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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 27.35% return, which is significantly higher than GBP=X's 0.66% return. Over the past 10 years, BME.L has outperformed GBP=X with an annualized return of 3.69%, while GBP=X has yielded a comparatively lower -0.21% annualized return.


BME.L

1D
3.48%
1M
11.38%
6M
28.88%
YTD
27.35%
1Y
-8.61%
3Y*
-23.04%
5Y*
-12.24%
10Y*
3.69%
ALL TIME*
2.47%

GBP=X

1D
0.30%
1M
-1.32%
6M
0.43%
YTD
0.66%
1Y
0.80%
3Y*
-1.34%
5Y*
0.56%
10Y*
-0.21%
ALL TIME*
2.19%
*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
27.35%-49.21%-29.78%46.22%-32.26%36.12%40.39%48.71%-32.24%55.09%
GBP=X
USD/GBP
0.66%-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 0.02, 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

0.02

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

-0.03

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

-0.07

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

-0.05

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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: 3838
Overall Rank
BME.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BME.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
BME.L Omega Ratio Rank: 3636
Omega Ratio Rank
BME.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
BME.L Martin Ratio Rank: 4040
Martin Ratio Rank

GBP=X
GBP=X Risk / Return Rank: 5757
Overall Rank
GBP=X Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5757
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5757
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5757
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.

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.


BME.LGBP=XDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.01

1.02

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.21

0.11

-0.32

Martin ratioReturn relative to average drawdown

-0.31

0.23

-0.54

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

The current BME.L Sharpe Ratio is -0.18, which is lower than the GBP=X Sharpe Ratio of 0.10. 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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Drawdowns

BME.L vs. GBP=X - Drawdown Comparison

The maximum BME.L drawdown since its inception was -70.38%, 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

-70.38%

-22.85%

-47.53%

Max Drawdown (1Y)

Largest decline over 1 year

-40.72%

-5.98%

-34.74%

Max Drawdown (3Y)

Largest decline over 3 years

-70.38%

-12.79%

-57.59%

Max Drawdown (5Y)

Largest decline over 5 years

-70.38%

-22.85%

-47.53%

Max Drawdown (10Y)

Largest decline over 10 years

-70.38%

-22.85%

-47.53%

Current Drawdown

Current decline from peak

-58.45%

-20.18%

-38.27%

Average Drawdown

Average peak-to-trough decline

-18.70%

-11.31%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.00%

2.88%

+25.12%

Volatility

BME.L vs. GBP=X - Volatility Comparison

B&M European Value Retail SA (BME.L) has a higher volatility of 15.53% compared to USD/GBP (GBP=X) at 1.60%. 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

15.53%

1.60%

+13.93%

Volatility (6M)

Calculated over the trailing 6-month period

33.12%

4.75%

+28.37%

Volatility (1Y)

Calculated over the trailing 1-year period

46.80%

6.23%

+40.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.98%

8.20%

+26.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.81%

8.55%

+22.26%

Frequently Asked Questions


BME.L and GBP=X have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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