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

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in RUB/USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-61.09%
339.35%
RUBUSD=X (RUB/USD)
Benchmark (^GSPC)

Returns By Period

RUB/USD had a return of 37.50% year-to-date (YTD) and 11.01% in the last 12 months. Over the past 10 years, RUB/USD had an annualized return of -4.41%, while the S&P 500 had an annualized return of 10.27%, indicating that RUB/USD did not perform as well as the benchmark.


RUBUSD=X

YTD

37.50%

1M

2.54%

6M

17.48%

1Y

11.01%

5Y*

-2.10%

10Y*

-4.41%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202514.77%10.89%8.04%-0.00%37.50%
2024-0.89%-1.80%-0.92%-0.93%3.74%5.41%-0.85%-5.17%-1.82%-4.63%-8.74%-6.38%-21.43%
20234.41%-6.34%-3.76%-3.13%-0.81%-7.32%-4.39%-4.59%-1.92%4.90%3.74%0.90%-17.65%
2022-3.73%-26.36%28.42%12.30%16.79%13.75%-11.54%2.48%0.61%-3.01%1.24%-16.56%1.49%
2021-2.22%2.27%-2.22%0.76%2.26%0.74%-0.00%-0.73%1.47%2.17%-4.26%-0.74%-0.74%
2020-3.70%-3.85%-15.33%5.51%6.72%-1.40%-4.96%0.75%-4.44%-2.33%3.97%3.05%-16.67%
20196.99%-0.65%-0.00%1.97%-1.29%3.27%-0.63%-4.46%2.67%1.30%-0.64%4.52%13.29%
20182.89%-0.00%-1.69%-9.14%0.63%-0.63%0.63%-7.50%2.70%0.00%-1.97%-4.03%-17.34%
20171.84%3.01%4.09%-1.12%0.57%-3.95%-1.76%2.99%1.16%-1.72%0.00%1.17%6.13%
2016-2.92%0.00%12.03%4.03%-3.23%4.67%-3.18%0.66%3.92%-0.63%-1.27%4.49%18.98%
2015-15.70%12.41%5.52%12.21%-1.04%-5.24%-10.50%-3.09%-2.55%1.96%-3.21%-9.27%-20.35%
2014-6.58%-2.46%2.89%-1.40%1.78%2.80%-4.76%-3.57%-6.30%-7.91%-15.02%-13.13%-43.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RUBUSD=X is 63, 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 RUBUSD=X is 6363
Overall Rank
The Sharpe Ratio Rank of RUBUSD=X is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RUBUSD=X is 6161
Sortino Ratio Rank
The Omega Ratio Rank of RUBUSD=X is 6161
Omega Ratio Rank
The Calmar Ratio Rank of RUBUSD=X is 7272
Calmar Ratio Rank
The Martin Ratio Rank of RUBUSD=X is 6161
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 RUB/USD (RUBUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for RUBUSD=X, currently valued at 0.44, compared to the broader market-1.000.001.002.00
RUBUSD=X: 0.44
^GSPC: 0.46
The chart of Sortino ratio for RUBUSD=X, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.00
RUBUSD=X: 0.79
^GSPC: 0.77
The chart of Omega ratio for RUBUSD=X, currently valued at 1.10, compared to the broader market1.001.502.002.50
RUBUSD=X: 1.10
^GSPC: 1.11
The chart of Calmar ratio for RUBUSD=X, currently valued at 0.15, compared to the broader market0.001.002.003.004.00
RUBUSD=X: 0.15
^GSPC: 0.47
The chart of Martin ratio for RUBUSD=X, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.0025.00
RUBUSD=X: 0.95
^GSPC: 1.94

The current RUB/USD Sharpe ratio is 0.44. 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 RUB/USD 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.46
RUBUSD=X (RUB/USD)
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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.03%
-10.07%
RUBUSD=X (RUB/USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the RUB/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 RUB/USD was 79.77%, occurring on Mar 7, 2022. The portfolio has not yet recovered.

The current RUB/USD drawdown is 65.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.77%Feb 29, 20122614Mar 7, 2022
-1.27%Jan 4, 20123Jan 6, 20122Jan 10, 20125
-1.19%Feb 10, 20121Feb 10, 20127Feb 21, 20128
-0.95%Jan 13, 20121Jan 13, 20123Jan 18, 20124
-0.9%Jan 30, 20121Jan 30, 20122Feb 1, 20123

Volatility

Volatility Chart

The current RUB/USD volatility is 6.58%, 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%14.00%NovemberDecember2025FebruaryMarchApril
6.58%
14.23%
RUBUSD=X (RUB/USD)
Benchmark (^GSPC)