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AUD=X vs. AG
Performance
Return for Risk
Drawdowns
Volatility

Performance

AUD=X vs. AG - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in USD/AUD (AUD=X) and First Majestic Silver Corp. (AG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AUD=X is traded in AUD, while AG is traded in USD. To make them comparable, the AG values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUD=X achieves a -4.46% return, which is significantly lower than AG's 1.74% return. Over the past 10 years, AUD=X has underperformed AG with an annualized return of 0.68%, while AG has yielded a comparatively higher 3.94% annualized return.


AUD=X

1D
0.27%
1M
2.04%
YTD
-4.46%
6M
-4.68%
1Y
-7.73%
3Y*
-1.49%
5Y*
1.63%
10Y*
0.68%

AG

1D
-1.11%
1M
-7.04%
YTD
1.74%
6M
-3.47%
1Y
102.46%
3Y*
47.46%
5Y*
4.37%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUD=X vs. AG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUD=X
USD/AUD
-4.46%-7.26%10.06%0.08%6.61%5.86%-8.78%0.47%10.72%-7.62%
AG
First Majestic Silver Corp.
1.74%182.22%-1.46%-25.93%-19.76%-12.39%-0.00%109.12%-3.24%-18.39%

Correlation

The correlation between AUD=X and AG is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.31

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

-0.25

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

-0.27

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

-0.24

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

-0.22

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Return for Risk

AUD=X vs. AG — Risk / Return Rank

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

AUD=X
AUD=X Risk / Return Rank: 1919
Overall Rank
AUD=X Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 1919
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 1818
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 2222
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 2121
Martin Ratio Rank

AG
AG Risk / Return Rank: 7979
Overall Rank
AG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AG Sortino Ratio Rank: 7979
Sortino Ratio Rank
AG Omega Ratio Rank: 7777
Omega Ratio Rank
AG Calmar Ratio Rank: 7979
Calmar Ratio Rank
AG Martin Ratio Rank: 7878
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.

AUD=X vs. AG - Risk-Adjusted Trends 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.

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.


AUD=XAGDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.87

1.25

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.54

2.06

-2.60

Martin ratioReturn relative to average drawdown

-1.00

4.80

-5.80

AUD=X vs. AG - Sharpe Ratio Comparison

The current AUD=X Sharpe Ratio is -0.85, which is lower than the AG Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of AUD=X and AG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AUD=X vs. AG - Drawdown Comparison

The maximum AUD=X drawdown since its inception was -45.40%, smaller than the maximum AG drawdown of -85.35%. Use the drawdown chart below to compare losses from any high point for AUD=X and AG.


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Drawdown Indicators


AUD=XAGDifference

Max Drawdown

Largest peak-to-trough decline

-45.40%

-85.35%

+39.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-50.04%

+38.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.03%

-50.04%

+32.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-68.83%

+50.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-77.36%

+49.33%

Current Drawdown

Current decline from peak

-17.90%

-43.55%

+25.65%

Average Drawdown

Average peak-to-trough decline

-22.21%

-50.62%

+28.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

21.41%

-14.75%

Volatility

AUD=X vs. AG - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 1.95%, while First Majestic Silver Corp. (AG) has a volatility of 21.45%. 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.


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Volatility by Period


AUD=XAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

21.45%

-19.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

54.69%

-48.19%

Volatility (1Y)

Calculated over the trailing 1-year period

7.41%

70.77%

-63.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.00%

57.61%

-47.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.60%

58.59%

-48.99%

Frequently Asked Questions


AUD=X and AG have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AG has higher volatility (21.45%) compared to AUD=X (1.95%). In terms of maximum drawdown, AUD=X dropped -45.40% vs AG's -85.35%.

AG currently has the higher Sharpe Ratio (1.46 vs -0.85), 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 AUD=X and AG

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

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