AUD=X vs. BTC-USD
Compare and contrast key facts about USD/AUD (AUD=X) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUD=X or BTC-USD.
Key characteristics
| AUD=X | BTC-USD | |
|---|---|---|
| YTD Return | 2.32% | 79.59% |
| 1Y Return | -3.83% | 112.89% |
| 3Y Return (Ann) | 3.24% | 3.95% |
| 5Y Return (Ann) | 0.55% | 53.82% |
| 10Y Return (Ann) | 2.46% | 70.44% |
| Sharpe Ratio | -0.12 | 0.68 |
| Sortino Ratio | -0.12 | 1.31 |
| Omega Ratio | 0.99 | 1.13 |
| Calmar Ratio | -0.03 | 0.48 |
| Martin Ratio | -0.25 | 2.77 |
| Ulcer Index | 3.57% | 13.19% |
| Daily Std Dev | 7.76% | 43.64% |
| Max Drawdown | -56.54% | -93.07% |
| Current Drawdown | -28.01% | 0.00% |
Correlation
The correlation between AUD=X and BTC-USD is 0.02, 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. BTC-USD - Performance Comparison
In the year-to-date period, AUD=X achieves a 2.32% return, which is significantly lower than BTC-USD's 79.59% return. Over the past 10 years, AUD=X has underperformed BTC-USD with an annualized return of 2.46%, while BTC-USD has yielded a comparatively higher 70.44% 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. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Bitcoin (BTC-USD). 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. BTC-USD - Drawdown Comparison
The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for AUD=X and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
AUD=X vs. BTC-USD - Volatility Comparison
The current volatility for USD/AUD (AUD=X) is 0.35%, while Bitcoin (BTC-USD) has a volatility of 13.13%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.