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.
Performance
AUDUSD=X vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, AUDUSD=X achieves a -4.21% return, which is significantly lower than MSFT's 11.71% return. Over the past 10 years, AUDUSD=X has underperformed MSFT with an annualized return of -2.67%, while MSFT has yielded a comparatively higher 26.11% annualized return.
AUDUSD=X
-4.21%
-2.68%
-2.12%
-0.50%
-0.74%
-2.67%
MSFT
11.71%
-0.09%
-2.45%
11.30%
23.95%
26.11%
Key characteristics
| AUDUSD=X | MSFT | |
|---|---|---|
| Sharpe Ratio | -0.11 | 0.69 |
| Sortino Ratio | -0.10 | 1.00 |
| Omega Ratio | 0.99 | 1.13 |
| Calmar Ratio | -0.01 | 0.88 |
| Martin Ratio | -0.37 | 2.10 |
| Ulcer Index | 2.27% | 6.47% |
| Daily Std Dev | 7.87% | 19.62% |
| Max Drawdown | -67.80% | -69.41% |
| Current Drawdown | -56.17% | -10.48% |
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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.
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 -69.41%. 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 3.12%, while Microsoft Corporation (MSFT) has a volatility of 7.92%. 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.