PortfoliosLab logoPortfoliosLab logo

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

GBPUSD=X Performance Chart

GBP/USD (GBPUSD=X) is up 0.1% since the beginning of the year. GBPUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of GBPUSD=X shares 5 years ago would now be looking at an investment worth $955.


Loading charts...

S&P 500 Index

Returns By Period

GBP/USD (GBPUSD=X) has returned 0.07% so far this year and -0.57% over the past 12 months. Over the last ten years, GBPUSD=X has returned -0.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


GBP/USD

1D
0.08%
1M
-0.92%
YTD
0.07%
6M
1.94%
1Y
-0.57%
3Y*
2.66%
5Y*
-0.92%
10Y*
-0.75%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jun 28, 2007, GBPUSD=X's average daily return is -0.01%, while the average monthly return is -0.14%.

Historically, 47% of months were positive and 53% were negative. The best month was May 2009 with a return of +9.3%, while the worst month was Oct 2008 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, GBPUSD=X closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +3.2%, while the worst single day was Jun 24, 2016 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.69%-1.48%-1.95%2.92%-1.13%0.12%0.07%
2025-0.97%1.50%2.71%3.16%0.90%2.12%-3.85%2.42%-0.58%-2.20%0.68%1.64%7.55%
2024-0.28%-0.50%-0.05%-1.00%1.99%-0.77%1.69%2.08%1.91%-3.55%-1.32%-1.70%-1.67%
20231.92%-2.43%2.58%1.91%-1.01%2.05%1.11%-1.26%-3.71%-0.41%3.87%0.79%5.28%
2022-0.66%-0.21%-2.09%-4.31%0.25%-3.37%-0.04%-4.51%-4.01%2.73%5.20%0.25%-10.69%
20210.24%1.71%-1.05%0.28%2.82%-2.66%0.55%-1.08%-2.06%1.57%-2.82%1.77%-0.91%

Benchmark Metrics

GBP/USD has an annualized alpha of -2.80%, beta of 0.14, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since June 29, 2007.

  • This currency participated in 39.55% of S&P 500 Index downside but only 13.06% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.08 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 0.08 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
-2.80%
Beta
0.14
0.08
Upside Capture
13.06%
Downside Capture
39.55%

Return for Risk

Risk / Return Rank

GBPUSD=X ranks 44 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.


GBPUSD=X Risk / Return Rank: 4444
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4848
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4949
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3737
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 3838
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 GBP/USD (GBPUSD=X) and compare them to S&P 500 Index.


GBPUSD=XBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.07

2.39

-2.46

Sortino ratio

Return per unit of downside risk

-0.06

3.25

-3.32

Omega ratio

Gain probability vs. loss probability

0.99

1.43

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.09

3.11

-3.20

Martin ratio

Return relative to average drawdown

-0.17

14.38

-14.55

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.


Loading charts...

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 49.29%, occurring on Sep 26, 2022. The portfolio has not yet recovered.

The current GBP/USD drawdown is 36.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-49.29%Sep 2022
14y 10mo
18y 7moNov 2007 - now
2007 pullback2007
-3.92%Aug 2007
23d2mo 14d
3mo 7dJul 2007 - Oct 2007
Financial crisis2007–2009
-0.44%Nov 2007
0s2d
2dNov 2007 - Nov 2007
2007 pullback2007
-0.29%Jul 2007
3d4d
7dJul 2007 - Jul 2007
2007 pullback2007
-0.19%Jul 2007
0s1d
1dJul 2007 - Jul 2007

Drawdown Indicators


GBPUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-56.78%

+7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-9.10%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-18.90%

+9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-25.43%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-33.92%

+5.93%

Current Drawdown

Current decline from peak

-36.10%

0.00%

-36.10%

Average Drawdown

Average peak-to-trough decline

-31.12%

-10.72%

-20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.97%

+0.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with GBPUSD=X

Add GBP/USD 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 GBPUSD=X