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CHFUSD=X vs. GBP=X
Performance
Return for Risk
Drawdowns
Volatility

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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Different Trading Currencies

CHFUSD=X is traded in USD, while GBP=X is traded in GBP. To make them comparable, the GBP=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHFUSD=X achieves a 0.20% return, which is significantly higher than GBP=X's 0.13% return.


CHFUSD=X

1D
-0.63%
1M
-0.86%
YTD
0.20%
6M
1.09%
1Y
4.29%
3Y*
4.74%
5Y*
2.60%
10Y*
2.13%

GBP=X

1D
-0.00%
1M
0.02%
YTD
0.13%
6M
0.01%
1Y
0.03%
3Y*
0.01%
5Y*
0.01%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHFUSD=X vs. GBP=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHFUSD=X
USD/CHF
0.20%14.56%-7.30%9.83%-1.34%-2.97%9.43%1.71%-1.05%4.56%
GBP=X
USD/GBP
0.13%-0.12%0.05%0.01%-0.07%0.03%0.04%0.06%-0.07%0.05%

Correlation

The correlation between CHFUSD=X and GBP=X is -0.00, 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

-0.00

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

0.02

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

-0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.02

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Return for Risk

CHFUSD=X vs. GBP=X — Risk / Return Rank

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

CHFUSD=X
CHFUSD=X Risk / Return Rank: 7070
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 7171
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6868
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 7272
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 7171
Martin Ratio Rank

GBP=X
GBP=X Risk / Return Rank: 5353
Overall Rank
GBP=X Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5252
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5252
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5353
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5353
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.

CHFUSD=X vs. GBP=X - Risk-Adjusted Trends 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.


CHFUSD=XGBP=XDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.02

+0.47

Sortino ratio

Return per unit of downside risk

0.80

0.04

+0.76

Omega ratio

Gain probability vs. loss probability

1.09

1.01

+0.09

Calmar ratio

Return relative to maximum drawdown

0.70

0.04

+0.65

Martin ratio

Return relative to average drawdown

1.67

0.08

+1.58

CHFUSD=X vs. GBP=X - Sharpe Ratio Comparison

The current CHFUSD=X Sharpe Ratio is 0.49, which is higher than the GBP=X Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CHFUSD=X 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


CHFUSD=XGBP=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.02

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.01

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.00

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.00

+0.20

Drawdowns

CHFUSD=X vs. GBP=X - Drawdown Comparison

The maximum CHFUSD=X drawdown since its inception was -29.99%, which is greater than GBP=X's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and GBP=X.


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Drawdown Indicators


CHFUSD=XGBP=XDifference

Max Drawdown

Largest peak-to-trough decline

-29.99%

-3.56%

-26.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-0.54%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-8.69%

-0.81%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-11.70%

-0.81%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-13.35%

-1.88%

-11.47%

Current Drawdown

Current decline from peak

-8.80%

-1.56%

-7.24%

Average Drawdown

Average peak-to-trough decline

-18.63%

-1.14%

-17.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

0.28%

+1.92%

Volatility

CHFUSD=X vs. GBP=X - Volatility Comparison

USD/CHF (CHFUSD=X) has a higher volatility of 1.54% compared to USD/GBP (GBP=X) at 0.16%. 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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Volatility by Period


CHFUSD=XGBP=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.16%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

0.59%

+5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

0.97%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

0.84%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

1.36%

+6.00%

Frequently Asked Questions


CHFUSD=X and GBP=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHFUSD=X has higher volatility (1.54%) compared to GBP=X (0.16%). In terms of maximum drawdown, CHFUSD=X dropped -29.99% vs GBP=X's -3.56%.

CHFUSD=X currently has the higher Sharpe Ratio (0.49 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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