RUBUSD=X vs. GC=F

Last updated Apr 3, 2026

Compare and contrast key facts about RUB/USD (RUBUSD=X) and Gold (GC=F).

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.

RUBUSD=X vs. GC=F - 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%
GC=F Gold	8.72%	64.52%	27.48%	13.34%	-0.43%	-3.47%	24.59%	18.87%	-2.14%	13.59%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a -1.51% return, which is significantly lower than GC=F's 8.72% return. Over the past 10 years, RUBUSD=X has underperformed GC=F with an annualized return of -1.55%, while GC=F has yielded a comparatively higher 14.46% 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%

GC=F

• 1D: -1.68%
• 1M: -7.92%
• YTD: 8.72%
• 6M: 22.48%
• 1Y: 49.77%
• 3Y*: 33.33%
• 5Y*: 22.19%
• 10Y*: 14.46%

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

Return for Risk

RUBUSD=X vs. GC=F — 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

GC=F

GC=F Risk / Return Rank: 82
GC=F Sharpe Ratio Rank: 83
GC=F Sortino Ratio Rank: 89
GC=F Omega Ratio Rank: 77
GC=F Calmar Ratio Rank: 69
GC=F Martin Ratio Rank: 90

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. GC=F - Risk-Adjusted Trends 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.

	RUBUSD=X	GC=F	Difference
Sharpe ratio Return per unit of total volatility	0.23	1.72	-1.49
Sortino ratio Return per unit of downside risk	0.48	2.13	-1.66
Omega ratio Gain probability vs. loss probability	1.06	1.32	-0.26
Calmar ratio Return relative to maximum drawdown	-0.02	2.64	-2.65
Martin ratio Return relative to average drawdown	-0.03	9.67	-9.70
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. GC=F - Sharpe Ratio Comparison

The current RUBUSD=X Sharpe Ratio is 0.23, which is lower than the GC=F Sharpe Ratio of 1.72. 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.

Sharpe Ratios by Period

	RUBUSD=X	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	1.72	-1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	1.23	-1.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	0.88	-0.93
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.64	-0.87

Correlation

The correlation between RUBUSD=X and GC=F is 0.13, 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. GC=F - Drawdown Comparison

The maximum RUBUSD=X drawdown since its inception was -83.48%, 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.

Drawdown Indicators

	RUBUSD=X	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-83.48%	-44.36%	-39.12%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-17.73%	+3.65%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-20.43%	-33.48%
Max Drawdown (10Y) Largest decline over 10 years	-60.21%	-20.87%	-39.34%
Current Drawdown Current decline from peak	-71.23%	-11.58%	-59.65%
Average Drawdown Average peak-to-trough decline	-49.02%	-13.03%	-35.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.16%	4.83%	+2.33%

Volatility

RUBUSD=X vs. GC=F - Volatility Comparison

The current volatility for RUB/USD (RUBUSD=X) is 7.27%, while Gold (GC=F) has a volatility of 11.34%. 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.

Volatility by Period

	RUBUSD=X	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	11.34%	-4.07%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	24.65%	-13.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.59%	27.83%	-10.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.85%	17.97%	+21.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	16.37%	+13.72%