-2.91%0.44%-1.16%-1.29%1.97%-3.39%1.39%-1.53%-0.17%-8.58%
20163.19%3.60%-3.52%-1.68%0.91%8.66%0.84%0.63%1.21%6.23%-2.21%1.66%20.60%
20153.25%-2.20%3.96%-3.41%0.43%-2.54%0.41%1.69%1.58%-1.30%1.88%1.49%5.06%
2014-0.02%-1.15%0.15%-1.25%0.76%-2.09%1.28%1.81%2.34%1.33%1.74%1.01%5.96%
20132.31%4.15%-0.18%-2.20%2.24%-0.05%0.20%-2.15%-4.19%1.00%-1.92%-0.95%-2.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBP=X is 7, indicating that it is in the bottom 7% of currencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GBP=X is 77
GBP=X (USD/GBP)
The Sharpe Ratio Rank of GBP=X is 77Sharpe Ratio Rank
The Sortino Ratio Rank of GBP=X is 66Sortino Ratio Rank
The Omega Ratio Rank of GBP=X is 88Omega Ratio Rank
The Calmar Ratio Rank of GBP=X is 88Calmar Ratio Rank
The Martin Ratio Rank of GBP=X is 44Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/GBP (GBP=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GBP=X
Sharpe ratio
The chart of Sharpe ratio for GBP=X, currently valued at -0.84, compared to the broader market-1.00-0.500.000.501.00-0.84
Sortino ratio
The chart of Sortino ratio for GBP=X, currently valued at -1.18, compared to the broader market0.0050.00100.00150.00200.00250.00300.00-1.18
Omega ratio
The chart of Omega ratio for GBP=X, currently valued at 0.86, compared to the broader market20.0040.0060.000.86
Calmar ratio
The chart of Calmar ratio for GBP=X, currently valued at -0.24, compared to the broader market0.00200.00400.00600.00-0.24
Martin ratio
The chart of Martin ratio for GBP=X, currently valued at -1.50, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.00-1.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.00-0.500.000.501.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.0050.00100.00150.00200.00250.00300.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market20.0040.0060.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.00200.00400.00600.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.001,000.002,000.003,000.004,000.005,000.0011.09

Sharpe Ratio

The current USD/GBP Sharpe ratio is -0.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/GBP with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AprilMayJuneJulyAugustSeptember
-0.84
1.34
GBP=X (USD/GBP)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-18.86%
-3.15%
GBP=X (USD/GBP)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/GBP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USD/GBP was 34.89%, occurring on Nov 8, 2007. Recovery took 2507 trading sessions.

The current USD/GBP drawdown is 18.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.89%Jun 12, 20011796Nov 8, 20072507Jun 24, 20164303
-19.21%Mar 22, 2020374May 31, 2021390Sep 4, 2022764
-19.08%Sep 29, 2022617Aug 28, 2024
-16.05%Jan 18, 2017359Apr 16, 2018390Aug 9, 2019749
-10.78%Aug 12, 2019100Dec 13, 201982Mar 19, 2020182

Volatility

Volatility Chart

The current USD/GBP volatility is 1.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
1.47%
4.71%
GBP=X (USD/GBP)
Benchmark (^GSPC)