GBP=X vs. EUR=X
Compare and contrast key facts about USD/GBP (GBP=X) and USD/EUR (EUR=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBP=X or EUR=X.
Performance
GBP=X vs. EUR=X - Performance Comparison
Returns By Period
In the year-to-date period, GBP=X achieves a 1.17% return, which is significantly lower than EUR=X's 5.93% return. Over the past 10 years, GBP=X has outperformed EUR=X with an annualized return of 1.85%, while EUR=X has yielded a comparatively lower 1.72% annualized return.
GBP=X
1.17%
2.61%
0.86%
-0.75%
0.42%
1.85%
EUR=X
5.93%
3.48%
4.11%
4.67%
1.05%
1.72%
Key characteristics
| GBP=X | EUR=X | |
|---|---|---|
| Sharpe Ratio | 0.12 | 0.75 |
| Sortino Ratio | 0.23 | 1.20 |
| Omega Ratio | 1.03 | 1.14 |
| Calmar Ratio | 0.03 | 0.15 |
| Martin Ratio | 0.17 | 1.67 |
| Ulcer Index | 3.99% | 2.39% |
| Daily Std Dev | 5.69% | 5.48% |
| Max Drawdown | -34.89% | -48.28% |
| Current Drawdown | -14.76% | -20.61% |
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Correlation
The correlation between GBP=X and EUR=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
GBP=X vs. EUR=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/GBP (GBP=X) and USD/EUR (EUR=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
GBP=X vs. EUR=X - Drawdown Comparison
The maximum GBP=X drawdown since its inception was -34.89%, smaller than the maximum EUR=X drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for GBP=X and EUR=X. For additional features, visit the drawdowns tool.
Volatility
GBP=X vs. EUR=X - Volatility Comparison
USD/GBP (GBP=X) has a higher volatility of 3.69% compared to USD/EUR (EUR=X) at 0.13%. This indicates that GBP=X's price experiences larger fluctuations and is considered to be riskier than EUR=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.