Highlights
- Avg. Volume (1M)
- 166K
- Avg. Volume Value (1M)
- $116.00K
Share Price Chart
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Performance
AUDUSD=X Performance Chart
AUD/USD (AUDUSD=X) is up 5.5% since the beginning of the year. AUDUSD=X is currently trading at $1 per share. Investors who bought $1,000 worth of AUDUSD=X shares 5 years ago would now be looking at an investment worth $952.
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Returns By Period
AUD/USD (AUDUSD=X) has returned 5.50% so far this year and 8.85% over the past 12 months. Over the last ten years, AUDUSD=X has returned -0.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
AUD/USD
- 1D
- 0.21%
- 1M
- 1.54%
- 6M
- 1.45%
- YTD
- 5.50%
- 1Y
- 8.85%
- 3Y*
- 2.43%
- 5Y*
- -0.98%
- 10Y*
- -0.80%
- ALL TIME*
- -0.86%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
AUDUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 7, 2007, AUDUSD=X's average daily return is 0.00%, while the average monthly return is -0.01%.
Historically, 52% of months were positive and 48% were negative. The best month was May 2009 with a return of +10.4%, while the worst month was Oct 2008 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AUDUSD=X closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +8.0%, while the worst single day was Oct 24, 2008 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.32% | 2.13% | -2.95% | 4.36% | -0.28% | -3.65% | 1.54% | 0.21% | 5.50% | ||||
| 2025 | 0.30% | -0.07% | 0.70% | 2.47% | 0.50% | 2.28% | -2.34% | 1.87% | 1.03% | -1.05% | 0.13% | 1.86% | 7.81% |
| 2024 | -3.57% | -1.06% | 0.27% | -0.64% | 2.77% | 0.24% | -1.89% | 3.37% | 2.22% | -4.80% | -1.10% | -4.91% | -9.12% |
| 2023 | 3.52% | -4.62% | -0.67% | -1.05% | -1.69% | 2.36% | 0.93% | -3.46% | -0.84% | -1.45% | 4.22% | 3.12% | -0.06% |
| 2022 | -2.81% | 2.76% | 3.05% | -5.65% | 1.60% | -3.79% | 1.25% | -2.11% | -6.46% | -0.02% | 6.09% | 0.41% | -6.27% |
| 2021 | -0.81% | 0.88% | -1.45% | 1.53% | 0.26% | -2.99% | -2.07% | -0.39% | -1.19% | 4.03% | -5.22% | 2.03% | -5.58% |
Benchmark Metrics
AUD/USD has an annualized alpha of -3.85%, beta of 0.35, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since September 07, 2007.
- This currency participated in 60.94% of S&P 500 Index downside but only 28.46% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.35 may look defensive, but with R2 of 0.30 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 0.30 means the benchmark explains less than half of this currency's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.85%
- Beta
- 0.35
- R²
- 0.30
- Upside Capture
- 28.46%
- Downside Capture
- 60.94%
Return for Risk
Risk / Return Rank
AUDUSD=X ranks 89 for risk / return — above 89% of currencies peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AUDUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.00 | -0.62 |
| Martin ratioReturn relative to average drawdown | 3.31 | 8.49 | -5.18 |
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 AUD/USD. 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 AUD/USD was 47.87%, occurring on Mar 19, 2020. The portfolio has not yet recovered.
The current AUD/USD drawdown is 36.09%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-47.87%Mar 2020 | 8y 7mo | — | 15y 10dJul 2011 - now | COVID crash2020 |
-38.61%Oct 2008 | 3mo 13d | 1y 11mo | 2y 2moJul 2008 - Oct 2010 | Financial crisis2007–2009 |
-8.23%Dec 2007 | 1mo 16d | 2mo 12d | 3mo 28dNov 2007 - Feb 2008 | Financial crisis2007–2009 |
-5.55%Nov 2010 | 22d | 29d | 1mo 21dNov 2010 - Dec 2010 | — |
-5.21%Mar 2008 | 20d | 1mo 4d | 1mo 24dFeb 2008 - Apr 2008 | Financial crisis2007–2009 |
Drawdown Indicators
| AUDUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.87% | -56.78% | +8.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.12% | -9.10% | +3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -18.90% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.39% | -25.43% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | -33.92% | +4.74% |
Current DrawdownCurrent decline from peak | -36.09% | -1.58% | -34.51% |
Average DrawdownAverage peak-to-trough decline | -26.14% | -10.70% | -15.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.14% | -0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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