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

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Performance

Performance Chart

The chart shows the growth of an initial investment of RUB 10,000 in USD/RUB, 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%December2025FebruaryMarchAprilMay
199.13%
1,053.14%
RUB=X (USD/RUB)
Benchmark (^GSPC)

Returns By Period

USD/RUB (RUB=X) returned -27.39% year-to-date (YTD) and -10.06% over the past 12 months. Over the past 10 years, RUB=X returned 4.21% annually, underperforming the S&P 500 benchmark at 10.43%.


RUB=X

YTD

-27.39%

1M

-4.01%

6M

-15.91%

1Y

-10.06%

5Y*

2.04%

10Y*

4.21%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of RUB=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-13.15%-9.33%-7.13%-1.20%0.50%-27.39%
20240.78%1.72%1.17%0.95%-3.29%-5.12%0.48%5.21%2.59%4.70%9.37%6.57%27.17%
2023-4.29%6.33%3.93%3.14%1.37%7.85%4.32%4.50%2.22%-4.49%-3.87%-0.81%21.02%
20224.30%7.11%0.25%-12.72%-11.34%-18.77%18.65%-2.81%-0.50%3.07%-0.89%19.92%-1.05%
20211.58%-2.27%2.29%-0.61%-2.41%-0.47%0.13%0.17%-0.76%-2.51%5.01%0.12%0.01%
20201.98%4.86%18.33%-5.20%-5.62%1.41%4.54%-0.77%5.22%1.51%-3.61%-1.93%20.25%
2019-5.91%0.48%-0.19%-1.59%1.36%-3.79%0.96%4.95%-2.84%-1.65%0.48%-3.26%-10.86%
2018-2.17%-0.18%1.62%10.16%-1.00%0.84%-0.98%8.52%-2.86%-0.17%0.91%5.22%20.76%
2017-1.03%-2.57%-3.31%1.20%-0.39%3.91%1.37%-2.94%-0.73%0.60%1.20%-1.75%-4.59%
20164.53%-0.27%-12.23%-3.44%3.30%-4.29%3.17%-1.07%-3.69%0.27%3.32%-7.36%-17.60%
201521.53%-11.06%-4.88%-11.29%1.42%5.54%11.83%4.11%1.72%-1.83%3.47%10.25%29.47%
20146.79%3.12%-2.34%1.26%-1.89%-3.08%5.28%3.69%7.08%3.67%20.10%14.82%73.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RUB=X is 34, 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 RUB=X is 3434
Overall Rank
The Sharpe Ratio Rank of RUB=X is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RUB=X is 4040
Sortino Ratio Rank
The Omega Ratio Rank of RUB=X is 4040
Omega Ratio Rank
The Calmar Ratio Rank of RUB=X is 1919
Calmar Ratio Rank
The Martin Ratio Rank of RUB=X is 3737
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 USD/RUB (RUB=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/RUB Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: -0.41
  • 5-Year: 0.04
  • 10-Year: 0.00
  • All Time: 0.00

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/RUB compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.41
-0.06
RUB=X (USD/RUB)
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%December2025FebruaryMarchAprilMay
-40.70%
-31.23%
RUB=X (USD/RUB)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/RUB. 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/RUB was 99.02%, occurring on Jan 6, 2016. Recovery took 1 trading session.

The current USD/RUB drawdown is 40.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.02%Jan 5, 20162Jan 6, 20161Jan 7, 20163
-62.25%Mar 9, 2022106Jun 30, 2022
-32.9%Jan 25, 2016609Feb 27, 20181216Feb 25, 20221825
-29.93%Feb 3, 201583May 18, 201584Aug 24, 2015167
-27.48%Jan 3, 20031581Jul 13, 2008148Jan 15, 20091729

Volatility

Volatility Chart

The current USD/RUB volatility is 5.68%, 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.68%
14.66%
RUB=X (USD/RUB)
Benchmark (^GSPC)