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:
-0.48
MSFT:
0.94
AUDUSD=X:
-0.60
MSFT:
1.30
AUDUSD=X:
0.93
MSFT:
1.18
AUDUSD=X:
-0.07
MSFT:
1.21
AUDUSD=X:
-1.18
MSFT:
2.77
AUDUSD=X:
3.24%
MSFT:
6.75%
AUDUSD=X:
7.85%
MSFT:
19.81%
AUDUSD=X:
-67.80%
MSFT:
-69.39%
AUDUSD=X:
-58.01%
MSFT:
-6.27%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a -8.24% return, which is significantly lower than MSFT's 16.97% return. Over the past 10 years, AUDUSD=X has underperformed MSFT with an annualized return of -2.44%, while MSFT has yielded a comparatively higher 26.56% annualized return.
AUDUSD=X
-8.24%
-3.93%
-5.89%
-8.12%
-1.83%
-2.44%
MSFT
16.97%
5.29%
-2.56%
17.76%
23.77%
26.56%
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Risk-Adjusted Performance
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 2.80%, while Microsoft Corporation (MSFT) has a volatility of 5.26%. 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.