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

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

GBP/USD (GBPUSD=X) returned 6.11% year-to-date (YTD) and 4.54% over the past 12 months. Over the past 10 years, GBPUSD=X returned -1.51% annually, underperforming the S&P 500 benchmark at 10.89%.


GBPUSD=X

YTD

6.11%

1M

0.08%

6M

5.22%

1Y

4.54%

5Y*

1.66%

10Y*

-1.51%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.97%1.51%2.71%3.20%-0.42%6.11%
2024-0.35%-0.49%-0.00%-1.05%1.99%-0.76%1.69%2.10%1.86%-3.53%-1.25%-1.77%-1.71%
20231.84%-2.44%2.60%1.94%-1.07%2.15%1.05%-1.28%-3.76%-0.37%3.87%0.85%5.22%
2022-0.62%-0.19%-2.13%-4.28%0.23%-3.37%-0.07%-4.47%-3.98%2.77%5.12%0.34%-10.58%
20210.21%1.68%-1.10%0.25%2.86%-2.69%0.54%-1.06%-2.05%1.63%-2.89%1.76%-1.05%
2020-0.45%-2.87%-3.14%1.40%-1.97%0.45%5.56%2.15%-3.39%0.19%2.94%2.64%3.12%
20192.69%1.23%-1.73%0.00%-3.07%0.49%-4.22%-0.01%1.08%5.31%-0.05%2.52%3.94%
20185.02%-3.03%1.85%-1.76%-3.42%-0.68%-0.63%-1.24%0.52%-2.02%-0.11%0.05%-5.59%
20171.95%-1.57%1.33%3.20%-0.45%1.06%1.44%-2.14%3.61%-0.85%1.83%-0.10%9.53%
2016-3.35%-2.32%3.18%1.76%-0.92%-8.09%-0.60%-0.67%-1.23%-5.65%2.14%-1.34%-16.30%
2015-3.26%2.43%-3.99%3.60%-0.40%2.73%-0.53%-1.79%-1.40%1.99%-2.42%-2.10%-5.36%
2014-0.75%1.89%-0.48%1.25%-0.71%2.11%-1.28%-1.70%-2.32%-1.34%-2.18%-0.47%-5.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBPUSD=X is 73, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GBPUSD=X is 7373
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6565
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6868
Martin 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 GBP/USD (GBPUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GBP/USD Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.64
  • 5-Year: 0.21
  • 10-Year: -0.16
  • All Time: -0.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of GBP/USD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 GBP/USD. 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 GBP/USD was 60.21%, occurring on Feb 26, 1985. The portfolio has not yet recovered.

The current GBP/USD drawdown is 49.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.21%Mar 10, 19723263Feb 26, 1985
-0.76%Aug 27, 19713Aug 31, 197113Sep 20, 197116
-0.5%Feb 3, 19729Feb 15, 19726Feb 24, 197215
-0.37%Oct 8, 19711Oct 8, 19711Oct 12, 19712
-0.36%Oct 13, 19712Oct 14, 19714Oct 20, 19716

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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