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ABX.AX vs. RY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ABX.AX vs. RY - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in ABx Group Limited (ABX.AX) and Royal Bank of Canada (RY). The values are adjusted to include any dividend payments, if applicable.

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ABX.AX vs. RY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABX.AX
ABx Group Limited
-8.22%78.05%-43.06%-37.39%17.35%8.89%-33.33%28.57%-12.50%-31.43%
RY
Royal Bank of Canada
-7.72%35.67%36.25%12.81%-1.92%41.98%-1.10%20.73%-3.54%15.43%
Different Trading Currencies

ABX.AX is traded in AUD, while RY is traded in USD. To make them comparable, the RY values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABX.AX achieves a -8.22% return, which is significantly lower than RY's -7.72% return. Over the past 10 years, ABX.AX has underperformed RY with an annualized return of -4.39%, while RY has yielded a comparatively higher 16.46% annualized return.


ABX.AX

1D
3.08%
1M
0.00%
YTD
-8.22%
6M
4.69%
1Y
67.50%
3Y*
-15.23%
5Y*
-7.70%
10Y*
-4.39%

RY

1D
1.57%
1M
-0.39%
YTD
-7.72%
6M
6.60%
1Y
33.96%
3Y*
22.50%
5Y*
18.43%
10Y*
16.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABX.AX vs. RY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABX.AX
ABX.AX Risk / Return Rank: 6969
Overall Rank
ABX.AX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ABX.AX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ABX.AX Omega Ratio Rank: 7474
Omega Ratio Rank
ABX.AX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ABX.AX Martin Ratio Rank: 6464
Martin Ratio Rank

RY
RY Risk / Return Rank: 9696
Overall Rank
RY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RY Sortino Ratio Rank: 9797
Sortino Ratio Rank
RY Omega Ratio Rank: 9696
Omega Ratio Rank
RY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RY Martin Ratio Rank: 9696
Martin Ratio Rank
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.

ABX.AX vs. RY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABx Group Limited (ABX.AX) and Royal Bank of Canada (RY). 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.


ABX.AXRYDifference

Sharpe ratio

Return per unit of total volatility

0.55

2.32

-1.77

Sortino ratio

Return per unit of downside risk

1.93

3.23

-1.30

Omega ratio

Gain probability vs. loss probability

1.24

1.46

-0.22

Calmar ratio

Return relative to maximum drawdown

1.45

3.05

-1.61

Martin ratio

Return relative to average drawdown

2.50

10.06

-7.56

ABX.AX vs. RY - Sharpe Ratio Comparison

The current ABX.AX Sharpe Ratio is 0.55, which is lower than the RY Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ABX.AX and RY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABX.AXRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.32

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

1.22

-1.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

0.94

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.55

-0.66

Correlation

The correlation between ABX.AX and RY is 0.03, 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.


Dividends

ABX.AX vs. RY - Dividend Comparison

ABX.AX has not paid dividends to shareholders, while RY's dividend yield for the trailing twelve months is around 2.78%.


TTM20252024202320222021202020192018201720162015
ABX.AX
ABx Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RY
Royal Bank of Canada
2.78%2.54%3.39%4.29%4.07%3.24%3.88%3.88%4.27%3.22%3.95%5.41%

Drawdowns

ABX.AX vs. RY - Drawdown Comparison

The maximum ABX.AX drawdown since its inception was -96.19%, which is greater than RY's maximum drawdown of -48.93%. Use the drawdown chart below to compare losses from any high point for ABX.AX and RY.


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Drawdown Indicators


ABX.AXRYDifference

Max Drawdown

Largest peak-to-trough decline

-96.19%

-62.90%

-33.29%

Max Drawdown (1Y)

Largest decline over 1 year

-46.67%

-10.04%

-36.63%

Max Drawdown (5Y)

Largest decline over 5 years

-84.00%

-28.36%

-55.64%

Max Drawdown (10Y)

Largest decline over 10 years

-87.20%

-39.95%

-47.25%

Current Drawdown

Current decline from peak

-92.02%

-7.80%

-84.22%

Average Drawdown

Average peak-to-trough decline

-74.16%

-9.37%

-64.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.01%

2.62%

+24.39%

Volatility

ABX.AX vs. RY - Volatility Comparison

ABx Group Limited (ABX.AX) has a higher volatility of 27.51% compared to Royal Bank of Canada (RY) at 4.04%. This indicates that ABX.AX's price experiences larger fluctuations and is considered to be riskier than RY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABX.AXRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.51%

4.04%

+23.47%

Volatility (6M)

Calculated over the trailing 6-month period

70.24%

9.30%

+60.94%

Volatility (1Y)

Calculated over the trailing 1-year period

121.75%

14.72%

+107.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.37%

15.24%

+71.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.90%

17.57%

+62.33%

Financials

ABX.AX vs. RY - Financials Comparison

This section allows you to compare key financial metrics between ABx Group Limited and Royal Bank of Canada. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ABX.AX values in AUD, RY values in USD