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AUD=X vs. PL=F
Performance
Return for Risk
Drawdowns
Volatility

Performance

AUD=X vs. PL=F - Performance Comparison

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

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AUD=X vs. PL=F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUD=X
USD/AUD
-3.39%-7.26%10.06%0.08%6.61%5.86%-8.78%0.47%10.72%-7.62%
PL=F
Platinum
-5.05%107.22%-0.70%-6.74%19.48%-5.22%0.68%22.70%-5.53%-4.29%
Different Trading Currencies

AUD=X is traded in AUD, while PL=F is traded in USD. To make them comparable, the PL=F values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AUD=X achieves a -3.39% return, which is significantly higher than PL=F's -5.05% return. Over the past 10 years, AUD=X has underperformed PL=F with an annualized return of 0.97%, while PL=F has yielded a comparatively higher 8.84% annualized return.


AUD=X

1D
0.29%
1M
1.84%
YTD
-3.39%
6M
-4.53%
1Y
-9.36%
3Y*
-0.59%
5Y*
1.95%
10Y*
0.97%

PL=F

1D
0.78%
1M
-1.86%
YTD
-5.05%
6M
22.07%
1Y
82.11%
3Y*
25.39%
5Y*
12.77%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AUD=X vs. PL=F — Risk / Return Rank

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

AUD=X
AUD=X Risk / Return Rank: 1515
Overall Rank
AUD=X Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 1313
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 2121
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 1515
Martin Ratio Rank

PL=F
PL=F Risk / Return Rank: 9494
Overall Rank
PL=F Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PL=F Sortino Ratio Rank: 8989
Sortino Ratio Rank
PL=F Omega Ratio Rank: 100100
Omega Ratio Rank
PL=F Calmar Ratio Rank: 100100
Calmar Ratio Rank
PL=F Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUD=X vs. PL=F - Risk-Adjusted Trends Comparison

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


AUD=XPL=FDifference

Sharpe ratio

Return per unit of total volatility

-0.83

1.56

-2.39

Sortino ratio

Return per unit of downside risk

-1.17

1.88

-3.05

Omega ratio

Gain probability vs. loss probability

0.86

1.30

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.53

2.61

-3.14

Martin ratio

Return relative to average drawdown

-1.15

7.01

-8.16

AUD=X vs. PL=F - Sharpe Ratio Comparison

The current AUD=X Sharpe Ratio is -0.83, which is lower than the PL=F Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AUD=X and PL=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.


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Sharpe Ratios by Period


AUD=XPL=FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

1.56

-2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.39

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.30

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.13

-0.06

Correlation

The correlation between AUD=X and PL=F is 0.04, 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.


Drawdowns

AUD=X vs. PL=F - Drawdown Comparison

The maximum AUD=X drawdown since its inception was -45.40%, roughly equal to the maximum PL=F drawdown of -47.01%. Use the drawdown chart below to compare losses from any high point for AUD=X and PL=F.


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Drawdown Indicators


AUD=XPL=FDifference

Max Drawdown

Largest peak-to-trough decline

-45.40%

-68.68%

+23.28%

Max Drawdown (1Y)

Largest decline over 1 year

-16.78%

-35.53%

+18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.78%

-36.35%

+19.57%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-49.56%

+21.53%

Current Drawdown

Current decline from peak

-16.98%

-29.90%

+12.92%

Average Drawdown

Average peak-to-trough decline

-21.99%

-36.47%

+14.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

12.77%

-8.06%

Volatility

AUD=X vs. PL=F - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 3.11%, while Platinum (PL=F) has a volatility of 13.00%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than PL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUD=XPL=FDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

13.00%

-9.89%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

47.29%

-41.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

50.72%

-41.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.05%

32.58%

-22.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.72%

28.95%

-19.23%