BOE.AX vs. DYL.AX

Last updated Apr 2, 2026

Compare and contrast key facts about Boss Energy Limited (BOE.AX) and Deep Yellow Limited (DYL.AX).

Performance

BOE.AX vs. DYL.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Boss Energy Limited (BOE.AX) and Deep Yellow Limited (DYL.AX). The values are adjusted to include any dividend payments, if applicable.

BOE.AX vs. DYL.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BOE.AX Boss Energy Limited	10.58%	-39.71%	-39.70%	89.20%	-5.33%	186.99%	88.46%	-11.86%	22.92%	-15.79%
DYL.AX Deep Yellow Limited	3.53%	63.56%	3.21%	55.71%	-18.60%	84.95%	60.34%	-23.68%	20.63%	-12.50%

Returns By Period

In the year-to-date period, BOE.AX achieves a 10.58% return, which is significantly higher than DYL.AX's 3.53% return. Over the past 10 years, BOE.AX has underperformed DYL.AX with an annualized return of 17.04%, while DYL.AX has yielded a comparatively higher 29.83% annualized return.

BOE.AX

• 1D: 6.23%
• 1M: -10.74%
• YTD: 10.58%
• 6M: -17.56%
• 1Y: -31.93%
• 3Y*: -11.79%
• 5Y*: 6.91%
• 10Y*: 17.04%

DYL.AX

• 1D: 9.17%
• 1M: -27.84%
• YTD: 3.53%
• 6M: -4.03%
• 1Y: 94.39%
• 3Y*: 49.51%
• 5Y*: 23.99%
• 10Y*: 29.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BOE.AX vs. DYL.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOE.AX

BOE.AX Risk / Return Rank: 30
BOE.AX Sharpe Ratio Rank: 25
BOE.AX Sortino Ratio Rank: 32
BOE.AX Omega Ratio Rank: 32
BOE.AX Calmar Ratio Rank: 28
BOE.AX Martin Ratio Rank: 32

DYL.AX

DYL.AX Risk / Return Rank: 77
DYL.AX Sharpe Ratio Rank: 78
DYL.AX Sortino Ratio Rank: 76
DYL.AX Omega Ratio Rank: 74
DYL.AX Calmar Ratio Rank: 78
DYL.AX Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOE.AX vs. DYL.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boss Energy Limited (BOE.AX) and Deep Yellow Limited (DYL.AX). 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.

	BOE.AX	DYL.AX	Difference
Sharpe ratio Return per unit of total volatility	-0.34	1.23	-1.57
Sortino ratio Return per unit of downside risk	0.13	1.97	-1.84
Omega ratio Gain probability vs. loss probability	1.02	1.25	-0.23
Calmar ratio Return relative to maximum drawdown	-0.40	2.24	-2.63
Martin ratio Return relative to average drawdown	-0.56	5.18	-5.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOE.AX vs. DYL.AX - Sharpe Ratio Comparison

The current BOE.AX Sharpe Ratio is -0.34, which is lower than the DYL.AX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of BOE.AX and DYL.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BOE.AX	DYL.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	1.23	-1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.33	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.31	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	-0.16	+0.13

Correlation

The correlation between BOE.AX and DYL.AX is 0.22, 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.

Dividends

BOE.AX vs. DYL.AX - Dividend Comparison

Neither BOE.AX nor DYL.AX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BOE.AX vs. DYL.AX - Drawdown Comparison

The maximum BOE.AX drawdown since its inception was -99.00%, roughly equal to the maximum DYL.AX drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for BOE.AX and DYL.AX.

Drawdown Indicators

	BOE.AX	DYL.AX	Difference
Max Drawdown Largest peak-to-trough decline	-99.00%	-99.99%	+0.99%
Max Drawdown (1Y) Largest decline over 1 year	-74.73%	-44.50%	-30.23%
Max Drawdown (5Y) Largest decline over 5 years	-80.69%	-64.60%	-16.09%
Max Drawdown (10Y) Largest decline over 10 years	-80.69%	-80.83%	+0.14%
Current Drawdown Current decline from peak	-73.49%	-99.83%	+26.34%
Average Drawdown Average peak-to-trough decline	-74.60%	-97.72%	+23.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.75%	19.21%	+33.54%

Volatility

BOE.AX vs. DYL.AX - Volatility Comparison

The current volatility for Boss Energy Limited (BOE.AX) is 22.54%, while Deep Yellow Limited (DYL.AX) has a volatility of 25.52%. This indicates that BOE.AX experiences smaller price fluctuations and is considered to be less risky than DYL.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOE.AX	DYL.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.54%	25.52%	-2.98%
Volatility (6M) Calculated over the trailing 6-month period	61.05%	56.42%	+4.63%
Volatility (1Y) Calculated over the trailing 1-year period	93.39%	76.71%	+16.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.11%	73.09%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.95%	96.94%	-23.99%

Financials