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

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
RUBUSD=X vs. SBERP.ME RUBUSD=X vs. IMOEX RUBUSD=X vs. GC=F RUBUSD=X vs. ETH-USD RUBUSD=X vs. BTC-USD RUBUSD=X vs. LTC
Popular comparisons:
RUBUSD=X vs. SBERP.ME RUBUSD=X vs. IMOEX RUBUSD=X vs. GC=F RUBUSD=X vs. ETH-USD RUBUSD=X vs. BTC-USD RUBUSD=X vs. LTC

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.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.65%
6.72%
RUBUSD=X (RUB/USD)
Benchmark (^GSPC)

Returns By Period

RUB/USD had a return of 28.41% year-to-date (YTD) and 4.63% in the last 12 months. Over the past 10 years, RUB/USD had an annualized return of -3.19%, while the S&P 500 had an annualized return of 11.04%, indicating that RUB/USD did not perform as well as the benchmark.


RUBUSD=X

YTD

28.41%

1M

11.88%

6M

3.67%

1Y

4.63%

5Y*

-6.04%

10Y*

-3.19%

^GSPC (Benchmark)

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*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%28.41%
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 55, 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 5555
Overall Rank
The Sharpe Ratio Rank of RUBUSD=X is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RUBUSD=X is 5858
Sortino Ratio Rank
The Omega Ratio Rank of RUBUSD=X is 6161
Omega Ratio Rank
The Calmar Ratio Rank of RUBUSD=X is 5454
Calmar Ratio Rank
The Martin Ratio Rank of RUBUSD=X is 5151
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.


Sharpe ratio
The chart of Sharpe ratio for RUBUSD=X, currently valued at 0.12, compared to the broader market0.002.004.006.008.000.121.62
The chart of Sortino ratio for RUBUSD=X, currently valued at 0.33, compared to the broader market0.0010.0020.0030.000.332.20
The chart of Omega ratio for RUBUSD=X, currently valued at 1.05, compared to the broader market2.004.006.008.001.051.30
The chart of Calmar ratio for RUBUSD=X, currently valued at 0.04, compared to the broader market0.0020.0040.0060.000.042.46
The chart of Martin ratio for RUBUSD=X, currently valued at 0.24, compared to the broader market0.00100.00200.00300.00400.00500.000.2410.01
RUBUSD=X
^GSPC

The current RUB/USD Sharpe ratio is 0.12. 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.12
1.62
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%SeptemberOctoberNovemberDecember2025February
-67.34%
-2.13%
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 67.34%.


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 7.98%, 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%SeptemberOctoberNovemberDecember2025February
7.98%
3.43%
RUBUSD=X (RUB/USD)
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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