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

GBPUSD=X vs. USD=X

Last updated Apr 5, 2025

Compare and contrast key facts about GBP/USD (GBPUSD=X) and USD Cash (USD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPUSD=X or USD=X.

Correlation

The correlation between GBPUSD=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.

-0.50.00.51.0
Correlation: 0.0

Performance

GBPUSD=X vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.
-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.21%
0
GBPUSD=X
USD=X

Key characteristics

Ulcer Index

GBPUSD=X:

4.28%

USD=X:

0.00%

Daily Std Dev

GBPUSD=X:

6.97%

USD=X:

0.00%

Max Drawdown

GBPUSD=X:

-49.30%

USD=X:

0.00%

Current Drawdown

GBPUSD=X:

-38.85%

USD=X:

0.00%

Returns By Period

GBPUSD=X

YTD

3.00%

1M

-0.04%

6M

-1.75%

1Y

1.96%

5Y*

0.96%

10Y*

-1.33%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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Risk-Adjusted Performance

GBPUSD=X vs. USD=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 6363
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 5959
Martin Ratio Rank
USD=X
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. USD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=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 GBPUSD=X, currently valued at 0.41, compared to the broader market0.002.004.006.008.00
GBPUSD=X: 0.41
The chart of Sortino ratio for GBPUSD=X, currently valued at 0.63, compared to the broader market0.0010.0020.0030.00
GBPUSD=X: 0.63
The chart of Omega ratio for GBPUSD=X, currently valued at 1.08, compared to the broader market2.004.006.00
GBPUSD=X: 1.08
The chart of Calmar ratio for GBPUSD=X, currently valued at 0.07, compared to the broader market0.0020.0040.0060.00
GBPUSD=X: 0.07
The chart of Martin ratio for GBPUSD=X, currently valued at 0.66, compared to the broader market0.00100.00200.00300.00400.00500.00
GBPUSD=X: 0.66

Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.41
GBPUSD=X
USD=X

Drawdowns

GBPUSD=X vs. USD=X - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.30%, 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 GBPUSD=X and USD=X. For additional features, visit the drawdowns tool.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.85%
0
GBPUSD=X
USD=X

Volatility

GBPUSD=X vs. USD=X - Volatility Comparison

GBP/USD (GBPUSD=X) has a higher volatility of 2.19% compared to USD Cash (USD=X) at 0.00%. This indicates that GBPUSD=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%0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.19%
0
GBPUSD=X
USD=X
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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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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