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Highlights

Avg. Volume (1M)
4K
Avg. Volume Value (1M)
$36.88

Share Price Chart


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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 5.8% 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 $779.


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Benchmark

Compare this symbol against anything

Returns By Period

INR/USD (INRUSD=X) has returned -5.82% so far this year and -8.61% over the past 12 months. Over the last ten years, INRUSD=X has returned -3.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


INR/USD

1D
0.09%
1M
-0.14%
6M
-3.91%
YTD
-5.82%
1Y
-8.61%
3Y*
-4.79%
5Y*
-4.86%
10Y*
-3.51%
ALL TIME*
-4.44%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INRUSD=X Monthly Returns History

Based on dividend-adjusted daily data since Sep 10, 2007, INRUSD=X's average daily return is -0.02%, while the average monthly return is -0.36%.

Historically, 42% of months were positive and 58% 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%-0.22%0.47%-0.92%-5.82%
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 -5.10%, beta of 0.09, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 10, 2007.

  • This currency participated in 37.71% of S&P 500 Index downside but only 3.34% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 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
-5.10%
Beta
0.09
0.07
Upside Capture
3.34%
Downside Capture
37.71%

Return for Risk

Risk / Return Rank

INRUSD=X ranks 5 for risk / return — above 5% of currencies peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.


INRUSD=X Risk / Return Rank: 55
Overall Rank
INRUSD=X Sharpe Ratio Rank: 44
Sharpe Ratio Rank
INRUSD=X Sortino Ratio Rank: 44
Sortino Ratio Rank
INRUSD=X Omega Ratio Rank: 44
Omega Ratio Rank
INRUSD=X Calmar Ratio Rank: 77
Calmar Ratio Rank
INRUSD=X Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for INR/USD (INRUSD=X) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INRUSD=XBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

0.79

1.25

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.66

2.00

-2.66

Martin ratioReturn relative to average drawdown

-1.20

8.49

-9.69

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 59.60%, occurring on Jul 23, 2026. The portfolio has not yet recovered.

The current INR/USD drawdown is 58.97%.


Drawdown

Fall

Recovery

Underwater

Related event

-59.60%Jul 2026
18y 8mo
18y 8moNov 2007 - now
-1.45%Oct 2007
11d25d
1mo 6dOct 2007 - Nov 2007
Financial crisis2007–2009
-0.52%Sep 2007
3d2d
5dSep 2007 - Sep 2007
-0.51%Oct 2007
1d2d
2dOct 2007 - Oct 2007
Financial crisis2007–2009
-0.40%Oct 2007
6d1d
7dSep 2007 - Oct 2007
Financial crisis2007–2009

Drawdown Indicators


INRUSD=XBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.60%

-56.78%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-9.10%

-1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.09%

-18.90%

+3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-25.43%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

-33.92%

-0.69%

Current Drawdown

Current decline from peak

-58.97%

-1.58%

-57.39%

Average Drawdown

Average peak-to-trough decline

-37.36%

-10.70%

-26.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

2.14%

+3.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with INRUSD=X

Add INR/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 INRUSD=X