PortfoliosLab logoPortfoliosLab logo
AU vs. ASND
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. ASND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and Ascendis Pharma A/S (ASND). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AU achieves a 4.15% return, which is significantly higher than ASND's 2.26% return. Over the past 10 years, AU has underperformed ASND with an annualized return of 20.46%, while ASND has yielded a comparatively higher 33.14% annualized return.


AU

1D
3.75%
1M
-14.67%
YTD
4.15%
6M
7.11%
1Y
86.54%
3Y*
58.20%
5Y*
35.46%
10Y*
20.46%

ASND

1D
1.14%
1M
-10.48%
YTD
2.26%
6M
-1.07%
1Y
27.58%
3Y*
32.88%
5Y*
10.86%
10Y*
33.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. ASND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
4.15%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%
ASND
Ascendis Pharma A/S
2.26%54.89%9.31%3.13%-9.22%-19.34%19.88%122.06%56.39%97.92%

Correlation

The correlation between AU and ASND is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2015

0.04

Fundamentals

Market Cap

AU:

$43.57B

ASND:

$14.07B

EPS

AU:

$6.85

ASND:

€8.08

PE Ratio

AU:

12.59

ASND:

23.32

PEG Ratio

AU:

0.15

ASND:

0.11

PS Ratio

AU:

3.92

ASND:

13.62

PB Ratio

AU:

5.11

ASND:

24.89

Total Revenue (TTM)

AU:

$11.17B

ASND:

€867.51M

Gross Profit (TTM)

AU:

$5.82B

ASND:

€764.89M

EBITDA (TTM)

AU:

$5.58B

ASND:

-€6.94M

Compare stocks, funds, or ETFs

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


Return for Risk

AU vs. ASND — Risk / Return Rank

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

AU
AU Risk / Return Rank: 7979
Overall Rank
AU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7777
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8080
Calmar Ratio Rank
AU Martin Ratio Rank: 8181
Martin Ratio Rank

ASND
ASND Risk / Return Rank: 6868
Overall Rank
ASND Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ASND Sortino Ratio Rank: 6363
Sortino Ratio Rank
ASND Omega Ratio Rank: 6060
Omega Ratio Rank
ASND Calmar Ratio Rank: 7272
Calmar Ratio Rank
ASND Martin Ratio Rank: 7676
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.

AU vs. ASND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Ascendis Pharma A/S (ASND). 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.

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.


AUASNDDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

2.35

1.59

+0.76

Martin ratioReturn relative to average drawdown

6.18

4.87

+1.31

AU vs. ASND - Sharpe Ratio Comparison

The current AU Sharpe Ratio is 1.50, which is higher than the ASND Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AU and ASND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AU vs. ASND - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, which is greater than ASND's maximum drawdown of -61.72%. Use the drawdown chart below to compare losses from any high point for AU and ASND.


Loading charts...

Drawdown Indicators


AUASNDDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-61.72%

-28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-37.03%

-17.62%

-19.41%

Max Drawdown (3Y)

Largest decline over 3 years

-38.71%

-29.15%

-9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-60.46%

+8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

-61.72%

-6.19%

Current Drawdown

Current decline from peak

-30.75%

-12.72%

-18.03%

Average Drawdown

Average peak-to-trough decline

-46.07%

-18.90%

-27.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.04%

5.72%

+8.32%

Volatility

AU vs. ASND - Volatility Comparison

AngloGold Ashanti Limited (AU) has a higher volatility of 21.02% compared to Ascendis Pharma A/S (ASND) at 13.12%. This indicates that AU's price experiences larger fluctuations and is considered to be riskier than ASND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AUASNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

13.12%

+7.90%

Volatility (6M)

Calculated over the trailing 6-month period

46.50%

29.45%

+17.05%

Volatility (1Y)

Calculated over the trailing 1-year period

58.45%

37.26%

+21.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.13%

48.65%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.79%

51.09%

-1.30%

Dividends

AU vs. ASND - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.33%, while ASND has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ASND
Ascendis Pharma A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AU
AngloGold Ashanti Limited
5.33%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%

Financials

AU vs. ASND - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Ascendis Pharma A/S. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420252026
3.24B
250.66M
(AU) Total Revenue
(ASND) Total Revenue
Please note, different currencies. AU values in USD, ASND values in EUR

Frequently Asked Questions


AU and ASND have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AU has higher volatility (21.02%) compared to ASND (13.12%). In terms of maximum drawdown, AU dropped -90.12% vs ASND's -61.72%.

AU currently has the higher Sharpe Ratio (1.50 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AU and ASND

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer