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

EUR=X vs. GBP=X

Last updated May 12, 2025

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.

Correlation

The correlation between EUR=X and GBP=X is 0.10, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/EUR (EUR=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

EUR=X:

-0.52

GBP=X:

-0.75

Sortino Ratio

EUR=X:

-0.53

GBP=X:

-0.82

Omega Ratio

EUR=X:

0.93

GBP=X:

0.91

Calmar Ratio

EUR=X:

-0.08

GBP=X:

-0.22

Martin Ratio

EUR=X:

-0.87

GBP=X:

-1.15

Ulcer Index

EUR=X:

3.95%

GBP=X:

3.88%

Daily Std Dev

EUR=X:

7.66%

GBP=X:

7.35%

Max Drawdown

EUR=X:

-59.71%

GBP=X:

-34.89%

Current Drawdown

EUR=X:

-42.64%

GBP=X:

-19.28%

Returns By Period

In the year-to-date period, EUR=X achieves a -7.84% return, which is significantly lower than GBP=X's -5.57% return. Over the past 10 years, EUR=X has underperformed GBP=X with an annualized return of 0.15%, while GBP=X has yielded a comparatively higher 1.65% annualized return.

EUR=X

YTD

-7.84%

1M

1.12%

6M

-4.59%

1Y

-4.11%

5Y*

-0.67%

10Y*

0.15%

GBP=X

YTD

-5.57%

1M

-2.23%

6M

-2.31%

1Y

-5.75%

5Y*

-1.43%

10Y*

1.65%

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUR=X
The Risk-Adjusted Performance Rank of EUR=X is 3030
Overall Rank
The Sharpe Ratio Rank of EUR=X is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EUR=X is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EUR=X is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EUR=X is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EUR=X is 2828
Martin Ratio Rank
GBP=X
The Risk-Adjusted Performance Rank of GBP=X is 1414
Overall Rank
The Sharpe Ratio Rank of GBP=X is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of GBP=X is 1212
Sortino Ratio Rank
The Omega Ratio Rank of GBP=X is 2020
Omega Ratio Rank
The Calmar Ratio Rank of GBP=X is 1616
Calmar Ratio Rank
The Martin Ratio Rank of GBP=X is 1515
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.

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.

The current EUR=X Sharpe Ratio is -0.52, which is higher than the GBP=X Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of EUR=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

EUR=X vs. GBP=X - Drawdown Comparison

The maximum EUR=X drawdown since its inception was -59.71%, 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.

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Volatility

EUR=X vs. GBP=X - Volatility Comparison

USD/EUR (EUR=X) has a higher volatility of 2.63% compared to USD/GBP (GBP=X) at 2.32%. This indicates that EUR=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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