RUBUSD=X vs. GC=F
Compare and contrast key facts about RUB/USD (RUBUSD=X) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUBUSD=X or GC=F.
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.
Performance
RUBUSD=X vs. GC=F - Performance Comparison
Key characteristics
RUBUSD=X:
0.44
GC=F:
2.27
RUBUSD=X:
0.79
GC=F:
2.92
RUBUSD=X:
1.10
GC=F:
1.41
RUBUSD=X:
0.15
GC=F:
4.76
RUBUSD=X:
0.95
GC=F:
12.08
RUBUSD=X:
11.57%
GC=F:
3.15%
RUBUSD=X:
24.81%
GC=F:
16.53%
RUBUSD=X:
-79.77%
GC=F:
-44.36%
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
37.50%
1.68%
17.48%
12.04%
-1.95%
-4.46%
GC=F
26.66%
10.24%
21.50%
42.94%
12.61%
9.39%
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Risk-Adjusted Performance
RUBUSD=X vs. GC=F — Risk-Adjusted Performance Rank
RUBUSD=X
GC=F
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.
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.
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.