CHFUSD=X vs. GBP=X
Compare and contrast key facts about USD/CHF (CHFUSD=X) and USD/GBP (GBP=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or GBP=X.
Performance
CHFUSD=X vs. GBP=X - Performance Comparison
Returns By Period
In the year-to-date period, CHFUSD=X achieves a -5.85% return, which is significantly lower than GBP=X's 1.17% return. Over the past 10 years, CHFUSD=X has underperformed GBP=X with an annualized return of 0.72%, while GBP=X has yielded a comparatively higher 1.85% annualized return.
CHFUSD=X
-5.85%
-3.09%
2.32%
-1.09%
2.08%
0.72%
GBP=X
1.17%
2.61%
0.86%
-0.75%
0.42%
1.85%
Key characteristics
| CHFUSD=X | GBP=X | |
|---|---|---|
| Sharpe Ratio | -0.43 | 0.12 |
| Sortino Ratio | -0.56 | 0.23 |
| Omega Ratio | 0.93 | 1.03 |
| Calmar Ratio | -0.13 | 0.03 |
| Martin Ratio | -0.75 | 0.17 |
| Ulcer Index | 3.76% | 3.99% |
| Daily Std Dev | 6.62% | 5.69% |
| Max Drawdown | -38.65% | -34.89% |
| Current Drawdown | -19.15% | -14.76% |
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Correlation
The correlation between CHFUSD=X and GBP=X is 0.21, 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.
Risk-Adjusted Performance
CHFUSD=X vs. GBP=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) 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.
Drawdowns
CHFUSD=X vs. GBP=X - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, which is greater than GBP=X's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GBP=X. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. GBP=X - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 2.29%, while USD/GBP (GBP=X) has a volatility of 3.69%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than GBP=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.