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CHFUSD=X vs. GBP=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CHFUSD=X vs. GBP=X

Last updated May 11, 2025

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.

Correlation

The correlation between CHFUSD=X and GBP=X is 0.07, 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.

Performance

CHFUSD=X vs. GBP=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and USD/GBP (GBP=X). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHFUSD=X:

0.85

GBP=X:

-0.64

Sortino Ratio

CHFUSD=X:

1.59

GBP=X:

-0.67

Omega Ratio

CHFUSD=X:

1.19

GBP=X:

0.92

Calmar Ratio

CHFUSD=X:

0.38

GBP=X:

-0.18

Martin Ratio

CHFUSD=X:

1.83

GBP=X:

-0.90

Ulcer Index

CHFUSD=X:

4.45%

GBP=X:

4.00%

Daily Std Dev

CHFUSD=X:

8.55%

GBP=X:

6.58%

Max Drawdown

CHFUSD=X:

-38.65%

GBP=X:

-34.89%

Current Drawdown

CHFUSD=X:

-13.10%

GBP=X:

-18.94%

Returns By Period

In the year-to-date period, CHFUSD=X achieves a 9.07% return, which is significantly higher than GBP=X's -5.18% return. Over the past 10 years, CHFUSD=X has underperformed GBP=X with an annualized return of 0.93%, while GBP=X has yielded a comparatively higher 1.44% annualized return.

CHFUSD=X

YTD

9.07%

1M

-0.98%

6M

5.26%

1Y

8.97%

5Y*

2.96%

10Y*

0.93%

GBP=X

YTD

-5.18%

1M

-3.09%

6M

-1.91%

1Y

-5.36%

5Y*

-1.11%

10Y*

1.44%

*Annualized

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Risk-Adjusted Performance

CHFUSD=X vs. GBP=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHFUSD=X
The Risk-Adjusted Performance Rank of CHFUSD=X is 8686
Overall Rank
The Sharpe Ratio Rank of CHFUSD=X is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CHFUSD=X is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CHFUSD=X is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CHFUSD=X is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CHFUSD=X is 8080
Martin Ratio Rank
GBP=X
The Risk-Adjusted Performance Rank of GBP=X is 2121
Overall Rank
The Sharpe Ratio Rank of GBP=X is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GBP=X is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GBP=X is 2424
Omega Ratio Rank
The Calmar Ratio Rank of GBP=X is 2222
Calmar Ratio Rank
The Martin Ratio Rank of GBP=X is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current CHFUSD=X Sharpe Ratio is 0.85, which is higher than the GBP=X Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of CHFUSD=X and GBP=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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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.

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Volatility

CHFUSD=X vs. GBP=X - Volatility Comparison

USD/CHF (CHFUSD=X) has a higher volatility of 3.44% compared to USD/GBP (GBP=X) at 2.26%. This indicates that CHFUSD=X'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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