PortfoliosLab logo
DNN vs. AUD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DNN and AUD=X is 0.03, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

DNN vs. AUD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Denison Mines Corp (DNN) and USD/AUD (AUD=X). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,160.16%
-0.11%
DNN
AUD=X

Key characteristics

Sharpe Ratio

DNN:

-0.49

AUD=X:

0.57

Sortino Ratio

DNN:

-0.41

AUD=X:

0.93

Omega Ratio

DNN:

0.95

AUD=X:

1.12

Calmar Ratio

DNN:

-0.33

AUD=X:

0.18

Martin Ratio

DNN:

-1.14

AUD=X:

1.97

Ulcer Index

DNN:

26.34%

AUD=X:

2.78%

Daily Std Dev

DNN:

61.27%

AUD=X:

9.24%

Max Drawdown

DNN:

-98.41%

AUD=X:

-56.54%

Current Drawdown

DNN:

-88.97%

AUD=X:

-25.11%

Returns By Period

In the year-to-date period, DNN achieves a -22.78% return, which is significantly lower than AUD=X's -3.30% return. Over the past 10 years, DNN has outperformed AUD=X with an annualized return of 3.73%, while AUD=X has yielded a comparatively lower 2.13% annualized return.


DNN

YTD

-22.78%

1M

-2.80%

6M

-36.53%

1Y

-29.44%

5Y*

24.59%

10Y*

3.73%

AUD=X

YTD

-3.30%

1M

-1.57%

6M

3.20%

1Y

1.86%

5Y*

-0.03%

10Y*

2.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DNN vs. AUD=X — Risk-Adjusted Performance Rank

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

DNN
The Risk-Adjusted Performance Rank of DNN is 2626
Overall Rank
The Sharpe Ratio Rank of DNN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of DNN is 2626
Sortino Ratio Rank
The Omega Ratio Rank of DNN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DNN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of DNN is 2222
Martin Ratio Rank

AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 7272
Overall Rank
The Sharpe Ratio Rank of AUD=X is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DNN vs. AUD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Denison Mines Corp (DNN) and USD/AUD (AUD=X). 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 chart of Sharpe ratio for DNN, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
DNN: -0.57
AUD=X: -0.08
The chart of Sortino ratio for DNN, currently valued at -0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
DNN: -0.59
AUD=X: -0.11
The chart of Omega ratio for DNN, currently valued at 0.93, compared to the broader market0.501.001.502.00
DNN: 0.93
AUD=X: 0.98
The chart of Calmar ratio for DNN, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
DNN: -0.36
AUD=X: -0.11
The chart of Martin ratio for DNN, currently valued at -1.20, compared to the broader market-5.000.005.0010.0015.0020.00
DNN: -1.20
AUD=X: -1.57

The current DNN Sharpe Ratio is -0.49, which is lower than the AUD=X Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DNN and AUD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.57
-0.08
DNN
AUD=X

Drawdowns

DNN vs. AUD=X - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.41%, which is greater than AUD=X's maximum drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for DNN and AUD=X. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.97%
-0.67%
DNN
AUD=X

Volatility

DNN vs. AUD=X - Volatility Comparison

Denison Mines Corp (DNN) has a higher volatility of 20.86% compared to USD/AUD (AUD=X) at 0.18%. This indicates that DNN's price experiences larger fluctuations and is considered to be riskier than AUD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.86%
0.18%
DNN
AUD=X