AUDUSD=X vs. MSFT
Compare and contrast key facts about AUD/USD (AUDUSD=X) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUDUSD=X or MSFT.
Correlation
The correlation between AUDUSD=X and MSFT is 0.14, 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
AUDUSD=X vs. MSFT - Performance Comparison
Key characteristics
AUDUSD=X:
-0.61
MSFT:
0.48
AUDUSD=X:
-0.78
MSFT:
0.75
AUDUSD=X:
0.90
MSFT:
1.10
AUDUSD=X:
-0.08
MSFT:
0.62
AUDUSD=X:
-1.07
MSFT:
1.35
AUDUSD=X:
4.49%
MSFT:
7.09%
AUDUSD=X:
7.68%
MSFT:
20.04%
AUDUSD=X:
-67.80%
MSFT:
-69.39%
AUDUSD=X:
-58.29%
MSFT:
-8.85%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a 0.34% return, which is significantly lower than MSFT's 0.73% return. Over the past 10 years, AUDUSD=X has underperformed MSFT with an annualized return of -2.62%, while MSFT has yielded a comparatively higher 26.80% annualized return.
AUDUSD=X
0.34%
-2.02%
-7.41%
-5.25%
-1.88%
-2.62%
MSFT
0.73%
-6.57%
-3.22%
9.83%
21.66%
26.80%
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Risk-Adjusted Performance
AUDUSD=X vs. MSFT — Risk-Adjusted Performance Rank
AUDUSD=X
MSFT
AUDUSD=X vs. MSFT - Risk-Adjusted Performance Comparison
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.
Drawdowns
AUDUSD=X vs. MSFT - Drawdown Comparison
The maximum AUDUSD=X drawdown since its inception was -67.80%, 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. For additional features, visit the drawdowns tool.
Volatility
AUDUSD=X vs. MSFT - Volatility Comparison
The current volatility for AUD/USD (AUDUSD=X) is 1.54%, while Microsoft Corporation (MSFT) has a volatility of 4.40%. 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.