GBPUSD=X vs. USD=X
GBPUSD=X (GBP/USD) and USD=X (USD Cash) are both currencies. Over the past 10 years, GBPUSD=X returned -0.87%/yr vs 0.00%/yr for USD=X.
Performance
GBPUSD=X vs. USD=X - Performance Comparison
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Returns By Period
GBPUSD=X
- 1D
- -0.70%
- 1M
- -1.93%
- YTD
- -0.93%
- 6M
- -0.00%
- 1Y
- -1.76%
- 3Y*
- 2.37%
- 5Y*
- -1.19%
- 10Y*
- -0.87%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
GBPUSD=X vs. USD=X - Yearly Performance Comparison
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Return for Risk
GBPUSD=X vs. USD=X — Risk / Return Rank
GBPUSD=X
USD=X
GBPUSD=X vs. USD=X - Risk-Adjusted Trends 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.
| GBPUSD=X | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.97 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | — | — |
| Martin ratioReturn relative to average drawdown | -0.53 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GBPUSD=X | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | — | — |
Drawdowns
GBPUSD=X vs. USD=X - Drawdown Comparison
The maximum GBPUSD=X drawdown since its inception was -49.29%, 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.
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Drawdown Indicators
| GBPUSD=X | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | 0.00% | -49.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | 0.00% | -5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | 0.00% | -9.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | 0.00% | -24.62% |
Max Drawdown (10Y)Largest decline over 10 years | -27.99% | 0.00% | -27.99% |
Current DrawdownCurrent decline from peak | -36.75% | 0.00% | -36.75% |
Average DrawdownAverage peak-to-trough decline | -31.14% | 0.00% | -31.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 0.00% | +2.51% |
Volatility
GBPUSD=X vs. USD=X - Volatility Comparison
GBP/USD (GBPUSD=X) has a higher volatility of 1.80% 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.
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Volatility by Period
| GBPUSD=X | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.00% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 0.00% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 0.00% | +6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.25% | 0.00% | +8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.10% | 0.00% | +9.10% |
Frequently Asked Questions
GBPUSD=X has higher volatility (1.80%) compared to USD=X (0.00%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs USD=X's 0.00%.
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