AUD=X vs. CCJ

In the year-to-date period, AUD=X achieves a -3.80% return, which is significantly lower than CCJ's 13.89% return. Over the past 10 years, AUD=X has underperformed CCJ with an annualized return of 1.91%, while CCJ has yielded a comparatively higher 15.40% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Cameco Corporation (CCJ). 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.

The current AUD=X Sharpe Ratio is 0.30, which is higher than the CCJ Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of AUD=X and CCJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum CCJ drawdown of -87.86%. Use the drawdown chart below to compare losses from any high point for AUD=X and CCJ.

The current volatility for USD/AUD (AUD=X) is 2.91%, while Cameco Corporation (CCJ) has a volatility of 13.30%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than CCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.