RUBUSD=X vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about RUB/USD (RUBUSD=X) and S&P 500 Index (^GSPC).

Performance

RUBUSD=X vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RUB/USD (RUBUSD=X) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

RUBUSD=X vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUBUSD=X RUB/USD	-1.51%	39.10%	-18.63%	-17.52%	1.88%	-1.48%	-16.36%	11.83%	-16.60%	6.18%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a -1.51% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, RUBUSD=X has underperformed ^GSPC with an annualized return of -1.55%, while ^GSPC has yielded a comparatively higher 12.29% annualized return.

RUBUSD=X

• 1D: 0.12%
• 1M: -3.19%
• YTD: -1.51%
• 6M: 2.93%
• 1Y: 5.06%
• 3Y*: -1.07%
• 5Y*: -0.94%
• 10Y*: -1.55%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

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

Return for Risk

RUBUSD=X vs. ^GSPC — Risk / Return Rank

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

RUBUSD=X

RUBUSD=X Risk / Return Rank: 52
RUBUSD=X Sharpe Ratio Rank: 52
RUBUSD=X Sortino Ratio Rank: 55
RUBUSD=X Omega Ratio Rank: 54
RUBUSD=X Calmar Ratio Rank: 49
RUBUSD=X Martin Ratio Rank: 50

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

RUBUSD=X vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and S&P 500 Index (^GSPC). 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.

	RUBUSD=X	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.23	0.88	-0.65
Sortino ratio Return per unit of downside risk	0.48	1.37	-0.89
Omega ratio Gain probability vs. loss probability	1.06	1.21	-0.15
Calmar ratio Return relative to maximum drawdown	-0.02	1.39	-1.41
Martin ratio Return relative to average drawdown	-0.03	6.43	-6.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUBUSD=X vs. ^GSPC - Sharpe Ratio Comparison

The current RUBUSD=X Sharpe Ratio is 0.23, which is lower than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RUBUSD=X and ^GSPC, 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

	RUBUSD=X	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.88	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.62	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	0.68	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.46	-0.69

Correlation

The correlation between RUBUSD=X and ^GSPC is 0.27, 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

RUBUSD=X vs. ^GSPC - Drawdown Comparison

The maximum RUBUSD=X drawdown since its inception was -83.48%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and ^GSPC.

Drawdown Indicators

	RUBUSD=X	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-83.48%	-56.78%	-26.70%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-9.10%	-4.98%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-25.43%	-28.48%
Max Drawdown (10Y) Largest decline over 10 years	-60.21%	-33.92%	-26.29%
Current Drawdown Current decline from peak	-71.23%	-5.67%	-65.56%
Average Drawdown Average peak-to-trough decline	-49.02%	-10.75%	-38.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.16%	2.62%	+4.54%

Volatility

RUBUSD=X vs. ^GSPC - Volatility Comparison

RUB/USD (RUBUSD=X) has a higher volatility of 7.27% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that RUBUSD=X's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUBUSD=X	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	5.29%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	9.55%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.59%	18.33%	-0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.85%	16.90%	+22.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	18.04%	+12.05%