DNN vs. AUD=X
DNN (Denison Mines Corp) is a stock, while AUD=X (USD/AUD) is a currency. Over the past 10 years, DNN returned 19.05%/yr vs 0.01%/yr for AUD=X. At a correlation of -0.00, they often move in opposite directions.
Performance
DNN vs. AUD=X - Performance Comparison
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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%
DNN vs. AUD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DNN
AUD=X
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.
| DNN | AUD=X | Difference | |
|---|---|---|---|
| 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 |
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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
| DNN | AUD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -83.82% | -1.69% | -82.13% |
Average DrawdownAverage peak-to-trough decline | -85.05% | -1.64% | -83.41% |
Ulcer IndexDepth 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
| DNN | AUD=X | Difference | |
|---|---|---|---|
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.
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