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RUBUSD=X vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RUBUSD=X and GC=F 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.


-0.50.00.51.0
Correlation: 0.3

Performance

RUBUSD=X vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RUB/USD (RUBUSD=X) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-61.09%
112.68%
RUBUSD=X
GC=F

Key characteristics

Sharpe Ratio

RUBUSD=X:

0.44

GC=F:

2.27

Sortino Ratio

RUBUSD=X:

0.79

GC=F:

2.92

Omega Ratio

RUBUSD=X:

1.10

GC=F:

1.41

Calmar Ratio

RUBUSD=X:

0.15

GC=F:

4.76

Martin Ratio

RUBUSD=X:

0.95

GC=F:

12.08

Ulcer Index

RUBUSD=X:

11.57%

GC=F:

3.15%

Daily Std Dev

RUBUSD=X:

24.81%

GC=F:

16.53%

Max Drawdown

RUBUSD=X:

-79.77%

GC=F:

-44.36%

Current Drawdown

RUBUSD=X:

-65.03%

GC=F:

-2.23%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a 37.50% return, which is significantly higher than GC=F's 26.66% return. Over the past 10 years, RUBUSD=X has underperformed GC=F with an annualized return of -4.46%, while GC=F has yielded a comparatively higher 9.39% annualized return.


RUBUSD=X

YTD

37.50%

1M

1.68%

6M

17.48%

1Y

12.04%

5Y*

-1.95%

10Y*

-4.46%

GC=F

YTD

26.66%

1M

10.24%

6M

21.50%

1Y

42.94%

5Y*

12.61%

10Y*

9.39%

*Annualized

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Risk-Adjusted Performance

RUBUSD=X vs. GC=F — Risk-Adjusted Performance Rank

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

RUBUSD=X
The Risk-Adjusted Performance Rank of RUBUSD=X is 6464
Overall Rank
The Sharpe Ratio Rank of RUBUSD=X is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RUBUSD=X is 6161
Sortino Ratio Rank
The Omega Ratio Rank of RUBUSD=X is 6262
Omega Ratio Rank
The Calmar Ratio Rank of RUBUSD=X is 7272
Calmar Ratio Rank
The Martin Ratio Rank of RUBUSD=X is 6262
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 9494
Overall Rank
The Sharpe Ratio Rank of GC=F is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RUBUSD=X vs. GC=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) and Gold (GC=F). 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.


The chart of Sharpe ratio for RUBUSD=X, currently valued at 0.40, compared to the broader market-1.000.001.002.00
RUBUSD=X: 0.40
GC=F: 2.20
The chart of Sortino ratio for RUBUSD=X, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.00
RUBUSD=X: 0.73
GC=F: 2.84
The chart of Omega ratio for RUBUSD=X, currently valued at 1.10, compared to the broader market1.001.502.002.50
RUBUSD=X: 1.10
GC=F: 1.40
The chart of Calmar ratio for RUBUSD=X, currently valued at 0.13, compared to the broader market0.001.002.003.004.00
RUBUSD=X: 0.13
GC=F: 4.61
The chart of Martin ratio for RUBUSD=X, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.0025.00
RUBUSD=X: 0.86
GC=F: 12.06

The current RUBUSD=X Sharpe Ratio is 0.44, which is lower than the GC=F Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of RUBUSD=X and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.40
2.20
RUBUSD=X
GC=F

Drawdowns

RUBUSD=X vs. GC=F - Drawdown Comparison

The maximum RUBUSD=X drawdown since its inception was -79.77%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and GC=F. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.03%
-2.23%
RUBUSD=X
GC=F

Volatility

RUBUSD=X vs. GC=F - Volatility Comparison

The current volatility for RUB/USD (RUBUSD=X) is 6.58%, while Gold (GC=F) has a volatility of 8.77%. This indicates that RUBUSD=X experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.58%
8.77%
RUBUSD=X
GC=F