EUR=X vs. GBP=X
Compare and contrast key facts about USD/EUR (EUR=X) and USD/GBP (GBP=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUR=X or GBP=X.
Key characteristics
| EUR=X | GBP=X | |
|---|---|---|
| YTD Return | 3.98% | -0.04% |
| 1Y Return | 0.79% | -4.00% |
| 3Y Return (Ann) | 2.30% | 1.27% |
| 5Y Return (Ann) | 0.70% | 0.14% |
| 10Y Return (Ann) | 1.58% | 1.75% |
| Sharpe Ratio | 0.51 | -0.24 |
| Sortino Ratio | 0.83 | -0.32 |
| Omega Ratio | 1.10 | 0.96 |
| Calmar Ratio | 0.10 | -0.07 |
| Martin Ratio | 1.12 | -0.34 |
| Ulcer Index | 2.39% | 3.97% |
| Daily Std Dev | 5.60% | 5.87% |
| Max Drawdown | -48.28% | -34.89% |
| Current Drawdown | -22.07% | -15.78% |
Correlation
The correlation between EUR=X and GBP=X is 0.00, 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
EUR=X vs. GBP=X - Performance Comparison
In the year-to-date period, EUR=X achieves a 3.98% return, which is significantly higher than GBP=X's -0.04% return. Over the past 10 years, EUR=X has underperformed GBP=X with an annualized return of 1.58%, 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
EUR=X vs. GBP=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=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
EUR=X vs. GBP=X - Drawdown Comparison
The maximum EUR=X drawdown since its inception was -48.28%, 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 EUR=X and GBP=X. For additional features, visit the drawdowns tool.
Volatility
EUR=X vs. GBP=X - Volatility Comparison
The current volatility for USD/EUR (EUR=X) is 0.13%, while USD/GBP (GBP=X) has a volatility of 3.65%. This indicates that EUR=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.