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

Correlation

The correlation between GBPUSD=X and NZDUSD=X is 0.21, 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: 0.2

Performance

GBPUSD=X vs. NZDUSD=X - Performance Comparison

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

-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-22.62%
-7.56%
GBPUSD=X
NZDUSD=X

Key characteristics

Sharpe Ratio

GBPUSD=X:

0.61

NZDUSD=X:

-0.07

Sortino Ratio

GBPUSD=X:

0.92

NZDUSD=X:

-0.04

Omega Ratio

GBPUSD=X:

1.11

NZDUSD=X:

1.00

Calmar Ratio

GBPUSD=X:

0.10

NZDUSD=X:

-0.02

Martin Ratio

GBPUSD=X:

1.02

NZDUSD=X:

-0.09

Ulcer Index

GBPUSD=X:

4.34%

NZDUSD=X:

8.12%

Daily Std Dev

GBPUSD=X:

7.08%

NZDUSD=X:

9.06%

Max Drawdown

GBPUSD=X:

-49.30%

NZDUSD=X:

-39.67%

Current Drawdown

GBPUSD=X:

-36.92%

NZDUSD=X:

-32.50%

Returns By Period

In the year-to-date period, GBPUSD=X achieves a 6.24% return, which is significantly higher than NZDUSD=X's 5.60% return. Over the past 10 years, GBPUSD=X has outperformed NZDUSD=X with an annualized return of -1.37%, while NZDUSD=X has yielded a comparatively lower -2.25% annualized return.


GBPUSD=X

YTD

6.24%

1M

2.73%

6M

2.57%

1Y

6.44%

5Y*

1.30%

10Y*

-1.37%

NZDUSD=X

YTD

5.60%

1M

4.25%

6M

-0.52%

1Y

0.25%

5Y*

-0.36%

10Y*

-2.25%

*Annualized

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Risk-Adjusted Performance

GBPUSD=X vs. NZDUSD=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

NZDUSD=X
The Risk-Adjusted Performance Rank of NZDUSD=X is 4545
Overall Rank
The Sharpe Ratio Rank of NZDUSD=X is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of NZDUSD=X is 4545
Sortino Ratio Rank
The Omega Ratio Rank of NZDUSD=X is 4545
Omega Ratio Rank
The Calmar Ratio Rank of NZDUSD=X is 4646
Calmar Ratio Rank
The Martin Ratio Rank of NZDUSD=X is 4646
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. NZDUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) and New Zealand Dollar/US Dollar FX (NZDUSD=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 0.60, compared to the broader market-1.000.001.002.00
GBPUSD=X: 0.60
NZDUSD=X: -0.07
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
GBPUSD=X: 0.93
NZDUSD=X: -0.02
The chart of Omega ratio for GBPUSD=X, currently valued at 1.12, compared to the broader market1.001.502.002.50
GBPUSD=X: 1.12
NZDUSD=X: 1.00
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
GBPUSD=X: 0.10
NZDUSD=X: -0.02
The chart of Martin ratio for GBPUSD=X, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.0025.00
GBPUSD=X: 0.85
NZDUSD=X: -0.08

The current GBPUSD=X Sharpe Ratio is 0.61, which is higher than the NZDUSD=X Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of GBPUSD=X and NZDUSD=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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.60
-0.07
GBPUSD=X
NZDUSD=X

Drawdowns

GBPUSD=X vs. NZDUSD=X - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.30%, which is greater than NZDUSD=X's maximum drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and NZDUSD=X. For additional features, visit the drawdowns tool.


-42.00%-40.00%-38.00%-36.00%-34.00%-32.00%NovemberDecember2025FebruaryMarchApril
-36.92%
-32.50%
GBPUSD=X
NZDUSD=X

Volatility

GBPUSD=X vs. NZDUSD=X - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 2.93%, while New Zealand Dollar/US Dollar FX (NZDUSD=X) has a volatility of 5.20%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than NZDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
2.93%
5.20%
GBPUSD=X
NZDUSD=X