AUDUSD=X vs. USO

In the year-to-date period, AUDUSD=X achieves a 3.96% return, which is significantly higher than USO's -11.12% return. Over the past 10 years, AUDUSD=X has outperformed USO with an annualized return of -1.87%, while USO has yielded a comparatively lower -8.62% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and United States Oil Fund LP (USO). 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 comparable to the USO Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of AUDUSD=X and USO, 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%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and USO.

The current volatility for AUD/USD (AUDUSD=X) is 2.93%, while United States Oil Fund LP (USO) has a volatility of 7.91%. This indicates that AUDUSD=X experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.