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Performance

GBP=X Performance Chart

USD/GBP (GBP=X) is up 0.4% since the beginning of the year. GBP=X is currently trading at £1 per share. Investors who bought £1,000 worth of GBP=X shares 5 years ago would now be looking at an investment worth £1,055.


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S&P 500 Index

Returns By Period

USD/GBP (GBP=X) has returned 0.41% so far this year and 0.97% over the past 12 months. Over the last ten years, GBP=X has returned 0.75% per year, falling short of the S&P 500 Index benchmark, which averaged 14.50% annually.


USD/GBP

1D
0.00%
1M
0.92%
YTD
0.41%
6M
-0.69%
1Y
0.97%
3Y*
-2.51%
5Y*
1.08%
10Y*
0.75%

Benchmark (S&P 500 Index)

1D
0.41%
1M
5.44%
YTD
11.24%
6M
9.84%
1Y
28.25%
3Y*
18.03%
5Y*
13.60%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBP=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2007, GBP=X's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Oct 2008 with a return of +11.1%, while the worst month was May 2009 at -8.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GBP=X closed higher 50% of trading days. The best single day was Jun 24, 2016 with a return of +9.7%, while the worst single day was Dec 25, 2008 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.54%1.50%1.96%-2.81%1.17%0.23%0.41%
20250.98%-1.47%-2.65%-3.03%-0.98%-2.00%3.98%-2.37%0.55%2.60%-0.99%-1.74%-7.12%
20240.36%0.50%-0.02%1.05%-1.93%0.78%-1.67%-2.05%-1.87%3.73%1.25%1.78%1.75%
2023-1.79%2.44%-2.53%-1.84%1.03%-2.05%-1.09%1.33%3.87%0.41%-3.76%-0.85%-5.00%
20220.67%0.19%2.14%4.50%-0.22%3.49%-0.03%4.84%4.03%-2.63%-4.89%-0.31%11.89%
2021-0.27%-1.58%1.01%-0.25%-2.74%2.72%-0.55%1.10%2.06%-1.64%3.00%-1.71%0.95%

Benchmark Metrics

USD/GBP has an annualized alpha of 1.06%, beta of 0.09, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 03, 2007.

  • This currency participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (6.46%) than losses (1.23%) - typical of diversified or defensive assets.
  • Beta of 0.09 may look defensive, but with R2 of 0.04 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
  • R2 of 0.04 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.06%
Beta
0.09
0.04
Upside Capture
6.46%
Downside Capture
1.23%

Return for Risk

Risk / Return Rank

GBP=X ranks 52 for risk / return — on par with similar currencies. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GBP=X Risk / Return Rank: 5252
Overall Rank
GBP=X Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5252
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5252
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5252
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USD/GBP (GBP=X) and compare them to S&P 500 Index.


GBP=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.03

1.46

-0.43

Calmar ratioReturn relative to maximum drawdown

0.13

3.53

-3.40

Martin ratioReturn relative to average drawdown

0.30

13.19

-12.90

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.


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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 22.85%, occurring on Jan 27, 2026. The portfolio has not yet recovered.

The current USD/GBP drawdown is 20.38%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-22.85%Jan 2026
3y 4mo
3y 8moSep 2022 - now
2014 correction2014
-19.91%Jul 2014
5y 3mo1y 11mo
7y 3moMar 2009 - Jun 2016
2021 correction2021
-19.30%May 2021
1y 2mo1y 3mo
2y 6moMar 2020 - Sep 2022
2018 correction2018
-15.95%Apr 2018
1y 2mo1y 3mo
2y 6moJan 2017 - Aug 2019
2019 pullback2019
-9.76%Dec 2019
4mo 3d3mo 6d
7mo 9dAug 2019 - Mar 2020

Drawdown Indicators


GBP=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.85%

-37.07%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-8.03%

+2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-22.15%

+9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-22.15%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-26.01%

+3.16%

Current Drawdown

Current decline from peak

-20.38%

0.00%

-20.38%

Average Drawdown

Average peak-to-trough decline

-11.18%

-5.32%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.15%

+0.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GBP=X

Add USD/GBP to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with GBP=X