AUD=X vs. AG
Compare and contrast key facts about USD/AUD (AUD=X) and First Majestic Silver Corp. (AG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUD=X or AG.
Key characteristics
| AUD=X | AG | |
|---|---|---|
| YTD Return | 4.26% | 2.67% |
| 1Y Return | -2.39% | 38.60% |
| 3Y Return (Ann) | 3.44% | -22.94% |
| 5Y Return (Ann) | 0.70% | -10.01% |
| 10Y Return (Ann) | 2.78% | 1.89% |
| Sharpe Ratio | 0.09 | 0.63 |
| Sortino Ratio | 0.19 | 1.30 |
| Omega Ratio | 1.02 | 1.15 |
| Calmar Ratio | 0.02 | 0.46 |
| Martin Ratio | 0.19 | 1.82 |
| Ulcer Index | 3.57% | 20.87% |
| Daily Std Dev | 7.87% | 60.76% |
| Max Drawdown | -56.54% | -90.20% |
| Current Drawdown | -26.64% | -75.16% |
Correlation
The correlation between AUD=X and AG is 0.00, 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.
Performance
AUD=X vs. AG - Performance Comparison
In the year-to-date period, AUD=X achieves a 4.26% return, which is significantly higher than AG's 2.67% return. Over the past 10 years, AUD=X has outperformed AG with an annualized return of 2.78%, while AG has yielded a comparatively lower 1.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AUD=X vs. AG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and First Majestic Silver Corp. (AG). 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.
Drawdowns
AUD=X vs. AG - Drawdown Comparison
The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum AG drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for AUD=X and AG. For additional features, visit the drawdowns tool.
Volatility
AUD=X vs. AG - Volatility Comparison
The current volatility for USD/AUD (AUD=X) is 0.34%, while First Majestic Silver Corp. (AG) has a volatility of 12.90%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than AG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.