AUDUSD=X vs. ^HSI
Compare and contrast key facts about AUD/USD (AUDUSD=X) and Hang Seng Index (^HSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUDUSD=X or ^HSI.
Correlation
The correlation between AUDUSD=X and ^HSI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AUDUSD=X vs. ^HSI - Performance Comparison
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Key characteristics
AUDUSD=X:
-0.28
^HSI:
0.84
AUDUSD=X:
-0.50
^HSI:
1.53
AUDUSD=X:
0.93
^HSI:
1.24
AUDUSD=X:
-0.07
^HSI:
0.65
AUDUSD=X:
-0.58
^HSI:
3.08
AUDUSD=X:
7.02%
^HSI:
10.48%
AUDUSD=X:
9.21%
^HSI:
28.79%
AUDUSD=X:
-67.80%
^HSI:
-91.54%
AUDUSD=X:
-56.93%
^HSI:
-31.03%
Returns By Period
In the year-to-date period, AUDUSD=X achieves a 3.60% return, which is significantly lower than ^HSI's 14.00% return. Over the past 10 years, AUDUSD=X has underperformed ^HSI with an annualized return of -2.20%, while ^HSI has yielded a comparatively higher -1.78% annualized return.
AUDUSD=X
3.60%
3.00%
-2.61%
-2.89%
-0.23%
-2.20%
^HSI
14.00%
10.57%
10.32%
20.59%
-1.49%
-1.78%
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Risk-Adjusted Performance
AUDUSD=X vs. ^HSI — Risk-Adjusted Performance Rank
AUDUSD=X
^HSI
AUDUSD=X vs. ^HSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AUD/USD (AUDUSD=X) and Hang Seng Index (^HSI). 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.
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Drawdowns
AUDUSD=X vs. ^HSI - Drawdown Comparison
The maximum AUDUSD=X drawdown since its inception was -67.80%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for AUDUSD=X and ^HSI. For additional features, visit the drawdowns tool.
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Volatility
AUDUSD=X vs. ^HSI - Volatility Comparison
The current volatility for AUD/USD (AUDUSD=X) is 2.44%, while Hang Seng Index (^HSI) has a volatility of 15.61%. This indicates that AUDUSD=X experiences smaller price fluctuations and is considered to be less risky than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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