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Performance
INR=X Performance Chart
USD/INR (INR=X) is up 6.5% since the beginning of the year. INR=X is currently trading at ₹96 per share. Investors who bought ₹1,000 worth of INR=X shares 5 years ago would now be looking at an investment worth ₹1,311.
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Returns By Period
USD/INR (INR=X) has returned 6.53% so far this year and 11.49% over the past 12 months. Over the last ten years, INR=X has returned 3.63% per year, falling short of the S&P 500 Index benchmark, which averaged 17.78% annually.
USD/INR
- 1D
- 0.15%
- 1M
- 0.55%
- YTD
- 6.53%
- 6M
- 6.58%
- 1Y
- 11.49%
- 3Y*
- 5.13%
- 5Y*
- 5.56%
- 10Y*
- 3.63%
Benchmark (S&P 500 Index)
- 1D
- -0.59%
- 1M
- 4.62%
- YTD
- 17.55%
- 6M
- 17.41%
- 1Y
- 41.05%
- 3Y*
- 27.03%
- 5Y*
- 18.54%
- 10Y*
- 17.78%
INR=X Monthly Returns History
Based on dividend-adjusted daily data since Jul 2, 2007, INR=X's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 56% of months were positive and 44% were negative. The best month was Aug 2013 with a return of +10.0%, while the worst month was Jan 2012 at -6.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.
On a daily basis, INR=X closed higher 50% of trading days. The best single day was Aug 27, 2013 with a return of +3.5%, while the worst single day was May 18, 2009 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.01% | -0.67% | 2.65% | 1.56% | 0.12% | 0.73% | 6.53% | ||||||
| 2025 | 1.23% | 0.93% | -2.33% | -1.06% | 0.99% | 0.28% | 2.05% | 0.79% | 0.71% | -0.08% | 0.71% | 0.54% | 4.79% |
| 2024 | -0.20% | -0.20% | 0.58% | 0.10% | -0.09% | -0.02% | 0.40% | 0.16% | -0.02% | 0.30% | 0.61% | 1.38% | 3.03% |
| 2023 | -1.04% | 1.17% | -0.71% | -0.49% | 1.12% | -0.72% | 0.21% | 0.46% | 0.71% | 0.01% | 0.12% | -0.12% | 0.69% |
| 2022 | 0.10% | 1.36% | 0.49% | 0.85% | 1.30% | 1.78% | 0.44% | 0.17% | 2.78% | 1.40% | -1.94% | 1.61% | 10.75% |
| 2021 | -0.12% | 1.52% | -0.99% | 1.36% | -2.29% | 2.50% | -0.07% | -1.82% | 1.80% | 0.93% | 0.13% | -0.85% | 1.99% |
Benchmark Metrics
USD/INR has an annualized alpha of 4.40%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 03, 2007.
- This currency captured 9.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.52%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R2 of 0.01 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 0.01 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
- 4.40%
- Beta
- 0.03
- R²
- 0.01
- Upside Capture
- 9.97%
- Downside Capture
- -10.52%
Return for Risk
Risk / Return Rank
INR=X ranks 97 for risk / return — in the top 97% of currencies on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/INR (INR=X) and compare them to S&P 500 Index.
| INR=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.64 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 6.12 | -2.53 |
| Martin ratioReturn relative to average drawdown | 10.99 | 23.79 | -12.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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/INR. 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/INR was 15.55%, occurring on Nov 5, 2010. Recovery took 271 trading sessions.
The current USD/INR drawdown is 0.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2010 correction2010 | -15.55%Nov 2010 | 1y 8mo | 1y 16d | 2y 8moMar 2009 - Nov 2011 |
2014 correction2014 | -15.30%May 2014 | 8mo 20d | 1y 9mo | 2y 5moSep 2013 - Feb 2016 |
2012 pullback2012 | -9.51%Feb 2012 | 1mo 20d | 3mo 6d | 4mo 26dDec 2011 - May 2012 |
2012 pullback2012 | -9.47%Oct 2012 | 3mo 11d | 8mo 4d | 11mo 15dJun 2012 - Jun 2013 |
2018 pullback2018 | -8.40%Jan 2018 | 1y 10mo | 5mo 23d | 2y 4moFeb 2016 - Jun 2018 |
Drawdown Indicators
| INR=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.55% | -43.99% | +28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.60% | -6.78% | +4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -4.06% | -19.29% | +15.23% |
Max Drawdown (5Y)Largest decline over 5 years | -4.06% | -20.51% | +16.45% |
Max Drawdown (10Y)Largest decline over 10 years | -8.16% | -28.50% | +20.34% |
Current DrawdownCurrent decline from peak | -0.92% | -0.71% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -6.14% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 1.74% | -0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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