PortfoliosLab logo
USD/AUD (AUD=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

USD/AUD (AUD=X) returned -3.51% year-to-date (YTD) and 3.22% over the past 12 months. Over the past 10 years, AUD=X returned 2.05% annually, underperforming the S&P 500 benchmark at 10.45%.


AUD=X

YTD

-3.51%

1M

-4.06%

6M

2.65%

1Y

3.22%

5Y*

0.32%

10Y*

2.05%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of AUD=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.39%0.06%-0.62%-2.42%-0.17%-3.51%
20243.73%1.04%-0.38%0.78%-2.71%-0.49%2.22%-3.31%-2.14%5.03%1.07%5.24%10.07%
2023-3.43%4.85%0.65%1.06%1.74%-2.46%-0.75%3.60%0.76%1.55%-4.06%-3.03%0.04%
20222.75%-2.70%-2.92%5.90%-1.55%3.95%-1.20%2.14%6.81%0.09%-5.73%-0.39%6.56%
20210.68%-0.82%1.43%-1.54%-0.21%3.12%2.10%0.40%1.23%-3.92%5.56%-1.87%5.97%
20204.92%2.80%6.10%-5.76%-2.34%-3.42%-3.36%-3.16%2.97%1.93%-4.34%-4.53%-8.75%
2019-3.08%2.55%-0.02%0.67%1.56%-1.14%2.57%1.60%-0.17%-2.12%1.91%-3.65%0.43%
2018-3.14%3.78%1.08%1.97%-0.50%2.22%-0.33%3.23%-0.47%2.21%-3.33%3.77%10.63%
2017-4.86%-0.95%0.38%1.87%0.78%-3.38%-3.90%0.70%1.44%2.31%1.19%-3.01%-7.50%
20162.75%-0.80%-6.74%0.73%5.12%-2.91%-1.94%1.09%-1.95%0.72%3.03%2.35%0.88%
20155.17%-0.55%2.69%-3.78%3.46%-0.88%5.53%2.69%1.34%-1.68%-1.24%-0.70%12.23%
20141.85%-1.94%-3.62%-0.25%-0.24%-1.29%1.46%-0.45%6.77%-0.59%3.37%4.17%9.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AUD=X is 66, indicating average performance compared to other currencies on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AUD=X is 6666
Overall Rank
The Sharpe Ratio Rank of AUD=X is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 6262
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 7171
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USD/AUD (AUD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USD/AUD Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.28
  • 5-Year: 0.03
  • 10-Year: 0.21
  • All Time: 0.07

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of USD/AUD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the USD/AUD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USD/AUD was 56.54%, occurring on Jul 27, 2011. The portfolio has not yet recovered.

The current USD/AUD drawdown is 25.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.54%Apr 3, 20012692Jul 27, 2011
-21.33%Sep 30, 1993827Dec 2, 1996284Jan 5, 19981111
-17.39%Aug 28, 1998183May 11, 1999346Sep 14, 2000529
-11.63%Jun 13, 1989341Oct 8, 1990337Jan 24, 1992678
-10.56%Nov 22, 200030Jan 5, 200143Mar 7, 200173

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...