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EURUSD=X vs. GBPUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EURUSD=X and GBPUSD=X is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

EURUSD=X vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EUR/USD (EURUSD=X) and GBP/USD (GBPUSD=X). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-3.62%
-19.04%
EURUSD=X
GBPUSD=X

Key characteristics

Sharpe Ratio

EURUSD=X:

0.80

GBPUSD=X:

0.73

Sortino Ratio

EURUSD=X:

1.31

GBPUSD=X:

1.11

Omega Ratio

EURUSD=X:

1.13

GBPUSD=X:

1.13

Calmar Ratio

EURUSD=X:

0.04

GBPUSD=X:

0.13

Martin Ratio

EURUSD=X:

1.73

GBPUSD=X:

1.24

Ulcer Index

EURUSD=X:

4.22%

GBPUSD=X:

4.34%

Daily Std Dev

EURUSD=X:

7.41%

GBPUSD=X:

7.13%

Max Drawdown

EURUSD=X:

-39.99%

GBPUSD=X:

-49.30%

Current Drawdown

EURUSD=X:

-28.70%

GBPUSD=X:

-36.29%

Returns By Period

In the year-to-date period, EURUSD=X achieves a 10.10% return, which is significantly higher than GBPUSD=X's 7.30% return. Over the past 10 years, EURUSD=X has outperformed GBPUSD=X with an annualized return of 0.24%, while GBPUSD=X has yielded a comparatively lower -1.15% annualized return.


EURUSD=X

YTD

10.10%

1M

5.28%

6M

5.43%

1Y

6.60%

5Y*

1.32%

10Y*

0.24%

GBPUSD=X

YTD

7.30%

1M

3.76%

6M

3.51%

1Y

7.50%

5Y*

1.43%

10Y*

-1.15%

*Annualized

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Risk-Adjusted Performance

EURUSD=X vs. GBPUSD=X — Risk-Adjusted Performance Rank

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

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 7070
Overall Rank
The Sharpe Ratio Rank of EURUSD=X is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EURUSD=X is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EURUSD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7676
Martin Ratio Rank

GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 7171
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 7272
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 7272
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6969
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6969
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.

EURUSD=X vs. GBPUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) and GBP/USD (GBPUSD=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 chart of Sharpe ratio for EURUSD=X, currently valued at 0.77, compared to the broader market-1.000.001.002.00
EURUSD=X: 0.77
GBPUSD=X: 0.87
The chart of Sortino ratio for EURUSD=X, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.00
EURUSD=X: 1.26
GBPUSD=X: 1.29
The chart of Omega ratio for EURUSD=X, currently valued at 1.12, compared to the broader market1.001.502.002.50
EURUSD=X: 1.12
GBPUSD=X: 1.13
The chart of Calmar ratio for EURUSD=X, currently valued at 0.03, compared to the broader market0.001.002.003.004.00
EURUSD=X: 0.03
GBPUSD=X: 0.03
The chart of Martin ratio for EURUSD=X, currently valued at 1.62, compared to the broader market0.005.0010.0015.0020.0025.00
EURUSD=X: 1.62
GBPUSD=X: 1.75

The current EURUSD=X Sharpe Ratio is 0.80, which is comparable to the GBPUSD=X Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EURUSD=X and GBPUSD=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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.77
0.87
EURUSD=X
GBPUSD=X

Drawdowns

EURUSD=X vs. GBPUSD=X - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -39.99%, smaller than the maximum GBPUSD=X drawdown of -49.30%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and GBPUSD=X. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-28.70%
-36.29%
EURUSD=X
GBPUSD=X

Volatility

EURUSD=X vs. GBPUSD=X - Volatility Comparison

EUR/USD (EURUSD=X) has a higher volatility of 4.00% compared to GBP/USD (GBPUSD=X) at 3.20%. This indicates that EURUSD=X's price experiences larger fluctuations and is considered to be riskier than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
4.00%
3.20%
EURUSD=X
GBPUSD=X