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

Correlation

The correlation between AUD=X and UROY 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.


-0.50.00.51.00.0

Performance

AUD=X vs. UROY - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-0.02%
-13.52%
AUD=X
UROY

Key characteristics

Sharpe Ratio

AUD=X:

0.71

UROY:

-0.30

Sortino Ratio

AUD=X:

1.15

UROY:

-0.08

Omega Ratio

AUD=X:

1.13

UROY:

0.99

Calmar Ratio

AUD=X:

0.18

UROY:

-0.26

Martin Ratio

AUD=X:

1.56

UROY:

-0.55

Ulcer Index

AUD=X:

3.53%

UROY:

32.15%

Daily Std Dev

AUD=X:

7.62%

UROY:

56.61%

Max Drawdown

AUD=X:

-56.54%

UROY:

-68.17%

Current Drawdown

AUD=X:

-22.62%

UROY:

-61.25%

Returns By Period

In the year-to-date period, AUD=X achieves a -0.09% return, which is significantly lower than UROY's 2.28% return.


AUD=X

YTD

-0.09%

1M

2.68%

6M

8.73%

1Y

7.55%

5Y*

1.98%

10Y*

2.69%

UROY

YTD

2.28%

1M

-3.45%

6M

-13.51%

1Y

-27.97%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AUD=X vs. UROY — 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

UROY
The Risk-Adjusted Performance Rank of UROY is 3434
Overall Rank
The Sharpe Ratio Rank of UROY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of UROY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of UROY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UROY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of UROY is 3838
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. UROY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/AUD (AUD=X) and Uranium Royalty Corp (UROY). 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 market0.002.004.006.008.0010.00-0.02-0.17
The chart of Sortino ratio for AUD=X, currently valued at -0.02, compared to the broader market0.0010.0020.0030.0040.00-0.020.09
The chart of Omega ratio for AUD=X, currently valued at 1.00, compared to the broader market2.004.006.008.0010.001.001.01
The chart of Calmar ratio for AUD=X, currently valued at -0.07, compared to the broader market0.0020.0040.0060.0080.00-0.07-0.13
The chart of Martin ratio for AUD=X, currently valued at -0.40, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-0.40-0.48
AUD=X
UROY

The current AUD=X Sharpe Ratio is 0.71, which is higher than the UROY Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of AUD=X and UROY, 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-0.60-0.40-0.200.000.200.40AugustSeptemberOctoberNovemberDecember2025
-0.02
-0.17
AUD=X
UROY

Drawdowns

AUD=X vs. UROY - Drawdown Comparison

The maximum AUD=X drawdown since its inception was -56.54%, smaller than the maximum UROY drawdown of -68.17%. Use the drawdown chart below to compare losses from any high point for AUD=X and UROY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.11%
-61.25%
AUD=X
UROY

Volatility

AUD=X vs. UROY - Volatility Comparison

The current volatility for USD/AUD (AUD=X) is 0.33%, while Uranium Royalty Corp (UROY) has a volatility of 11.51%. This indicates that AUD=X experiences smaller price fluctuations and is considered to be less risky than UROY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.33%
11.51%
AUD=X
UROY
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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.

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