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BME.L vs. GBP=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BME.L vs. GBP=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in B&M European Value Retail SA (BME.L) and USD/GBP (GBP=X). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BME.L vs. GBP=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

BME.L
BME.L Risk / Return Rank: 2424
Overall Rank
BME.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BME.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BME.L Omega Ratio Rank: 2222
Omega Ratio Rank
BME.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
BME.L Martin Ratio Rank: 2929
Martin Ratio Rank

GBP=X
GBP=X Risk / Return Rank: 5858
Overall Rank
GBP=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5858
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5959
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5858
Martin Ratio Rank
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.

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.LGBP=XDifference
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

BME.L vs. GBP=X - Sharpe Ratio Comparison

The current BME.L Sharpe Ratio is -0.48, which is lower than the GBP=X Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of BME.L and GBP=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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Sharpe Ratios by Period


BME.LGBP=XDifference

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.LGBP=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-59.30%

-19.91%

-39.39%

Average Drawdown

Average peak-to-trough decline

-17.83%

-11.18%

-6.65%

Ulcer Index

Depth 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.LGBP=XDifference

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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