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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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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 -5.31% return, which is significantly higher than PL=F's -12.71% return. Over the past 10 years, AUD=X has underperformed PL=F with an annualized return of 0.56%, while PL=F has yielded a comparatively higher 7.00% annualized return.


AUD=X

1D
1.23%
1M
2.72%
YTD
-5.31%
6M
-5.78%
1Y
-7.71%
3Y*
-1.82%
5Y*
1.90%
10Y*
0.56%

PL=F

1D
1.22%
1M
-5.96%
YTD
-12.71%
6M
6.77%
1Y
52.68%
3Y*
19.33%
5Y*
12.09%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AUD=X
USD/AUD
-5.31%-7.26%10.06%0.08%6.61%5.86%-8.78%0.47%10.72%-7.62%
PL=F
Platinum
-12.71%107.22%-0.70%-6.74%19.48%-5.22%0.68%22.70%-5.53%-4.29%

Correlation

The correlation between AUD=X and PL=F is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2009

0.03

The correlation between AUD=X and PL=F shifts across timeframes, from -0.29 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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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: 1919
Overall Rank
AUD=X Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 1818
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 1919
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 2121
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 1919
Martin Ratio Rank

PL=F
PL=F Risk / Return Rank: 5858
Overall Rank
PL=F Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PL=F Sortino Ratio Rank: 6060
Sortino Ratio Rank
PL=F Omega Ratio Rank: 5757
Omega Ratio Rank
PL=F Calmar Ratio Rank: 6363
Calmar Ratio Rank
PL=F Martin Ratio Rank: 5252
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 ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

0.87

1.23

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.54

1.56

-2.10

Martin ratioReturn relative to average drawdown

-1.04

3.02

-4.06

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

The current AUD=X Sharpe Ratio is -0.84, which is lower than the PL=F Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of AUD=X and PL=F, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AUD=XPL=FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

1.10

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.37

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.24

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.11

-0.04

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%

-47.01%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-36.23%

+24.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.03%

-36.23%

+18.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-36.23%

+18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

-36.23%

+8.20%

Current Drawdown

Current decline from peak

-18.63%

-35.45%

+16.82%

Average Drawdown

Average peak-to-trough decline

-22.17%

-25.33%

+3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

18.99%

-12.34%

Volatility

AUD=X vs. PL=F - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 2.37%, while Platinum (PL=F) has a volatility of 8.87%. 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

2.37%

8.87%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.56%

46.35%

-39.79%

Volatility (1Y)

Calculated over the trailing 1-year period

7.47%

51.30%

-43.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.03%

32.86%

-22.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

29.09%

-19.46%

Frequently Asked Questions


AUD=X and PL=F have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PL=F has higher volatility (8.87%) compared to AUD=X (2.37%). In terms of maximum drawdown, AUD=X dropped -45.40% vs PL=F's -47.01%.

PL=F currently has the higher Sharpe Ratio (1.10 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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