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

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.

GBPUSD=X vs. USD=X

Last updated May 30, 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.

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.

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Key characteristics

Ulcer Index

GBPUSD=X:

4.13%

USD=X:

0.00%

Daily Std Dev

GBPUSD=X:

7.29%

USD=X:

0.00%

Max Drawdown

GBPUSD=X:

-60.21%

USD=X:

0.00%

Current Drawdown

GBPUSD=X:

-48.94%

USD=X:

0.00%

Returns By Period

GBPUSD=X

YTD

7.91%

1M

0.69%

6M

6.41%

1Y

6.24%

3Y*

2.33%

5Y*

1.81%

10Y*

-1.27%

USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

3Y*

0.00%

5Y*

0.00%

10Y*

0.00%

*Annualized

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GBP/USD

USD Cash

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8282
Overall Rank
The Sharpe Ratio Rank of GBPUSD=X is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GBPUSD=X is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GBPUSD=X is 8787
Omega Ratio Rank
The Calmar Ratio Rank of GBPUSD=X is 7676
Calmar Ratio Rank
The Martin Ratio Rank of GBPUSD=X is 8080
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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

GBPUSD=X vs. USD=X - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -60.21%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GBPUSD=X vs. USD=X - Volatility Comparison

GBP/USD (GBPUSD=X) has a higher volatility of 1.99% 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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