PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AUD=X vs. GC=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.0

Performance

AUD=X vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/AUD (AUD=X) and Gold (GC=F). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.01%
9.49%
AUD=X
GC=F

Key characteristics

Sharpe Ratio

AUD=X:

0.71

GC=F:

2.38

Sortino Ratio

AUD=X:

1.15

GC=F:

2.95

Omega Ratio

AUD=X:

1.13

GC=F:

1.43

Calmar Ratio

AUD=X:

0.18

GC=F:

4.42

Martin Ratio

AUD=X:

1.56

GC=F:

11.14

Ulcer Index

AUD=X:

3.53%

GC=F:

3.17%

Daily Std Dev

AUD=X:

7.62%

GC=F:

14.52%

Max Drawdown

AUD=X:

-56.54%

GC=F:

-44.36%

Current Drawdown

AUD=X:

-22.62%

GC=F:

-3.32%

Returns By Period

In the year-to-date period, AUD=X achieves a -0.09% return, which is significantly lower than GC=F's 2.54% return. Over the past 10 years, AUD=X has underperformed GC=F with an annualized return of 2.69%, while GC=F has yielded a comparatively higher 6.84% annualized return.


AUD=X

YTD

-0.09%

1M

2.68%

6M

8.73%

1Y

7.55%

5Y*

1.98%

10Y*

2.69%

GC=F

YTD

2.54%

1M

1.51%

6M

9.49%

1Y

31.20%

5Y*

10.36%

10Y*

6.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AUD=X vs. GC=F — Risk-Adjusted Performance Rank

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

AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 6969
Overall Rank
The Sharpe Ratio Rank of AUD=X is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 6767
Martin Ratio Rank

GC=F
The Risk-Adjusted Performance Rank of GC=F is 100100
Overall Rank
The Sharpe Ratio Rank of GC=F is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GC=F is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GC=F is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GC=F is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GC=F is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for AUD=X, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00-0.021.61
The chart of Sortino ratio for AUD=X, currently valued at -0.02, compared to the broader market0.0010.0020.0030.0040.00-0.022.08
The chart of Omega ratio for AUD=X, currently valued at 1.00, compared to the broader market2.004.006.008.0010.001.001.31
The chart of Calmar ratio for AUD=X, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00-0.022.89
The chart of Martin ratio for AUD=X, currently valued at -0.40, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-0.406.89
AUD=X
GC=F

The current AUD=X Sharpe Ratio is 0.71, which is lower than the GC=F Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of AUD=X and GC=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.02
1.61
AUD=X
GC=F

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.10%
-3.32%
AUD=X
GC=F

Volatility

AUD=X vs. GC=F - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 0.33%, while Gold (GC=F) has a volatility of 2.90%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
0.33%
2.90%
AUD=X
GC=F
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab