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DNN vs. AUD=X
Performance
Return for Risk
Drawdowns
Volatility

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.

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Different Trading Currencies

DNN is traded in USD, while AUD=X is traded in AUD. To make them comparable, the AUD=X values have been converted to USD using the latest available exchange rates.

Returns By Period

Over the past 10 years, DNN has outperformed AUD=X with an annualized return of 19.05%, while AUD=X has yielded a comparatively lower 0.01% annualized return.


DNN

1D
0.65%
1M
-10.34%
YTD
17.29%
6M
15.56%
1Y
74.30%
3Y*
35.65%
5Y*
21.26%
10Y*
19.05%

AUD=X

1D
0.01%
1M
0.05%
YTD
0.00%
6M
0.02%
1Y
-0.00%
3Y*
0.03%
5Y*
0.01%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNN vs. AUD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNN
Denison Mines Corp
17.29%47.78%1.69%53.91%-16.06%111.75%54.05%-9.48%-15.64%6.86%
AUD=X
USD/AUD
0.00%-0.01%0.03%0.01%-0.08%-0.04%0.11%0.09%-0.05%0.10%

Correlation

The correlation between DNN and AUD=X is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2007

-0.00

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Return for Risk

DNN vs. AUD=X — Risk / Return Rank

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

DNN
DNN Risk / Return Rank: 7777
Overall Rank
DNN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DNN Sortino Ratio Rank: 7676
Sortino Ratio Rank
DNN Omega Ratio Rank: 7272
Omega Ratio Rank
DNN Calmar Ratio Rank: 7878
Calmar Ratio Rank
DNN Martin Ratio Rank: 7878
Martin Ratio Rank

AUD=X
AUD=X Risk / Return Rank: 3030
Overall Rank
AUD=X Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 2626
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 2626
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 3636
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 3737
Martin Ratio Rank
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.

DNN vs. AUD=X - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DNNAUD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.22

Calmar ratioReturn relative to maximum drawdown

2.12

-0.00

+2.12

Martin ratioReturn relative to average drawdown

5.08

-0.00

+5.08

DNN vs. AUD=X - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 1.24, which is higher than the AUD=X Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of DNN and AUD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DNN vs. AUD=X - Drawdown Comparison

The maximum DNN drawdown since its inception was -98.96%, which is greater than AUD=X's maximum drawdown of -3.07%. Use the drawdown chart below to compare losses from any high point for DNN and AUD=X.


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Drawdown Indicators


DNNAUD=XDifference

Max Drawdown

Largest peak-to-trough decline

-98.96%

-3.07%

-95.89%

Max Drawdown (1Y)

Largest decline over 1 year

-35.24%

-0.81%

-34.43%

Max Drawdown (3Y)

Largest decline over 3 years

-52.48%

-1.22%

-51.26%

Max Drawdown (5Y)

Largest decline over 5 years

-55.66%

-1.22%

-54.44%

Max Drawdown (10Y)

Largest decline over 10 years

-75.90%

-1.44%

-74.46%

Current Drawdown

Current decline from peak

-83.82%

-1.69%

-82.13%

Average Drawdown

Average peak-to-trough decline

-85.05%

-1.64%

-83.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.66%

0.12%

+14.54%

Volatility

DNN vs. AUD=X - Volatility Comparison

Denison Mines Corp (DNN) has a higher volatility of 20.53% compared to USD/AUD (AUD=X) at 0.20%. 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.


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Volatility by Period


DNNAUD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.53%

0.20%

+20.33%

Volatility (6M)

Calculated over the trailing 6-month period

46.35%

0.72%

+45.63%

Volatility (1Y)

Calculated over the trailing 1-year period

60.31%

1.18%

+59.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.41%

1.05%

+62.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.31%

1.33%

+62.98%

Frequently Asked Questions


DNN and AUD=X have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DNN has higher volatility (20.53%) compared to AUD=X (0.20%). In terms of maximum drawdown, DNN dropped -98.96% vs AUD=X's -3.07%.

DNN currently has the higher Sharpe Ratio (1.24 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DNN and AUD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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