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

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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%NovemberDecember2025FebruaryMarchApril
-15.64%
1,511.55%
GBPUSD=X (GBP/USD)
Benchmark (^GSPC)

Returns By Period

GBP/USD had a return of 6.24% year-to-date (YTD) and 6.44% in the last 12 months. Over the past 10 years, GBP/USD had an annualized return of -1.37%, while the S&P 500 had an annualized return of 10.27%, indicating that GBP/USD did not perform as well as the benchmark.


GBPUSD=X

YTD

6.24%

1M

2.73%

6M

2.57%

1Y

6.44%

5Y*

1.30%

10Y*

-1.37%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*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%1.50%2.70%2.91%6.24%
2024-0.35%-0.49%0.00%-1.06%2.02%-0.78%1.68%2.12%1.87%-3.56%-1.24%-1.77%-1.70%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GBPUSD=X is 67, 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 6767
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6363
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 chart of Sharpe ratio for GBPUSD=X, currently valued at 0.61, compared to the broader market-1.000.001.002.00
GBPUSD=X: 0.61
^GSPC: 0.46
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.00
GBPUSD=X: 0.92
^GSPC: 0.77
The chart of Omega ratio for GBPUSD=X, currently valued at 1.11, compared to the broader market1.001.502.002.50
GBPUSD=X: 1.11
^GSPC: 1.11
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
GBPUSD=X: 0.10
^GSPC: 0.47
The chart of Martin ratio for GBPUSD=X, currently valued at 1.02, compared to the broader market0.005.0010.0015.0020.0025.00
GBPUSD=X: 1.02
^GSPC: 1.94

The current GBP/USD Sharpe ratio is 0.61. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
0.46
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%NovemberDecember2025FebruaryMarchApril
-36.92%
-10.07%
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 36.92%.


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 2.93%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.93%
14.23%
GBPUSD=X (GBP/USD)
Benchmark (^GSPC)