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.
Key characteristics
| CHFUSD=X | GBP=X | |
|---|---|---|
| YTD Return | -0.61% | -4.23% |
| 1Y Return | 6.10% | -6.78% |
| 3Y Return (Ann) | 2.88% | 0.72% |
| 5Y Return (Ann) | 3.02% | -1.01% |
| 10Y Return (Ann) | 1.00% | 1.75% |
| Sharpe Ratio | 0.95 | -0.75 |
| Daily Std Dev | 6.66% | 5.86% |
| Max Drawdown | -38.65% | -34.89% |
| Current Drawdown | -14.65% | -19.31% |
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.
Performance
CHFUSD=X vs. GBP=X - Performance Comparison
In the year-to-date period, CHFUSD=X achieves a -0.61% return, which is significantly higher than GBP=X's -4.23% return. Over the past 10 years, CHFUSD=X has underperformed GBP=X with an annualized return of 1.00%, while GBP=X has yielded a comparatively higher 1.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
USD/CHF (CHFUSD=X) has a higher volatility of 1.35% compared to USD/GBP (GBP=X) at 1.06%. 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.