INRUSD=X vs. XAUUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about INR/USD (INRUSD=X) and Gold Spot Price US Dollar (XAUUSD=X).

Performance

INRUSD=X vs. XAUUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in INR/USD (INRUSD=X) and Gold Spot Price US Dollar (XAUUSD=X). The values are adjusted to include any dividend payments, if applicable.

INRUSD=X vs. XAUUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INRUSD=X INR/USD	-3.60%	-4.77%	-2.75%	-0.51%	-10.00%	-1.98%	-2.17%	-2.51%	-8.37%	6.46%
XAUUSD=X Gold Spot Price US Dollar	8.19%	64.75%	27.24%	13.14%	-0.25%	-3.50%	24.55%	18.77%	-1.71%	13.14%

Returns By Period

In the year-to-date period, INRUSD=X achieves a -3.60% return, which is significantly lower than XAUUSD=X's 8.19% return. Over the past 10 years, INRUSD=X has underperformed XAUUSD=X with an annualized return of -3.34%, while XAUUSD=X has yielded a comparatively higher 14.43% annualized return.

INRUSD=X

• 1D: 0.29%
• 1M: -1.78%
• YTD: -3.60%
• 6M: -4.87%
• 1Y: -8.18%
• 3Y*: -4.12%
• 5Y*: -4.67%
• 10Y*: -3.34%

XAUUSD=X

• 1D: -1.71%
• 1M: -8.10%
• YTD: 8.19%
• 6M: 21.27%
• 1Y: 49.22%
• 3Y*: 33.08%
• 5Y*: 21.93%
• 10Y*: 14.43%

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

Return for Risk

INRUSD=X vs. XAUUSD=X — Risk / Return Rank

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

INRUSD=X

INRUSD=X Risk / Return Rank: 5
INRUSD=X Sharpe Ratio Rank: 6
INRUSD=X Sortino Ratio Rank: 6
INRUSD=X Omega Ratio Rank: 6
INRUSD=X Calmar Ratio Rank: 7
INRUSD=X Martin Ratio Rank: 2

XAUUSD=X

XAUUSD=X Risk / Return Rank: 89
XAUUSD=X Sharpe Ratio Rank: 93
XAUUSD=X Sortino Ratio Rank: 91
XAUUSD=X Omega Ratio Rank: 91
XAUUSD=X Calmar Ratio Rank: 84
XAUUSD=X Martin Ratio Rank: 87

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.

INRUSD=X vs. XAUUSD=X - Risk-Adjusted Trends Comparison

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

	INRUSD=X	XAUUSD=X	Difference
Sharpe ratio Return per unit of total volatility	-1.46	1.61	-3.07
Sortino ratio Return per unit of downside risk	-1.99	2.08	-4.07
Omega ratio Gain probability vs. loss probability	0.77	1.31	-0.54
Calmar ratio Return relative to maximum drawdown	-0.83	1.93	-2.77
Martin ratio Return relative to average drawdown	-1.77	6.72	-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.

INRUSD=X vs. XAUUSD=X - Sharpe Ratio Comparison

The current INRUSD=X Sharpe Ratio is -1.46, which is lower than the XAUUSD=X Sharpe Ratio of 1.61. 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.

Sharpe Ratios by Period

	INRUSD=X	XAUUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.46	1.61	-3.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-1.05	1.20	-2.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.63	0.90	-1.53
Sharpe Ratio (All Time) Calculated using the full available price history	-0.57	0.59	-1.16

Correlation

The correlation between INRUSD=X and XAUUSD=X is 0.19, 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

INRUSD=X vs. XAUUSD=X - Drawdown Comparison

The maximum INRUSD=X drawdown since its inception was -58.69%, which is greater than XAUUSD=X's maximum drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for INRUSD=X and XAUUSD=X.

Drawdown Indicators

	INRUSD=X	XAUUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-58.69%	-44.69%	-14.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	-19.70%	+8.57%
Max Drawdown (5Y) Largest decline over 5 years	-23.60%	-20.81%	-2.79%
Max Drawdown (10Y) Largest decline over 10 years	-33.14%	-21.35%	-11.79%
Current Drawdown Current decline from peak	-58.01%	-13.69%	-44.32%
Average Drawdown Average peak-to-trough decline	-36.16%	-16.32%	-19.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	5.67%	-1.02%

Volatility

INRUSD=X vs. XAUUSD=X - Volatility Comparison

The current volatility for INR/USD (INRUSD=X) is 2.13%, while Gold Spot Price US Dollar (XAUUSD=X) has a volatility of 9.69%. 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.

Volatility by Period

	INRUSD=X	XAUUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	9.69%	-7.56%
Volatility (6M) Calculated over the trailing 6-month period	3.46%	21.25%	-17.79%
Volatility (1Y) Calculated over the trailing 1-year period	4.56%	23.73%	-19.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.16%	16.36%	-12.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.00%	15.04%	-10.04%