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GBPUSD=X vs. AUDUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

GBPUSD=X vs. AUDUSD=X - Performance Comparison

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

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Returns By Period

In the year-to-date period, GBPUSD=X achieves a 0.07% return, which is significantly lower than AUDUSD=X's 7.56% return. Over the past 10 years, GBPUSD=X has underperformed AUDUSD=X with an annualized return of -0.75%, while AUDUSD=X has yielded a comparatively higher -0.25% annualized return.


GBPUSD=X

1D
0.08%
1M
-0.92%
YTD
0.07%
6M
1.94%
1Y
-0.57%
3Y*
2.66%
5Y*
-0.92%
10Y*
-0.75%

AUDUSD=X

1D
0.25%
1M
-0.49%
YTD
7.56%
6M
9.38%
1Y
10.51%
3Y*
2.81%
5Y*
-1.29%
10Y*
-0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X vs. AUDUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD
0.07%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%
AUDUSD=X
AUD/USD
7.56%7.81%-9.12%-0.06%-6.27%-5.58%9.75%-0.37%-9.73%8.36%

Correlation

The correlation between GBPUSD=X and AUDUSD=X is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2007

0.54

The correlation between GBPUSD=X and AUDUSD=X shifts across timeframes, from 0.54 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GBPUSD=X vs. AUDUSD=X — Risk / Return Rank

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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 4545
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4646
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4646
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 4242
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 4343
Martin Ratio Rank

AUDUSD=X
AUDUSD=X Risk / Return Rank: 8787
Overall Rank
AUDUSD=X Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AUDUSD=X Sortino Ratio Rank: 8484
Sortino Ratio Rank
AUDUSD=X Omega Ratio Rank: 8080
Omega Ratio Rank
AUDUSD=X Calmar Ratio Rank: 9393
Calmar Ratio Rank
AUDUSD=X Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBPUSD=X vs. AUDUSD=X - Risk-Adjusted Trends Comparison

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


GBPUSD=XAUDUSD=XDifference

Sharpe ratio

Return per unit of total volatility

-0.07

1.11

-1.19

Sortino ratio

Return per unit of downside risk

-0.06

1.63

-1.69

Omega ratio

Gain probability vs. loss probability

0.99

1.20

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.05

2.37

-2.42

Martin ratio

Return relative to average drawdown

-0.10

6.15

-6.25

GBPUSD=X vs. AUDUSD=X - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is -0.07, which is lower than the AUDUSD=X Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GBPUSD=X and AUDUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GBPUSD=XAUDUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

1.11

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.12

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

-0.02

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

-0.06

-0.15

Drawdowns

GBPUSD=X vs. AUDUSD=X - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, roughly equal to the maximum AUDUSD=X drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and AUDUSD=X.


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Drawdown Indicators


GBPUSD=XAUDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-47.87%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-4.20%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-13.83%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-23.18%

-1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-29.18%

+1.19%

Current Drawdown

Current decline from peak

-36.10%

-34.84%

-1.26%

Average Drawdown

Average peak-to-trough decline

-31.12%

-25.81%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.62%

+0.87%

Volatility

GBPUSD=X vs. AUDUSD=X - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 1.73%, while AUD/USD (AUDUSD=X) has a volatility of 1.99%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPUSD=XAUDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.99%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

6.44%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

7.54%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

10.09%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

9.66%

-0.56%

Frequently Asked Questions


GBPUSD=X and AUDUSD=X have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUDUSD=X has higher volatility (1.99%) compared to GBPUSD=X (1.73%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs AUDUSD=X's -47.87%.

AUDUSD=X currently has the higher Sharpe Ratio (1.11 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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