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.
Performance
EUR=X vs. GBP=X - Performance Comparison
Returns By Period
In the year-to-date period, EUR=X achieves a 5.44% return, which is significantly higher than GBP=X's 1.31% return. Over the past 10 years, EUR=X has underperformed GBP=X with an annualized return of 1.65%, while GBP=X has yielded a comparatively higher 1.83% annualized return.
EUR=X
5.44%
3.17%
3.32%
4.03%
0.96%
1.65%
GBP=X
1.31%
3.30%
1.22%
-0.19%
0.44%
1.83%
Key characteristics
| EUR=X | GBP=X | |
|---|---|---|
| Sharpe Ratio | 0.66 | 0.15 |
| Sortino Ratio | 1.06 | 0.27 |
| Omega Ratio | 1.13 | 1.03 |
| Calmar Ratio | 0.13 | 0.04 |
| Martin Ratio | 1.47 | 0.21 |
| Ulcer Index | 2.39% | 3.99% |
| Daily Std Dev | 5.46% | 5.70% |
| Max Drawdown | -48.28% | -34.89% |
| Current Drawdown | -20.98% | -14.64% |
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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.
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 3.72%. 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.