DNN vs. AUD=X

Last updated Apr 2, 2026

Compare and contrast key facts about Denison Mines Corp (DNN) and USD/AUD (AUD=X).

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.

DNN vs. AUD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNN Denison Mines Corp	37.59%	47.78%	1.69%	53.91%	-16.06%	111.75%	54.05%	-9.48%	-15.64%	6.86%
AUD=X USD/AUD	0.16%	-0.01%	0.03%	0.01%	-0.08%	-0.04%	0.11%	0.09%	-0.05%	0.10%

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

In the year-to-date period, DNN achieves a 37.59% return, which is significantly higher than AUD=X's 0.16% return. Over the past 10 years, DNN has outperformed AUD=X with an annualized return of 20.65%, while AUD=X has yielded a comparatively lower 0.02% annualized return.

DNN

• 1D: 3.68%
• 1M: -16.25%
• YTD: 37.59%
• 6M: 32.13%
• 1Y: 181.54%
• 3Y*: 49.74%
• 5Y*: 25.41%
• 10Y*: 20.65%

AUD=X

• 1D: 0.16%
• 1M: 0.20%
• YTD: 0.16%
• 6M: 0.18%
• 1Y: 0.14%
• 3Y*: 0.06%
• 5Y*: 0.04%
• 10Y*: 0.02%

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

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: 94
DNN Sharpe Ratio Rank: 96
DNN Sortino Ratio Rank: 93
DNN Omega Ratio Rank: 88
DNN Calmar Ratio Rank: 96
DNN Martin Ratio Rank: 95

AUD=X

AUD=X Risk / Return Rank: 17
AUD=X Sharpe Ratio Rank: 18
AUD=X Sortino Ratio Rank: 16
AUD=X Omega Ratio Rank: 17
AUD=X Calmar Ratio Rank: 20
AUD=X Martin Ratio Rank: 14

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.

	DNN	AUD=X	Difference
Sharpe ratio Return per unit of total volatility	2.88	0.07	+2.81
Sortino ratio Return per unit of downside risk	3.21	0.11	+3.10
Omega ratio Gain probability vs. loss probability	1.38	1.02	+0.36
Calmar ratio Return relative to maximum drawdown	6.15	0.25	+5.91
Martin ratio Return relative to average drawdown	17.13	0.37	+16.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNN vs. AUD=X - Sharpe Ratio Comparison

The current DNN Sharpe Ratio is 2.88, which is higher than the AUD=X Sharpe Ratio of 0.07. 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.

Sharpe Ratios by Period

	DNN	AUD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	0.07	+2.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.03	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.02	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.00	-0.07

Correlation

The correlation between DNN and AUD=X is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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.

Drawdown Indicators

	DNN	AUD=X	Difference
Max Drawdown Largest peak-to-trough decline	-98.96%	-45.40%	-53.56%
Max Drawdown (1Y) Largest decline over 1 year	-29.50%	-16.78%	-12.72%
Max Drawdown (5Y) Largest decline over 5 years	-55.66%	-16.78%	-38.88%
Max Drawdown (10Y) Largest decline over 10 years	-75.90%	-28.03%	-47.87%
Current Drawdown Current decline from peak	-81.02%	-16.70%	-64.32%
Average Drawdown Average peak-to-trough decline	-85.10%	-21.99%	-63.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.60%	4.69%	+5.91%

Volatility

DNN vs. AUD=X - Volatility Comparison

Denison Mines Corp (DNN) has a higher volatility of 18.81% compared to USD/AUD (AUD=X) at 0.38%. 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.

Volatility by Period

	DNN	AUD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.81%	0.38%	+18.43%
Volatility (6M) Calculated over the trailing 6-month period	45.63%	0.71%	+44.92%
Volatility (1Y) Calculated over the trailing 1-year period	63.53%	1.61%	+61.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.33%	1.05%	+63.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.17%	1.35%	+62.82%