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AKWA.DE vs. AUDUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AKWA.DE and AUDUSD=X is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AKWA.DE vs. AUDUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Clean Water UCITS ETF (AKWA.DE) and AUD/USD (AUDUSD=X). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.60%
-6.23%
AKWA.DE
AUDUSD=X

Key characteristics

Sharpe Ratio

AKWA.DE:

0.91

AUDUSD=X:

-0.52

Sortino Ratio

AKWA.DE:

1.38

AUDUSD=X:

-0.66

Omega Ratio

AKWA.DE:

1.17

AUDUSD=X:

0.92

Calmar Ratio

AKWA.DE:

1.21

AUDUSD=X:

-0.07

Martin Ratio

AKWA.DE:

2.66

AUDUSD=X:

-1.20

Ulcer Index

AKWA.DE:

4.81%

AUDUSD=X:

3.46%

Daily Std Dev

AKWA.DE:

13.92%

AUDUSD=X:

7.78%

Max Drawdown

AKWA.DE:

-15.04%

AUDUSD=X:

-67.80%

Current Drawdown

AKWA.DE:

-7.27%

AUDUSD=X:

-58.12%

Returns By Period

In the year-to-date period, AKWA.DE achieves a 12.77% return, which is significantly higher than AUDUSD=X's -8.47% return.


AKWA.DE

YTD

12.77%

1M

-6.46%

6M

2.92%

1Y

12.94%

5Y*

N/A

10Y*

N/A

AUDUSD=X

YTD

-8.47%

1M

-4.61%

6M

-6.20%

1Y

-8.28%

5Y*

-2.01%

10Y*

-2.48%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AKWA.DE vs. AUDUSD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Clean Water UCITS ETF (AKWA.DE) and AUD/USD (AUDUSD=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.


Sharpe ratio
The chart of Sharpe ratio for AKWA.DE, currently valued at 0.14, compared to the broader market0.002.004.000.14-0.52
The chart of Sortino ratio for AKWA.DE, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.000.30-0.66
The chart of Omega ratio for AKWA.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.040.92
The chart of Calmar ratio for AKWA.DE, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.17-0.23
The chart of Martin ratio for AKWA.DE, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.000.37-1.20
AKWA.DE
AUDUSD=X

The current AKWA.DE Sharpe Ratio is 0.91, which is higher than the AUDUSD=X Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of AKWA.DE and AUDUSD=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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.14
-0.52
AKWA.DE
AUDUSD=X

Drawdowns

AKWA.DE vs. AUDUSD=X - Drawdown Comparison

The maximum AKWA.DE drawdown since its inception was -15.04%, smaller than the maximum AUDUSD=X drawdown of -67.80%. Use the drawdown chart below to compare losses from any high point for AKWA.DE and AUDUSD=X. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.62%
-17.76%
AKWA.DE
AUDUSD=X

Volatility

AKWA.DE vs. AUDUSD=X - Volatility Comparison

Global X Clean Water UCITS ETF (AKWA.DE) has a higher volatility of 3.34% compared to AUD/USD (AUDUSD=X) at 2.72%. This indicates that AKWA.DE's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.34%
2.72%
AKWA.DE
AUDUSD=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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