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 0.01, 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:
0.04
GC=F:
2.44
RUBUSD=X:
0.22
GC=F:
3.01
RUBUSD=X:
1.03
GC=F:
1.43
RUBUSD=X:
0.01
GC=F:
4.58
RUBUSD=X:
0.08
GC=F:
11.52
RUBUSD=X:
11.49%
GC=F:
3.18%
RUBUSD=X:
23.20%
GC=F:
14.75%
RUBUSD=X:
-79.77%
GC=F:
-44.36%
RUBUSD=X:
-68.21%
GC=F:
0.00%
Returns By Period
In the year-to-date period, RUBUSD=X achieves a 25.00% return, which is significantly higher than GC=F's 12.05% return. Over the past 10 years, RUBUSD=X has underperformed GC=F with an annualized return of -3.67%, while GC=F has yielded a comparatively higher 8.23% annualized return.
RUBUSD=X
25.00%
12.24%
-0.00%
1.85%
-6.53%
-3.67%
GC=F
12.05%
8.60%
17.31%
46.15%
11.25%
8.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
RUB/USD (RUBUSD=X) has a higher volatility of 7.80% compared to Gold (GC=F) at 3.89%. This indicates that RUBUSD=X's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.