AUDUSD=X vs. MSFT

In the year-to-date period, AUDUSD=X achieves a 3.96% return, which is significantly lower than MSFT's 9.64% return. Over the past 10 years, AUDUSD=X has underperformed MSFT with an annualized return of -1.87%, while MSFT has yielded a comparatively higher 27.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and Microsoft Corporation (MSFT). 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 current AUDUSD=X Sharpe Ratio is -0.29, which is lower than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AUDUSD=X and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AUDUSD=X drawdown since its inception was -67.82%, roughly equal to the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and MSFT.

The current volatility for AUD/USD (AUDUSD=X) is 2.93%, while Microsoft Corporation (MSFT) has a volatility of 8.33%. This indicates that AUDUSD=X experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.