AUD=X vs. GC=F
Compare and contrast key facts about USD/AUD (AUD=X) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUD=X or GC=F.
Key characteristics
| AUD=X | GC=F | |
|---|---|---|
| YTD Return | 5.40% | 24.50% |
| 1Y Return | 0.70% | 30.88% |
| 3Y Return (Ann) | 3.77% | 9.98% |
| 5Y Return (Ann) | 0.99% | 10.49% |
| 10Y Return (Ann) | 2.88% | 7.09% |
| Sharpe Ratio | 0.24 | 2.11 |
| Sortino Ratio | 0.42 | 2.72 |
| Omega Ratio | 1.05 | 1.39 |
| Calmar Ratio | 0.06 | 3.76 |
| Martin Ratio | 0.52 | 11.70 |
| Ulcer Index | 3.57% | 2.55% |
| Daily Std Dev | 7.70% | 14.18% |
| Max Drawdown | -56.54% | -44.36% |
| Current Drawdown | -25.84% | -7.92% |
Correlation
The correlation between AUD=X and GC=F is 0.03, 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. GC=F - Performance Comparison
In the year-to-date period, AUD=X achieves a 5.40% return, which is significantly lower than GC=F's 24.50% return. Over the past 10 years, AUD=X has underperformed GC=F with an annualized return of 2.88%, while GC=F has yielded a comparatively higher 7.09% 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. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Gold (GC=F). 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. GC=F - Drawdown Comparison
The maximum AUD=X drawdown since its inception was -56.54%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for AUD=X and GC=F. For additional features, visit the drawdowns tool.
Volatility
AUD=X vs. GC=F - Volatility Comparison
The current volatility for USD/AUD (AUD=X) is 0.34%, while Gold (GC=F) has a volatility of 4.96%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.