INRUSD=X vs. XAUUSD=X

In the year-to-date period, INRUSD=X achieves a 0.00% return, which is significantly lower than XAUUSD=X's 25.37% return. Over the past 10 years, INRUSD=X has underperformed XAUUSD=X with an annualized return of -2.90%, while XAUUSD=X has yielded a comparatively higher 10.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for INR/USD (INRUSD=X) and Gold Spot US Dollar (XAUUSD=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.

The current INRUSD=X Sharpe Ratio is -0.45, which is lower than the XAUUSD=X Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of INRUSD=X and XAUUSD=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.

The maximum INRUSD=X drawdown since its inception was -80.28%, which is greater than XAUUSD=X's maximum drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for INRUSD=X and XAUUSD=X.

The current volatility for INR/USD (INRUSD=X) is 2.61%, while Gold Spot US Dollar (XAUUSD=X) has a volatility of 5.84%. This indicates that INRUSD=X experiences smaller price fluctuations and is considered to be less risky than XAUUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.