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BA.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BA.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BAE Systems plc (BA.L) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BA.L is traded in GBp, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BA.L achieves a 12.71% return, which is significantly higher than USD=X's 0.22% return. Over the past 10 years, BA.L has outperformed USD=X with an annualized return of 18.87%, while USD=X has yielded a comparatively lower 0.67% annualized return.


BA.L

1D
-1.62%
1M
3.27%
YTD
12.71%
6M
13.60%
1Y
0.36%
3Y*
28.80%
5Y*
32.37%
10Y*
18.87%

USD=X

1D
0.00%
1M
-0.90%
YTD
0.22%
6M
-0.63%
1Y
0.95%
3Y*
-1.55%
5Y*
0.80%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BA.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BA.L
BAE Systems plc
12.71%52.12%5.88%33.31%60.92%17.57%-9.28%28.43%-16.75%0.30%
USD=X
USD Cash
0.22%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between BA.L and USD=X is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.01

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Return for Risk

BA.L vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BA.L
BA.L Risk / Return Rank: 4444
Overall Rank
BA.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BA.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
BA.L Omega Ratio Rank: 4040
Omega Ratio Rank
BA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
BA.L Martin Ratio Rank: 4646
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BA.L vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) and USD Cash (USD=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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BA.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.04

1.02

+0.02

Calmar ratioReturn relative to maximum drawdown

0.15

0.14

+0.01

Martin ratioReturn relative to average drawdown

0.33

0.31

+0.01

BA.L vs. USD=X - Sharpe Ratio Comparison

The current BA.L Sharpe Ratio is 0.11, which is comparable to the USD=X Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BA.L and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BA.L vs. USD=X - Drawdown Comparison

The maximum BA.L drawdown since its inception was -43.67%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for BA.L and USD=X.


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Drawdown Indicators


BA.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-43.67%

-22.85%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-21.30%

-5.98%

-15.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.30%

-12.79%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-22.85%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-37.80%

-22.85%

-14.95%

Current Drawdown

Current decline from peak

-17.12%

-20.53%

+3.41%

Average Drawdown

Average peak-to-trough decline

-12.74%

-11.09%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

2.97%

+6.87%

Volatility

BA.L vs. USD=X - Volatility Comparison

BAE Systems plc (BA.L) has a higher volatility of 8.48% compared to USD Cash (USD=X) at 1.44%. This indicates that BA.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BA.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

1.44%

+7.04%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

5.22%

+18.21%

Volatility (1Y)

Calculated over the trailing 1-year period

29.85%

5.74%

+24.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

7.12%

+18.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

7.90%

+17.17%

Frequently Asked Questions


BA.L and USD=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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