^AFLI vs. NZDUSD=X

In the year-to-date period, ^AFLI achieves a 0.88% return, which is significantly lower than NZDUSD=X's 5.61% return. Over the past 10 years, ^AFLI has outperformed NZDUSD=X with an annualized return of 3.27%, while NZDUSD=X has yielded a comparatively lower -2.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P/ASX 50 (^AFLI) and New Zealand Dollar/US Dollar FX (NZDUSD=X). 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.

The current ^AFLI Sharpe Ratio is 0.48, which is higher than the NZDUSD=X Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ^AFLI and NZDUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^AFLI drawdown since its inception was -35.46%, smaller than the maximum NZDUSD=X drawdown of -73.68%. Use the drawdown chart below to compare losses from any high point for ^AFLI and NZDUSD=X. For additional features, visit the drawdowns tool.

The current volatility for S&P/ASX 50 (^AFLI) is 2.65%, while New Zealand Dollar/US Dollar FX (NZDUSD=X) has a volatility of 3.27%. This indicates that ^AFLI experiences smaller price fluctuations and is considered to be less risky than NZDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.