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

Correlation

The correlation between GBPUSD=X and EURUSD=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

GBPUSD=X vs. EURUSD=X - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-19.84%
-3.92%
GBPUSD=X
EURUSD=X

Key characteristics

Sharpe Ratio

GBPUSD=X:

0.61

EURUSD=X:

0.74

Sortino Ratio

GBPUSD=X:

0.92

EURUSD=X:

1.22

Omega Ratio

GBPUSD=X:

1.11

EURUSD=X:

1.12

Calmar Ratio

GBPUSD=X:

0.10

EURUSD=X:

0.03

Martin Ratio

GBPUSD=X:

1.02

EURUSD=X:

1.61

Ulcer Index

GBPUSD=X:

4.34%

EURUSD=X:

4.22%

Daily Std Dev

GBPUSD=X:

7.08%

EURUSD=X:

7.41%

Max Drawdown

GBPUSD=X:

-49.30%

EURUSD=X:

-39.99%

Current Drawdown

GBPUSD=X:

-36.92%

EURUSD=X:

-28.92%

Returns By Period

In the year-to-date period, GBPUSD=X achieves a 6.24% return, which is significantly lower than EURUSD=X's 9.75% return. Over the past 10 years, GBPUSD=X has underperformed EURUSD=X with an annualized return of -1.37%, while EURUSD=X has yielded a comparatively higher 0.17% annualized return.


GBPUSD=X

YTD

6.24%

1M

2.73%

6M

2.57%

1Y

6.44%

5Y*

1.30%

10Y*

-1.37%

EURUSD=X

YTD

9.75%

1M

4.95%

6M

5.27%

1Y

6.27%

5Y*

1.37%

10Y*

0.17%

*Annualized

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Risk-Adjusted Performance

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

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

GBPUSD=X
The Risk-Adjusted Performance Rank of GBPUSD=X is 6767
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 6969
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 6565
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 6363
Martin Ratio Rank

EURUSD=X
The Risk-Adjusted Performance Rank of EURUSD=X is 6969
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 6767
Omega Ratio Rank
The Calmar Ratio Rank of EURUSD=X is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EURUSD=X is 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and EUR/USD (EURUSD=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 GBPUSD=X, currently valued at 0.64, compared to the broader market-1.000.001.002.00
GBPUSD=X: 0.64
EURUSD=X: 0.68
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.00
GBPUSD=X: 0.97
EURUSD=X: 1.12
The chart of Omega ratio for GBPUSD=X, currently valued at 1.10, compared to the broader market1.001.502.002.50
GBPUSD=X: 1.10
EURUSD=X: 1.11
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.02, compared to the broader market0.001.002.003.004.00
GBPUSD=X: 0.02
EURUSD=X: 0.03
The chart of Martin ratio for GBPUSD=X, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.0025.00
GBPUSD=X: 1.29
EURUSD=X: 1.43

The current GBPUSD=X Sharpe Ratio is 0.61, which is comparable to the EURUSD=X Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of GBPUSD=X and EURUSD=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
0.64
0.68
GBPUSD=X
EURUSD=X

Drawdowns

GBPUSD=X vs. EURUSD=X - Drawdown Comparison

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


-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-36.92%
-28.92%
GBPUSD=X
EURUSD=X

Volatility

GBPUSD=X vs. EURUSD=X - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 3.08%, while EUR/USD (EURUSD=X) has a volatility of 3.98%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than EURUSD=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
3.08%
3.98%
GBPUSD=X
EURUSD=X