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

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Compare to other instruments

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


Popular comparisons:
GBPUSD=X vs. EURUSD=X GBPUSD=X vs. FCPT GBPUSD=X vs. SPY GBPUSD=X vs. AUDUSD=X GBPUSD=X vs. ^GSPC GBPUSD=X vs. BCH-USD GBPUSD=X vs. IVV GBPUSD=X vs. USD=X GBPUSD=X vs. BTC-USD GBPUSD=X vs. NZDUSD=X
Popular comparisons:
GBPUSD=X vs. EURUSD=X GBPUSD=X vs. FCPT GBPUSD=X vs. SPY GBPUSD=X vs. AUDUSD=X GBPUSD=X vs. ^GSPC GBPUSD=X vs. BCH-USD GBPUSD=X vs. IVV GBPUSD=X vs. USD=X GBPUSD=X vs. BTC-USD GBPUSD=X vs. NZDUSD=X

Performance

Performance Chart

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


0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
-20.24%
1,629.87%
GBPUSD=X (GBP/USD)
Benchmark (^GSPC)

Returns By Period

GBP/USD had a return of -1.27% year-to-date (YTD) and -0.95% in the last 12 months. Over the past 10 years, GBP/USD had an annualized return of -2.02%, while the S&P 500 had an annualized return of 11.06%, indicating that GBP/USD did not perform as well as the benchmark.


GBPUSD=X

YTD

-1.27%

1M

-0.66%

6M

-0.62%

1Y

-0.95%

5Y*

-0.65%

10Y*

-2.02%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
2024-0.35%-0.49%0.00%-1.06%2.02%-0.78%1.68%2.12%1.87%-3.56%-1.24%-1.27%
20231.83%-2.43%2.60%1.94%-1.07%2.14%1.05%-1.28%-3.75%-0.38%3.87%0.85%5.22%
2022-0.61%-0.21%-2.11%-4.30%0.25%-3.39%-0.07%-4.47%-3.97%2.77%5.12%0.34%-10.58%
20210.20%1.68%-1.08%0.24%2.87%-2.69%0.54%-1.06%-2.05%1.63%-2.88%1.74%-1.06%
2020-0.45%-2.88%-3.13%1.40%-1.97%0.45%5.56%2.15%-3.40%0.19%2.94%2.65%3.13%
20192.68%1.23%-1.73%0.01%-3.08%0.49%-4.22%-0.01%1.09%5.31%-0.06%2.53%3.93%
20185.01%-3.04%1.87%-1.75%-3.42%-0.69%-0.62%-1.24%0.52%-2.03%-0.10%0.05%-5.59%
20171.95%-1.57%1.36%3.20%-0.47%1.06%1.44%-2.14%3.60%-0.85%1.84%-0.09%9.53%
2016-3.33%-2.33%3.20%1.75%-0.93%-8.06%-0.60%-0.70%-1.23%-5.65%2.13%-1.33%-16.28%
2015-3.25%2.43%-4.00%3.60%-0.39%2.74%-0.55%-1.80%-1.39%1.98%-2.41%-2.11%-5.37%
2014-0.74%1.89%-0.49%1.25%-0.72%2.11%-1.29%-1.70%-2.32%-1.33%-2.18%-0.47%-5.94%
2013-2.44%-4.38%0.27%2.17%-2.14%0.08%-0.03%1.99%4.36%-0.88%2.03%1.16%1.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBPUSD=X is 46, 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 4646
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 4444
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 4747
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.


Sharpe ratio
The chart of Sharpe ratio for GBPUSD=X, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.00-0.122.10
The chart of Sortino ratio for GBPUSD=X, currently valued at -0.12, compared to the broader market0.0010.0020.0030.0040.00-0.122.80
The chart of Omega ratio for GBPUSD=X, currently valued at 0.99, compared to the broader market2.004.006.008.0010.000.991.39
The chart of Calmar ratio for GBPUSD=X, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00-0.023.09
The chart of Martin ratio for GBPUSD=X, currently valued at -0.30, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-0.3013.49
GBPUSD=X
^GSPC

The current GBP/USD Sharpe ratio is -0.12. 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 GBP/USD 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.12
2.10
GBPUSD=X (GBP/USD)
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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.37%
-2.62%
GBPUSD=X (GBP/USD)
Benchmark (^GSPC)

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 49.30%, occurring on Sep 26, 2022. The portfolio has not yet recovered.

The current GBP/USD drawdown is 40.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.3%Nov 9, 20073882Sep 26, 2022
-31.52%Sep 9, 19922278Jun 11, 20011525Apr 17, 20073803
-20.01%Feb 7, 1991104Jul 2, 1991310Sep 8, 1992414
-6.9%Feb 23, 199019Mar 21, 199063Jun 18, 199082
-5.78%Nov 28, 199019Dec 24, 199030Feb 5, 199149

Volatility

Volatility Chart

The current GBP/USD volatility is 2.19%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.19%
3.79%
GBPUSD=X (GBP/USD)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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