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

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Popular comparisons:
RUB=X vs. ETH-USD RUB=X vs. IMOEX RUB=X vs. BTC-USD
Popular comparisons:
RUB=X vs. ETH-USD RUB=X vs. IMOEX RUB=X vs. BTC-USD

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.


-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.63%
25.49%
RUB=X (USD/RUB)
Benchmark (^GSPC)

Returns By Period

USD/RUB had a return of 15.40% year-to-date (YTD) and 10.90% in the last 12 months. Over the past 10 years, USD/RUB had an annualized return of 5.42%, while the S&P 500 had an annualized return of 11.06%, indicating that USD/RUB did not perform as well as the benchmark.


RUB=X

YTD

15.40%

1M

2.38%

6M

15.63%

1Y

10.90%

5Y*

9.06%

10Y*

5.42%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
20240.78%1.72%1.17%0.95%-3.29%-5.12%0.48%5.21%2.59%4.70%9.37%15.40%
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%
2013-1.34%1.37%1.86%-0.03%2.98%2.78%0.34%1.05%-2.60%-1.38%3.64%-1.32%7.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, RUB=X is among the top 22% of currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RUB=X is 7878
Overall Rank
The Sharpe Ratio Rank of RUB=X is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of RUB=X is 7373
Sortino Ratio Rank
The Omega Ratio Rank of RUB=X is 8383
Omega Ratio Rank
The Calmar Ratio Rank of RUB=X is 7878
Calmar Ratio Rank
The Martin Ratio Rank of RUB=X is 8484
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.


Sharpe ratio
The chart of Sharpe ratio for RUB=X, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.000.672.10
The chart of Sortino ratio for RUB=X, currently valued at 1.11, compared to the broader market0.0010.0020.0030.0040.001.112.80
The chart of Omega ratio for RUB=X, currently valued at 1.15, compared to the broader market2.004.006.008.0010.001.151.39
The chart of Calmar ratio for RUB=X, currently valued at 0.32, compared to the broader market0.0020.0040.0060.0080.000.323.09
The chart of Martin ratio for RUB=X, currently valued at 2.87, compared to the broader market0.00100.00200.00300.00400.00500.00600.002.8713.49
RUB=X
^GSPC

The current USD/RUB Sharpe ratio is 0.67. 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 USD/RUB 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.67
1.89
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%JulyAugustSeptemberOctoberNovemberDecember
-25.88%
-10.00%
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 25.88%.


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 11.19%, 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%JulyAugustSeptemberOctoberNovemberDecember
11.19%
12.13%
RUB=X (USD/RUB)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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