INR=X vs. GBPUSD=X

Last updated Apr 2, 2026

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

Performance

INR=X vs. GBPUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in USD/INR (INR=X) and GBP/USD (GBPUSD=X). The values are adjusted to include any dividend payments, if applicable.

INR=X vs. GBPUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INR=X USD/INR	3.73%	4.79%	3.03%	0.69%	10.75%	1.99%	2.52%	2.54%	9.05%	-6.21%
GBPUSD=X GBP/USD	2.52%	12.69%	1.31%	6.00%	-1.09%	1.07%	5.66%	6.65%	2.88%	2.72%

Different Trading Currencies

INR=X is traded in INR, while GBPUSD=X is traded in USD. To make them comparable, the GBPUSD=X values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, INR=X achieves a 3.73% return, which is significantly higher than GBPUSD=X's 2.52% return. Over the past 10 years, INR=X has outperformed GBPUSD=X with an annualized return of 3.46%, while GBPUSD=X has yielded a comparatively lower 2.74% annualized return.

INR=X

• 1D: -0.27%
• 1M: 1.80%
• YTD: 3.73%
• 6M: 5.12%
• 1Y: 8.71%
• 3Y*: 4.29%
• 5Y*: 4.82%
• 10Y*: 3.46%

GBPUSD=X

• 1D: 0.00%
• 1M: 0.85%
• YTD: 2.52%
• 6M: 4.01%
• 1Y: 11.37%
• 3Y*: 6.68%
• 5Y*: 4.02%
• 10Y*: 2.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

INR=X vs. GBPUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INR=X

INR=X Risk / Return Rank: 93
INR=X Sharpe Ratio Rank: 90
INR=X Sortino Ratio Rank: 92
INR=X Omega Ratio Rank: 89
INR=X Calmar Ratio Rank: 99
INR=X Martin Ratio Rank: 97

GBPUSD=X

GBPUSD=X Risk / Return Rank: 38
GBPUSD=X Sharpe Ratio Rank: 51
GBPUSD=X Sortino Ratio Rank: 51
GBPUSD=X Omega Ratio Rank: 50
GBPUSD=X Calmar Ratio Rank: 20
GBPUSD=X Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INR=X vs. GBPUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/INR (INR=X) and GBP/USD (GBPUSD=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.

	INR=X	GBPUSD=X	Difference
Sharpe ratio Return per unit of total volatility	1.48	1.27	+0.21
Sortino ratio Return per unit of downside risk	2.20	1.85	+0.35
Omega ratio Gain probability vs. loss probability	1.30	1.24	+0.06
Calmar ratio Return relative to maximum drawdown	4.91	1.67	+3.23
Martin ratio Return relative to average drawdown	12.04	3.55	+8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INR=X vs. GBPUSD=X - Sharpe Ratio Comparison

The current INR=X Sharpe Ratio is 1.48, which is comparable to the GBPUSD=X Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of INR=X and GBPUSD=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.

Sharpe Ratios by Period

	INR=X	GBPUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	1.27	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.48	+0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.29	+0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.20	+0.38

Correlation

The correlation between INR=X and GBPUSD=X is 0.38, 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.

Drawdowns

INR=X vs. GBPUSD=X - Drawdown Comparison

The maximum INR=X drawdown since its inception was -15.55%, smaller than the maximum GBPUSD=X drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for INR=X and GBPUSD=X.

Drawdown Indicators

	INR=X	GBPUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-15.55%	-49.29%	+33.74%
Max Drawdown (1Y) Largest decline over 1 year	-2.63%	-5.26%	+2.63%
Max Drawdown (5Y) Largest decline over 5 years	-4.06%	-24.78%	+20.72%
Max Drawdown (10Y) Largest decline over 10 years	-8.16%	-27.99%	+19.83%
Current Drawdown Current decline from peak	-1.68%	-37.20%	+35.52%
Average Drawdown Average peak-to-trough decline	-4.76%	-30.76%	+26.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	2.69%	-1.94%

Volatility

INR=X vs. GBPUSD=X - Volatility Comparison

The current volatility for USD/INR (INR=X) is 2.13%, while GBP/USD (GBPUSD=X) has a volatility of 2.26%. This indicates that INR=X experiences smaller price fluctuations and is considered to be less risky than GBPUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INR=X	GBPUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	2.26%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	3.50%	5.22%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	4.71%	7.15%	-2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.13%	7.72%	-3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.14%	9.03%	-3.89%