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Performance
AUD=X Performance Chart
USD/AUD (AUD=X) is down 6.4% since the beginning of the year. AUD=X is currently trading at A$1 per share. Investors who bought A$1,000 worth of AUD=X shares 5 years ago would now be looking at an investment worth A$1,086.
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Returns By Period
USD/AUD (AUD=X) has returned -6.39% so far this year and -9.31% over the past 12 months. Over the last ten years, AUD=X has returned 0.33% per year, falling short of the S&P 500 Index benchmark, which averaged 14.04% annually.
USD/AUD
- 1D
- 0.46%
- 1M
- 0.54%
- YTD
- -6.39%
- 6M
- -7.40%
- 1Y
- -9.31%
- 3Y*
- -2.51%
- 5Y*
- 1.67%
- 10Y*
- 0.33%
Benchmark (S&P 500 Index)
- 1D
- -0.28%
- 1M
- 5.47%
- YTD
- 3.29%
- 6M
- 2.11%
- 1Y
- 14.74%
- 3Y*
- 17.79%
- 5Y*
- 14.17%
- 10Y*
- 14.04%
AUD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2007, AUD=X's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, an investment would double in approximately 41.3 years.
Historically, 48% of months were positive and 52% were negative. The best month was Oct 2008 with a return of +18.9%, while the worst month was May 2009 at -9.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 10 months.
On a daily basis, AUD=X closed higher 48% of trading days. The best single day was Oct 6, 2008 with a return of +9.1%, while the worst single day was Oct 13, 2008 at -7.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.17% | -2.14% | 3.13% | -4.17% | 0.27% | 0.72% | -6.39% | ||||||
| 2025 | -0.38% | 0.01% | -0.56% | -2.43% | -0.47% | -2.25% | 2.40% | -1.85% | -0.98% | 1.01% | -0.07% | -1.85% | -7.26% |
| 2024 | 3.72% | 1.08% | -0.38% | 0.68% | -2.64% | -0.26% | 1.95% | -3.28% | -2.17% | 5.09% | 1.01% | 5.25% | 10.06% |
| 2023 | -3.37% | 4.83% | 0.66% | 1.04% | 1.75% | -2.39% | -0.83% | 3.59% | 0.80% | 1.51% | -4.04% | -3.04% | 0.08% |
| 2022 | 2.81% | -2.67% | -2.97% | 5.98% | -1.60% | 3.98% | -1.28% | 2.17% | 6.92% | 0.02% | -5.73% | -0.42% | 6.61% |
| 2021 | 0.64% | -0.83% | 1.50% | -1.52% | -0.30% | 3.13% | 2.12% | 0.40% | 1.17% | -3.87% | 5.53% | -1.92% | 5.86% |
Benchmark Metrics
USD/AUD has an annualized alpha of 0.86%, beta of 0.09, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 02, 2007.
- This currency participated in 29.92% of S&P 500 Index downside but only 16.99% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.09 may look defensive, but with R2 of 0.01 this currency is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R2 of 0.01 means this currency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.86%
- Beta
- 0.09
- R²
- 0.01
- Upside Capture
- 16.99%
- Downside Capture
- 29.92%
Return for Risk
Risk / Return Rank
AUD=X ranks 12 for risk / return — in the bottom 12% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for USD/AUD (AUD=X) and compare them to S&P 500 Index.
| AUD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.02 | 1.47 | -2.50 |
Sortino ratioReturn per unit of downside risk | -1.40 | 2.07 | -3.47 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.65 | 1.27 | -1.92 |
Martin ratioReturn relative to average drawdown | -1.27 | 3.53 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
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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 45.40%, occurring on Jul 27, 2011. Recovery took 2254 trading sessions.
The current USD/AUD drawdown is 19.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -45.40%Jul 2011 | 2y 9mo | 8y 7mo | 11y 4moOct 2008 - Mar 2020 |
2021 bear market2021 | -28.03%Feb 2021 | 11mo 11d | — | 6y 2moMar 2020 - now |
Financial crisis2007–2009 | -18.67%Jul 2008 | 11mo 3d | 2mo 3d | 1y 1moAug 2007 - Sep 2008 |
Financial crisis2007–2009 | -8.51%Oct 2008 | 7d | 4d | 11dOct 2008 - Oct 2008 |
Financial crisis2007–2009 | -6.97%Sep 2008 | 4d | 10d | 14dSep 2008 - Oct 2008 |
Drawdown Indicators
| AUD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.40% | -41.25% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -11.69% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.03% | -17.74% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.03% | -22.01% | +3.98% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -24.71% | -3.32% |
Current DrawdownCurrent decline from peak | -19.56% | -0.28% | -19.28% |
Average DrawdownAverage peak-to-trough decline | -22.16% | -11.09% | -11.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 4.19% | +2.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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