PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
AUDUSD=X vs. GBPUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AUDUSD=X and GBPUSD=X is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

AUDUSD=X vs. GBPUSD=X

Last updated Jun 1, 2025

Compare and contrast key facts about AUD/USD (AUDUSD=X) and GBP/USD (GBPUSD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUDUSD=X or GBPUSD=X.

Performance

AUDUSD=X vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AUD/USD (AUDUSD=X) and GBP/USD (GBPUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AUDUSD=X:

-0.29

GBPUSD=X:

0.75

Sortino Ratio

AUDUSD=X:

-0.31

GBPUSD=X:

1.20

Omega Ratio

AUDUSD=X:

0.96

GBPUSD=X:

1.14

Calmar Ratio

AUDUSD=X:

-0.05

GBPUSD=X:

0.11

Martin Ratio

AUDUSD=X:

-0.41

GBPUSD=X:

1.44

Ulcer Index

AUDUSD=X:

6.69%

GBPUSD=X:

4.14%

Daily Std Dev

AUDUSD=X:

10.08%

GBPUSD=X:

7.30%

Max Drawdown

AUDUSD=X:

-67.82%

GBPUSD=X:

-60.21%

Current Drawdown

AUDUSD=X:

-56.79%

GBPUSD=X:

-49.09%

Returns By Period

In the year-to-date period, AUDUSD=X achieves a 3.96% return, which is significantly lower than GBPUSD=X's 7.59% return. Over the past 10 years, AUDUSD=X has underperformed GBPUSD=X with an annualized return of -1.87%, while GBPUSD=X has yielded a comparatively higher -1.30% annualized return.

AUDUSD=X

YTD

3.96%

1M

0.75%

6M

-1.20%

1Y

-3.31%

3Y*

-3.57%

5Y*

-0.71%

10Y*

-1.87%

GBPUSD=X

YTD

7.59%

1M

1.35%

6M

5.68%

1Y

5.67%

3Y*

2.23%

5Y*

1.75%

10Y*

-1.30%

*Annualized

Compare stocks, funds, or ETFs

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

AUD/USD

GBP/USD

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AUDUSD=X vs. GBPUSD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AUDUSD=X
The Risk-Adjusted Performance Rank of AUDUSD=X is 3838
Overall Rank
The Sharpe Ratio Rank of AUDUSD=X is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AUDUSD=X is 4040
Sortino Ratio Rank
The Omega Ratio Rank of AUDUSD=X is 3939
Omega Ratio Rank
The Calmar Ratio Rank of AUDUSD=X is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AUDUSD=X is 3939
Martin Ratio Rank
GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 7777
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 7272
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 7575
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.

AUDUSD=X vs. GBPUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and GBP/USD (GBPUSD=X). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current AUDUSD=X Sharpe Ratio is -0.29, which is lower than the GBPUSD=X Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AUDUSD=X and GBPUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

AUDUSD=X vs. GBPUSD=X - Drawdown Comparison

The maximum AUDUSD=X drawdown since its inception was -67.82%, which is greater than GBPUSD=X's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and GBPUSD=X.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AUDUSD=X vs. GBPUSD=X - Volatility Comparison

AUD/USD (AUDUSD=X) has a higher volatility of 2.93% compared to GBP/USD (GBPUSD=X) at 2.01%. This indicates that AUDUSD=X's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...