PortfoliosLab logoPortfoliosLab logo
KOD.L vs. GBP=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

KOD.L vs. GBP=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Kodal Minerals plc (KOD.L) and USD/GBP (GBP=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

KOD.L is traded in GBp, while GBP=X is traded in GBP. To make them comparable, the GBP=X values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, KOD.L achieves a -6.06% return, which is significantly lower than GBP=X's 1.01% return. Over the past 10 years, KOD.L has outperformed GBP=X with an annualized return of 21.98%, while GBP=X has yielded a comparatively lower 0.87% annualized return.


KOD.L

1D
0.00%
1M
-1.59%
YTD
-6.06%
6M
-10.14%
1Y
12.73%
3Y*
-21.67%
5Y*
6.15%
10Y*
21.98%

GBP=X

1D
0.63%
1M
1.90%
YTD
1.01%
6M
-0.07%
1Y
1.75%
3Y*
-2.35%
5Y*
1.20%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOD.L vs. GBP=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOD.L
Kodal Minerals plc
-6.06%-27.47%22.97%37.04%-12.20%192.86%147.06%-66.67%-34.62%11.43%
GBP=X
USD/GBP
1.01%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between KOD.L and GBP=X is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2013

-0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KOD.L vs. GBP=X — Risk / Return Rank

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

KOD.L
KOD.L Risk / Return Rank: 4848
Overall Rank
KOD.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
KOD.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
KOD.L Omega Ratio Rank: 4848
Omega Ratio Rank
KOD.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
KOD.L Martin Ratio Rank: 4747
Martin Ratio Rank

GBP=X
GBP=X Risk / Return Rank: 5858
Overall Rank
GBP=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5858
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5959
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5858
Martin Ratio Rank
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.

KOD.L vs. GBP=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kodal Minerals plc (KOD.L) and USD/GBP (GBP=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.


KOD.LGBP=XDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.10

1.04

+0.05

Calmar ratioReturn relative to maximum drawdown

0.28

0.24

+0.05

Martin ratioReturn relative to average drawdown

0.50

0.53

-0.03

KOD.L vs. GBP=X - Sharpe Ratio Comparison

The current KOD.L Sharpe Ratio is 0.17, which is comparable to the GBP=X Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of KOD.L and GBP=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KOD.LGBP=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.23

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.13

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.09

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.22

-0.29

Drawdowns

KOD.L vs. GBP=X - Drawdown Comparison

The maximum KOD.L drawdown since its inception was -99.05%, which is greater than GBP=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for KOD.L and GBP=X.


Loading charts...

Drawdown Indicators


KOD.LGBP=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.05%

-22.85%

-76.20%

Max Drawdown (1Y)

Largest decline over 1 year

-46.43%

-5.98%

-40.45%

Max Drawdown (3Y)

Largest decline over 3 years

-67.47%

-12.79%

-54.68%

Max Drawdown (5Y)

Largest decline over 5 years

-72.37%

-22.85%

-49.52%

Max Drawdown (10Y)

Largest decline over 10 years

-95.12%

-22.85%

-72.27%

Current Drawdown

Current decline from peak

-88.19%

-19.91%

-68.28%

Average Drawdown

Average peak-to-trough decline

-89.53%

-11.18%

-78.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.00%

2.73%

+23.27%

Volatility

KOD.L vs. GBP=X - Volatility Comparison

Kodal Minerals plc (KOD.L) has a higher volatility of 10.96% compared to USD/GBP (GBP=X) at 1.73%. This indicates that KOD.L's price experiences larger fluctuations and is considered to be riskier than GBP=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KOD.LGBP=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

1.73%

+9.23%

Volatility (6M)

Calculated over the trailing 6-month period

53.98%

5.01%

+48.97%

Volatility (1Y)

Calculated over the trailing 1-year period

78.83%

6.23%

+72.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.61%

8.23%

+71.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.59%

9.26%

+99.33%

Frequently Asked Questions


KOD.L and GBP=X have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for KOD.L and GBP=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer