INRUSD=X vs. XAUUSD=X
INRUSD=X (INR/USD) and XAUUSD=X (Gold Spot Price US Dollar) are both currencies. Over the past 10 years, INRUSD=X returned -3.51%/yr vs 11.49%/yr for XAUUSD=X. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
INRUSD=X vs. XAUUSD=X - Performance Comparison
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Returns By Period
In the year-to-date period, INRUSD=X achieves a -5.82% return, which is significantly higher than XAUUSD=X's -6.42% return. Over the past 10 years, INRUSD=X has underperformed XAUUSD=X with an annualized return of -3.51%, while XAUUSD=X has yielded a comparatively higher 11.49% annualized return.
INRUSD=X
- 1D
- 0.09%
- 1M
- -0.14%
- 6M
- -3.91%
- YTD
- -5.82%
- 1Y
- -8.61%
- 3Y*
- -4.79%
- 5Y*
- -4.86%
- 10Y*
- -3.51%
- ALL TIME*
- -4.44%
XAUUSD=X
- 1D
- -1.42%
- 1M
- -1.90%
- 6M
- -17.37%
- YTD
- -6.42%
- 1Y
- 20.28%
- 3Y*
- 27.67%
- 5Y*
- 17.40%
- 10Y*
- 11.49%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
INRUSD=X INR/USD | $0.08 | $36.88 | $63.31 |
XAUUSD=X Gold Spot Price US Dollar | $2.54B | $2.57B | $2.78B |
INRUSD=X vs. XAUUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INRUSD=X INR/USD | -5.82% | -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 | -6.42% | 64.75% | 27.24% | 13.14% | -0.25% | -3.50% | 24.55% | 18.77% | -1.71% | 13.14% |
Correlation
The correlation between INRUSD=X and XAUUSD=X is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.19 |
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Return for Risk
INRUSD=X vs. XAUUSD=X — Risk / Return Rank
INRUSD=X
XAUUSD=X
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| INRUSD=X | XAUUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.16 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 0.68 | -1.34 |
| Martin ratioReturn relative to average drawdown | -1.20 | 1.48 | -2.68 |
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Drawdowns
INRUSD=X vs. XAUUSD=X - Drawdown Comparison
The maximum INRUSD=X drawdown since its inception was -59.60%, 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.
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Drawdown Indicators
| INRUSD=X | XAUUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -44.69% | -14.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -26.61% | +16.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.09% | -26.61% | +11.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -26.61% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.61% | -26.61% | -8.00% |
Current DrawdownCurrent decline from peak | -58.97% | -25.35% | -33.62% |
Average DrawdownAverage peak-to-trough decline | -37.36% | -16.63% | -20.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 13.68% | -8.13% |
Volatility
INRUSD=X vs. XAUUSD=X - Volatility Comparison
The current volatility for INR/USD (INRUSD=X) is 1.29%, while Gold Spot Price US Dollar (XAUUSD=X) has a volatility of 5.41%. 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.
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Volatility by Period
| INRUSD=X | XAUUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 5.41% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 4.48% | 16.49% | -12.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 24.14% | -19.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 16.96% | -12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 15.24% | -10.19% |
Frequently Asked Questions
INRUSD=X and XAUUSD=X have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XAUUSD=X has higher volatility (5.41%) compared to INRUSD=X (1.29%). In terms of maximum drawdown, INRUSD=X dropped -59.60% vs XAUUSD=X's -44.69%.
XAUUSD=X currently has the higher Sharpe Ratio (0.75 vs -1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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