GRCE vs. AUDUSD=X

Last updated Jun 3, 2026

GRCE (Grace Therapeutics, Inc) is a stock, while AUDUSD=X (AUD/USD) is a currency. Over the past year, GRCE returned -11.03% vs 10.51% for AUDUSD=X. At a 0.11 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 -27.75% return, which is significantly lower than AUDUSD=X's 7.56% return.

GRCE

• 1D: -7.06%
• 1M: 6.84%
• YTD: -27.75%
• 6M: -20.38%
• 1Y: -11.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AUDUSD=X

• 1D: 0.25%
• 1M: -0.49%
• YTD: 7.56%
• 6M: 9.38%
• 1Y: 10.51%
• 3Y*: 2.81%
• 5Y*: -1.29%
• 10Y*: -0.25%

*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	-27.75%	-7.49%	23.84%
AUDUSD=X AUD/USD	7.56%	7.81%	-8.26%

Correlation

The correlation between GRCE and AUDUSD=X is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Oct 9, 2024	0.11

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: 36
GRCE Sharpe Ratio Rank: 34
GRCE Sortino Ratio Rank: 37
GRCE Omega Ratio Rank: 41
GRCE Calmar Ratio Rank: 35
GRCE Martin Ratio Rank: 32

AUDUSD=X

AUDUSD=X Risk / Return Rank: 87
AUDUSD=X Sharpe Ratio Rank: 83
AUDUSD=X Sortino Ratio Rank: 84
AUDUSD=X Omega Ratio Rank: 80
AUDUSD=X Calmar Ratio Rank: 93
AUDUSD=X Martin Ratio Rank: 92

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.

	GRCE	AUDUSD=X	Difference
Sharpe ratio Return per unit of total volatility	-0.15	1.11	-1.27
Sortino ratio Return per unit of downside risk	0.32	1.63	-1.30
Omega ratio Gain probability vs. loss probability	1.06	1.20	-0.13
Calmar ratio Return relative to maximum drawdown	-0.17	2.37	-2.53
Martin ratio Return relative to average drawdown	-0.48	6.15	-6.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRCE vs. AUDUSD=X - Sharpe Ratio Comparison

The current GRCE Sharpe Ratio is -0.15, which is lower than the AUDUSD=X Sharpe Ratio of 1.11. 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.

Sharpe Ratios by Period

	GRCE	AUDUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	1.11	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	-0.06	-0.09

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%	-4.20%	-54.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.18%	—
Current Drawdown Current decline from peak	-51.27%	-34.84%	-16.43%
Average Drawdown Average peak-to-trough decline	-27.52%	-25.81%	-1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.35%	1.62%	+18.73%

Volatility

GRCE vs. AUDUSD=X - Volatility Comparison

Grace Therapeutics, Inc (GRCE) has a higher volatility of 16.39% compared to AUD/USD (AUDUSD=X) at 1.99%. 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	16.39%	1.99%	+14.40%
Volatility (6M) Calculated over the trailing 6-month period	77.73%	6.44%	+71.29%
Volatility (1Y) Calculated over the trailing 1-year period	72.02%	7.54%	+64.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.39%	10.09%	+63.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.39%	9.66%	+63.73%

Frequently Asked Questions

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

GRCE and AUDUSD=X have a correlation of 0.13, 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 (16.39%) compared to AUDUSD=X (1.99%). 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 (1.11 vs -0.15), 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.