AUDUSD=X vs. GBPUSD=X
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.
Correlation
The correlation between AUDUSD=X and GBPUSD=X is 0.08, 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.
Performance
AUDUSD=X vs. GBPUSD=X - Performance Comparison
Key characteristics
AUDUSD=X:
-0.49
GBPUSD=X:
0.73
AUDUSD=X:
-0.61
GBPUSD=X:
1.11
AUDUSD=X:
0.92
GBPUSD=X:
1.13
AUDUSD=X:
-0.08
GBPUSD=X:
0.13
AUDUSD=X:
-0.68
GBPUSD=X:
1.24
AUDUSD=X:
6.94%
GBPUSD=X:
4.34%
AUDUSD=X:
9.25%
GBPUSD=X:
7.13%
AUDUSD=X:
-67.80%
GBPUSD=X:
-49.30%
AUDUSD=X:
-56.86%
GBPUSD=X:
-36.29%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a 3.77% return, which is significantly lower than GBPUSD=X's 7.30% return. Over the past 10 years, AUDUSD=X has underperformed GBPUSD=X with an annualized return of -1.88%, while GBPUSD=X has yielded a comparatively higher -1.15% annualized return.
AUDUSD=X
3.77%
2.12%
-2.48%
-1.58%
-0.38%
-1.88%
GBPUSD=X
7.30%
3.76%
3.51%
7.50%
1.43%
-1.15%
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Risk-Adjusted Performance
AUDUSD=X vs. GBPUSD=X — Risk-Adjusted Performance Rank
AUDUSD=X
GBPUSD=X
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.
Drawdowns
AUDUSD=X vs. GBPUSD=X - Drawdown Comparison
The maximum AUDUSD=X drawdown since its inception was -67.80%, which is greater than GBPUSD=X's maximum drawdown of -49.30%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and GBPUSD=X. For additional features, visit the drawdowns tool.
Volatility
AUDUSD=X vs. GBPUSD=X - Volatility Comparison
AUD/USD (AUDUSD=X) has a higher volatility of 3.94% compared to GBP/USD (GBPUSD=X) at 2.51%. 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.