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INR/USD

Often compared with INRUSD=X:
INRUSD=X vs. XAUUSD=X

Performance

INRUSD=X Performance Chart

INR/USD (INRUSD=X) is down 6.2% since the beginning of the year. INRUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of INRUSD=X shares 5 years ago would now be looking at an investment worth $761.


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S&P 500 Index

Returns By Period

INR/USD (INRUSD=X) has returned -6.20% so far this year and -10.36% over the past 12 months.


INR/USD

1D
0.46%
1M
-1.31%
YTD
-6.20%
6M
-6.09%
1Y
-10.36%
3Y*
-4.85%
5Y*
-5.32%
10Y*
-3.53%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Jul 3, 2007, INRUSD=X's average daily return is -0.02%, while the average monthly return is -0.36%.

Historically, 43% of months were positive and 57% were negative. The best month was Jan 2012 with a return of +7.2%, while the worst month was Aug 2013 at -7.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 10 months.

On a daily basis, INRUSD=X closed higher 46% of trading days. The best single day was May 18, 2009 with a return of +3.6%, while the worst single day was Aug 28, 2013 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.99%0.69%-2.60%-1.35%0.06%-1.14%-6.20%
2025-1.28%-0.90%2.40%1.03%-1.18%-0.16%-2.04%-0.73%-0.80%0.03%-0.58%-0.58%-4.77%
20240.16%0.23%-0.58%-0.18%0.13%0.08%-0.40%-0.20%0.13%-0.39%-0.58%-1.17%-2.75%
20231.22%-1.01%0.57%0.53%-1.14%0.77%-0.25%-0.50%-0.63%-0.16%-0.11%0.22%-0.51%
2022-0.07%-0.95%-0.82%-0.80%-1.39%-1.74%-0.28%-0.39%-2.62%-1.31%1.80%-1.85%-10.00%
20210.15%-0.90%0.54%-1.13%2.07%-2.44%-0.04%1.89%-1.69%-0.91%-0.25%0.80%-1.98%

Benchmark Metrics

INR/USD has an annualized alpha of -11.47%, beta of 0.11, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since July 04, 2007.

  • This currency participated in 29.63% of S&P 500 Index downside but only -21.02% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.07 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 0.07 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
-11.47%
Beta
0.11
0.07
Upside Capture
-21.02%
Downside Capture
29.63%

Return for Risk

Risk / Return Rank

INRUSD=X ranks 6 for risk / return — in the bottom 6% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


INRUSD=X Risk / Return Rank: 66
Overall Rank
INRUSD=X Sharpe Ratio Rank: 55
Sharpe Ratio Rank
INRUSD=X Sortino Ratio Rank: 55
Sortino Ratio Rank
INRUSD=X Omega Ratio Rank: 55
Omega Ratio Rank
INRUSD=X Calmar Ratio Rank: 1313
Calmar Ratio Rank
INRUSD=X Martin Ratio Rank: 00
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 INR/USD (INRUSD=X) and compare them to S&P 500 Index.


INRUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.73

Calmar ratioReturn relative to maximum drawdown

-0.73

Martin ratioReturn relative to average drawdown

-1.44

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 INR/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 INR/USD was 59.46%, occurring on May 19, 2026. The portfolio has not yet recovered.

The current INR/USD drawdown is 59.14%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-59.46%May 2026
18y 6mo
18y 6moNov 2007 - now
2007 pullback2007
-2.38%Aug 2007
24d1mo 4d
1mo 28dJul 2007 - Sep 2007
Financial crisis2007–2009
-1.45%Oct 2007
11d25d
1mo 6dOct 2007 - Nov 2007
Financial crisis2007–2009
-0.51%Oct 2007
0s2d
2dOct 2007 - Oct 2007
Financial crisis2007–2009
-0.40%Oct 2007
6d1d
7dSep 2007 - Oct 2007

Drawdown Indicators


INRUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-9.10%

-50.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.39%

Current Drawdown

Current decline from peak

-59.14%

-2.97%

-56.17%

Average Drawdown

Average peak-to-trough decline

-36.80%

-1.13%

-35.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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