BME.L vs. GBP=X
BME.L (B&M European Value Retail SA) is a stock, while GBP=X (USD/GBP) is a currency. Over the past 10 years, BME.L returned 2.22%/yr vs 0.87%/yr for GBP=X. At a correlation of -0.06, they often move in opposite directions.
Performance
BME.L vs. GBP=X - Performance Comparison
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Different Trading Currencies
BME.L is traded in GBp, while GBP=X is traded in GBP. To make them comparable, the GBP=X values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BME.L achieves a 23.34% return, which is significantly higher than GBP=X's 1.01% return. Over the past 10 years, BME.L has outperformed GBP=X with an annualized return of 2.22%, while GBP=X has yielded a comparatively lower 0.87% annualized return.
BME.L
- 1D
- 6.55%
- 1M
- 19.38%
- YTD
- 23.34%
- 6M
- 24.86%
- 1Y
- -21.90%
- 3Y*
- -21.75%
- 5Y*
- -11.06%
- 10Y*
- 2.22%
GBP=X
- 1D
- 0.63%
- 1M
- 1.90%
- YTD
- 1.01%
- 6M
- -0.07%
- 1Y
- 1.75%
- 3Y*
- -2.35%
- 5Y*
- 1.20%
- 10Y*
- 0.87%
BME.L vs. GBP=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BME.L B&M European Value Retail SA | 23.34% | -48.93% | -29.37% | 46.22% | -32.26% | 36.96% | 36.07% | 48.71% | -32.24% | 55.09% |
GBP=X USD/GBP | 1.01% | -7.12% | 1.75% | -5.00% | 11.89% | 0.95% | -2.94% | -3.80% | 5.93% | -8.65% |
Correlation
The correlation between BME.L and GBP=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 | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014 | -0.06 |
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Return for Risk
BME.L vs. GBP=X — Risk / Return Rank
BME.L
GBP=X
BME.L vs. GBP=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for B&M European Value Retail SA (BME.L) and USD/GBP (GBP=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.
| BME.L | GBP=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.04 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.24 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.68 | 0.53 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BME.L | GBP=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.23 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.13 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.09 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.22 | -0.14 |
Drawdowns
BME.L vs. GBP=X - Drawdown Comparison
The maximum BME.L drawdown since its inception was -70.05%, which is greater than GBP=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for BME.L and GBP=X.
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Drawdown Indicators
| BME.L | GBP=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.05% | -22.85% | -47.20% |
Max Drawdown (1Y)Largest decline over 1 year | -45.55% | -5.98% | -39.57% |
Max Drawdown (3Y)Largest decline over 3 years | -70.05% | -12.79% | -57.26% |
Max Drawdown (5Y)Largest decline over 5 years | -70.05% | -22.85% | -47.20% |
Max Drawdown (10Y)Largest decline over 10 years | -70.05% | -22.85% | -47.20% |
Current DrawdownCurrent decline from peak | -59.30% | -19.91% | -39.39% |
Average DrawdownAverage peak-to-trough decline | -17.83% | -11.18% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.39% | 2.73% | +29.66% |
Volatility
BME.L vs. GBP=X - Volatility Comparison
B&M European Value Retail SA (BME.L) has a higher volatility of 17.69% compared to USD/GBP (GBP=X) at 1.73%. This indicates that BME.L's price experiences larger fluctuations and is considered to be riskier than GBP=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BME.L | GBP=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.69% | 1.73% | +15.96% |
Volatility (6M)Calculated over the trailing 6-month period | 31.39% | 5.01% | +26.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.69% | 6.23% | +42.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.34% | 8.23% | +26.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.03% | 9.26% | +21.77% |
Frequently Asked Questions
BME.L and GBP=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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