AUD=X vs. DNN

In the year-to-date period, AUD=X achieves a -3.51% return, which is significantly higher than DNN's -14.44% return. Over the past 10 years, AUD=X has underperformed DNN with an annualized return of 2.21%, while DNN has yielded a comparatively higher 5.08% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Denison Mines Corp (DNN). 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 0.28, which is higher than the DNN Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of AUD=X and DNN, 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 DNN drawdown of -98.41%. Use the drawdown chart below to compare losses from any high point for AUD=X and DNN. For additional features, visit the drawdowns tool.

The current volatility for USD/AUD (AUD=X) is 2.42%, while Denison Mines Corp (DNN) has a volatility of 17.48%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than DNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.