AUD=X vs. PL=F
Compare and contrast key facts about USD/AUD (AUD=X) and Platinum (PL=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUD=X or PL=F.
Key characteristics
| AUD=X | PL=F | |
|---|---|---|
| YTD Return | 3.92% | -4.92% |
| 1Y Return | -3.01% | 13.47% |
| 3Y Return (Ann) | 3.35% | -4.02% |
| 5Y Return (Ann) | 0.78% | 1.83% |
| 10Y Return (Ann) | 2.75% | -2.30% |
| Sharpe Ratio | 0.05 | 0.23 |
| Sortino Ratio | 0.14 | 0.51 |
| Omega Ratio | 1.02 | 1.06 |
| Calmar Ratio | 0.01 | 0.11 |
| Martin Ratio | 0.11 | 0.61 |
| Ulcer Index | 3.57% | 9.57% |
| Daily Std Dev | 7.86% | 26.02% |
| Max Drawdown | -56.54% | -68.68% |
| Current Drawdown | -26.88% | -49.65% |
Correlation
The correlation between AUD=X and PL=F is 0.02, 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. PL=F - Performance Comparison
In the year-to-date period, AUD=X achieves a 3.92% return, which is significantly higher than PL=F's -4.92% return. Over the past 10 years, AUD=X has outperformed PL=F with an annualized return of 2.75%, while PL=F has yielded a comparatively lower -2.30% 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. PL=F - Risk-Adjusted Performance 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.
Drawdowns
AUD=X vs. PL=F - Drawdown Comparison
The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum PL=F drawdown of -68.68%. Use the drawdown chart below to compare losses from any high point for AUD=X and PL=F. For additional features, visit the drawdowns tool.
Volatility
AUD=X vs. PL=F - Volatility Comparison
The current volatility for USD/AUD (AUD=X) is 0.35%, while Platinum (PL=F) has a volatility of 6.53%. 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.