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

Correlation

The correlation between GBP=X and USD=X is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.00.0

Performance

GBP=X vs. USD=X - Performance Comparison

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

-0.50%0.00%0.50%1.00%1.50%JulyAugustSeptemberOctoberNovemberDecember
0.45%
0
GBP=X
USD=X

Key characteristics

Ulcer Index

GBP=X:

4.06%

USD=X:

0.00%

Daily Std Dev

GBP=X:

5.59%

USD=X:

0.00%

Max Drawdown

GBP=X:

-34.89%

USD=X:

0.00%

Current Drawdown

GBP=X:

-14.94%

USD=X:

0.00%

Returns By Period


GBP=X

YTD

0.95%

1M

0.05%

6M

0.76%

1Y

0.32%

5Y*

0.50%

10Y*

1.81%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

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Risk-Adjusted Performance

GBP=X vs. USD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/GBP (GBP=X) and USD Cash (USD=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.


Sharpe ratio
The chart of Sharpe ratio for GBP=X, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.000.05
The chart of Sortino ratio for GBP=X, currently valued at 0.13, compared to the broader market0.0010.0020.0030.0040.000.13
The chart of Omega ratio for GBP=X, currently valued at 1.02, compared to the broader market2.004.006.008.0010.001.02
The chart of Calmar ratio for GBP=X, currently valued at 0.09, compared to the broader market0.0020.0040.0060.0080.000.09
The chart of Martin ratio for GBP=X, currently valued at 0.44, compared to the broader market0.00100.00200.00300.00400.00500.00600.000.44
GBP=X
USD=X


Rolling 12-month Sharpe Ratio-0.20-0.100.000.100.20JulyAugustSeptemberOctoberNovemberDecember
0.05
GBP=X
USD=X

Drawdowns

GBP=X vs. USD=X - Drawdown Comparison

The maximum GBP=X drawdown since its inception was -34.89%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GBP=X and USD=X. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.09%
0
GBP=X
USD=X

Volatility

GBP=X vs. USD=X - Volatility Comparison

USD/GBP (GBP=X) has a higher volatility of 2.50% compared to USD Cash (USD=X) at 0.00%. This indicates that GBP=X's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.50%
0
GBP=X
USD=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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