GRCE vs. AUDUSD=X

Last updated Jun 24, 2026

GRCE (Grace Therapeutics, Inc) is a stock, while AUDUSD=X (AUD/USD) is a currency. Over the past year, GRCE returned -18.43% vs 7.13% for AUDUSD=X. At a 0.10 correlation, their price movements are largely independent.

Performance

GRCE vs. AUDUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grace Therapeutics, Inc (GRCE) and AUD/USD (AUDUSD=X). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GRCE achieves a -30.92% return, which is significantly lower than AUDUSD=X's 3.68% return.

GRCE

• 1D: 5.75%
• 1M: 8.64%
• YTD: -30.92%
• 6M: -29.50%
• 1Y: -18.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUDUSD=X

• 1D: -1.18%
• 1M: -3.39%
• YTD: 3.68%
• 6M: 3.24%
• 1Y: 7.13%
• 3Y*: 1.20%
• 5Y*: -1.82%
• 10Y*: -0.76%

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

GRCE vs. AUDUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GRCE Grace Therapeutics, Inc	-30.92%	-7.49%	22.62%
AUDUSD=X AUD/USD	3.68%	7.81%	-8.39%

Correlation

The correlation between GRCE and AUDUSD=X is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (All Time) Calculated using the full available price history since Oct 8, 2024	0.10

Return for Risk

GRCE vs. AUDUSD=X — Risk / Return Rank

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

GRCE

GRCE Risk / Return Rank: 34
GRCE Sharpe Ratio Rank: 32
GRCE Sortino Ratio Rank: 36
GRCE Omega Ratio Rank: 38
GRCE Calmar Ratio Rank: 33
GRCE Martin Ratio Rank: 29

AUDUSD=X

AUDUSD=X Risk / Return Rank: 81
AUDUSD=X Sharpe Ratio Rank: 80
AUDUSD=X Sortino Ratio Rank: 81
AUDUSD=X Omega Ratio Rank: 79
AUDUSD=X Calmar Ratio Rank: 81
AUDUSD=X Martin Ratio Rank: 83

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.

GRCE vs. AUDUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grace Therapeutics, Inc (GRCE) and AUD/USD (AUDUSD=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.

	GRCE	AUDUSD=X	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	0.75	-1.01
Sortino ratio: Return per unit of downside risk	0.18	1.10	-0.93
Omega ratio: Gain probability vs. loss probability	1.03	1.14	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.31	1.22	-1.54
Martin ratio: Return relative to average drawdown	-0.77	3.32	-4.09

GRCE vs. AUDUSD=X - Sharpe Ratio Comparison

The current GRCE Sharpe Ratio is -0.26, which is lower than the AUDUSD=X Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GRCE and AUDUSD=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.

Drawdowns

GRCE vs. AUDUSD=X - Drawdown Comparison

The maximum GRCE drawdown since its inception was -60.00%, which is greater than AUDUSD=X's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for GRCE and AUDUSD=X.

Drawdown Indicators

	GRCE	AUDUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-60.00%	-47.87%	-12.13%
Max Drawdown (1Y) Largest decline over 1 year	-59.06%	-4.66%	-54.40%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.18%	—
Current Drawdown Current decline from peak	-53.41%	-37.19%	-16.22%
Average Drawdown Average peak-to-trough decline	-28.36%	-25.93%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.07%	1.80%	+22.27%

Volatility

GRCE vs. AUDUSD=X - Volatility Comparison

Grace Therapeutics, Inc (GRCE) has a higher volatility of 18.61% compared to AUD/USD (AUDUSD=X) at 2.29%. This indicates that GRCE's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GRCE	AUDUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.61%	2.29%	+16.32%
Volatility (6M) Calculated over the trailing 6-month period	78.24%	6.51%	+71.73%
Volatility (1Y) Calculated over the trailing 1-year period	71.84%	7.60%	+64.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.73%	10.07%	+62.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.73%	9.63%	+63.10%

Frequently Asked Questions

Can I hold both GRCE and AUDUSD=X in my portfolio?

GRCE and AUDUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GRCE or AUDUSD=X?

GRCE has higher volatility (18.61%) compared to AUDUSD=X (2.29%). In terms of maximum drawdown, GRCE dropped -60.00% vs AUDUSD=X's -47.87%.

Which has better risk-adjusted returns?

AUDUSD=X currently has the higher Sharpe Ratio (0.75 vs -0.26), 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.