GBPUSD=X vs. USD=X
Compare and contrast key facts about GBP/USD (GBPUSD=X) and USD Cash (USD=X).
Performance
GBPUSD=X vs. USD=X - Performance Comparison
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GBPUSD=X vs. USD=X - Yearly Performance Comparison
Returns By Period
GBPUSD=X
- 1D
- -0.48%
- 1M
- -0.90%
- YTD
- -1.65%
- 6M
- -1.51%
- 1Y
- 1.82%
- 3Y*
- 2.17%
- 5Y*
- -0.86%
- 10Y*
- -0.75%
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%
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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 | 0.22 | — | — |
Sortino ratioReturn per unit of downside risk | 0.36 | — | — |
Omega ratioGain probability vs. loss probability | 1.04 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.53 | — | — |
Martin ratioReturn relative to average drawdown | -1.03 | — | — |
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 | 0.22 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | — | — |
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 (5Y)Largest decline over 5 years | -24.78% | 0.00% | -24.78% |
Max Drawdown (10Y)Largest decline over 10 years | -27.99% | 0.00% | -27.99% |
Current DrawdownCurrent decline from peak | -37.20% | 0.00% | -37.20% |
Average DrawdownAverage peak-to-trough decline | -30.76% | 0.00% | -30.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 0.00% | +2.69% |
Volatility
GBPUSD=X vs. USD=X - Volatility Comparison
GBP/USD (GBPUSD=X) has a higher volatility of 2.56% 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 | 2.56% | 0.00% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.64% | 0.00% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 0.00% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.28% | 0.00% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.14% | 0.00% | +9.14% |