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AUD=X vs. SAND
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AUD=X and SAND 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.


-0.50.00.51.0
Correlation: 0.0

Performance

AUD=X vs. SAND - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-0.04%
374.37%
AUD=X
SAND

Key characteristics

Sharpe Ratio

AUD=X:

0.57

SAND:

1.66

Sortino Ratio

AUD=X:

0.94

SAND:

2.15

Omega Ratio

AUD=X:

1.12

SAND:

1.29

Calmar Ratio

AUD=X:

0.18

SAND:

0.90

Martin Ratio

AUD=X:

1.96

SAND:

6.99

Ulcer Index

AUD=X:

2.84%

SAND:

8.43%

Daily Std Dev

AUD=X:

9.24%

SAND:

35.54%

Max Drawdown

AUD=X:

-56.54%

SAND:

-86.60%

Current Drawdown

AUD=X:

-24.92%

SAND:

-41.92%

Returns By Period

In the year-to-date period, AUD=X achieves a -3.06% return, which is significantly lower than SAND's 51.90% return. Over the past 10 years, AUD=X has underperformed SAND with an annualized return of 2.01%, while SAND has yielded a comparatively higher 9.38% annualized return.


AUD=X

YTD

-3.06%

1M

-1.50%

6M

3.59%

1Y

2.36%

5Y*

0.30%

10Y*

2.01%

SAND

YTD

51.90%

1M

11.69%

6M

37.60%

1Y

51.31%

5Y*

1.85%

10Y*

9.38%

*Annualized

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Risk-Adjusted Performance

AUD=X vs. SAND — 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 7474
Overall Rank
The Sharpe Ratio Rank of AUD=X is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 7979
Martin Ratio Rank

SAND
The Risk-Adjusted Performance Rank of SAND is 8989
Overall Rank
The Sharpe Ratio Rank of SAND is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SAND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SAND is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SAND is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SAND is 9191
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. SAND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Sandstorm Gold Ltd. (SAND). 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.


The chart of Sharpe ratio for AUD=X, currently valued at -0.03, compared to the broader market-1.000.001.002.00
AUD=X: -0.03
SAND: 1.58
The chart of Sortino ratio for AUD=X, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
AUD=X: -0.03
SAND: 2.11
The chart of Omega ratio for AUD=X, currently valued at 0.99, compared to the broader market1.001.502.002.50
AUD=X: 0.99
SAND: 1.32
The chart of Calmar ratio for AUD=X, currently valued at -0.07, compared to the broader market0.001.002.003.004.00
AUD=X: -0.07
SAND: 0.80
The chart of Martin ratio for AUD=X, currently valued at -0.56, compared to the broader market0.005.0010.0015.0020.0025.00
AUD=X: -0.56
SAND: 6.25

The current AUD=X Sharpe Ratio is 0.57, which is lower than the SAND Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of AUD=X and SAND, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.03
1.58
AUD=X
SAND

Drawdowns

AUD=X vs. SAND - Drawdown Comparison

The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum SAND drawdown of -86.60%. Use the drawdown chart below to compare losses from any high point for AUD=X and SAND. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.24%
-41.92%
AUD=X
SAND

Volatility

AUD=X vs. SAND - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 0.15%, while Sandstorm Gold Ltd. (SAND) has a volatility of 12.97%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than SAND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
0.15%
12.97%
AUD=X
SAND