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MXNUSD=X vs. GBPUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

MXNUSD=X vs. GBPUSD=X - Performance Comparison

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

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Returns By Period

In the year-to-date period, MXNUSD=X achieves a 4.29% return, which is significantly higher than GBPUSD=X's 0.07% return. Over the past 10 years, MXNUSD=X has outperformed GBPUSD=X with an annualized return of 0.75%, while GBPUSD=X has yielded a comparatively lower -0.75% annualized return.


MXNUSD=X

1D
0.45%
1M
0.92%
YTD
4.29%
6M
5.83%
1Y
11.20%
3Y*
0.55%
5Y*
3.14%
10Y*
0.75%

GBPUSD=X

1D
0.08%
1M
-0.92%
YTD
0.07%
6M
1.94%
1Y
-0.57%
3Y*
2.66%
5Y*
-0.92%
10Y*
-0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
MXNUSD=X
MXN/USD
4.29%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%
GBPUSD=X
GBP/USD
0.07%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%

Correlation

The correlation between MXNUSD=X and GBPUSD=X is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.43

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

0.42

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.35

Over the past year, MXNUSD=X and GBPUSD=X have become more correlated (0.60) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

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

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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8585
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8888
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8585
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 7777
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8585
Martin Ratio Rank

GBPUSD=X
GBPUSD=X Risk / Return Rank: 4545
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 4646
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 4646
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 4242
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 4343
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.

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

This table presents a comparison of risk-adjusted performance metrics for MXN/USD (MXNUSD=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.


MXNUSD=XGBPUSD=XDifference

Sharpe ratio

Return per unit of total volatility

1.19

-0.07

+1.26

Sortino ratio

Return per unit of downside risk

1.72

-0.06

+1.78

Omega ratio

Gain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratio

Return relative to maximum drawdown

1.41

-0.05

+1.46

Martin ratio

Return relative to average drawdown

4.93

-0.10

+5.02

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

The current MXNUSD=X Sharpe Ratio is 1.19, which is higher than the GBPUSD=X Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of MXNUSD=X and GBPUSD=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.


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Sharpe Ratios by Period


MXNUSD=XGBPUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

-0.07

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.10

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

-0.08

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

-0.21

+0.03

Drawdowns

MXNUSD=X vs. GBPUSD=X - Drawdown Comparison

The maximum MXNUSD=X drawdown since its inception was -61.16%, which is greater than GBPUSD=X's maximum drawdown of -49.29%. Use the drawdown chart below to compare losses from any high point for MXNUSD=X and GBPUSD=X.


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Drawdown Indicators


MXNUSD=XGBPUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-61.16%

-49.29%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.52%

-5.26%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-9.34%

-12.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-24.62%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-31.20%

-27.99%

-3.21%

Current Drawdown

Current decline from peak

-42.89%

-36.10%

-6.79%

Average Drawdown

Average peak-to-trough decline

-36.79%

-31.12%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.49%

-0.91%

Volatility

MXNUSD=X vs. GBPUSD=X - Volatility Comparison

The current volatility for MXN/USD (MXNUSD=X) is 1.54%, while GBP/USD (GBPUSD=X) has a volatility of 1.73%. This indicates that MXNUSD=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.


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Volatility by Period


MXNUSD=XGBPUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.73%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

4.93%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

7.56%

6.24%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

8.25%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

9.10%

+3.33%

Frequently Asked Questions


MXNUSD=X and GBPUSD=X have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBPUSD=X has higher volatility (1.73%) compared to MXNUSD=X (1.54%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs GBPUSD=X's -49.29%.

MXNUSD=X currently has the higher Sharpe Ratio (1.19 vs -0.07), 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.

Portfolio Optimizer

Find the right allocation for MXNUSD=X and GBPUSD=X

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