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MTA vs. AUD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MTA and AUD=X is -0.01. 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.


-0.50.00.51.0-0.0

Performance

MTA vs. AUD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metalla Royalty & Streaming Ltd. (MTA) and USD/AUD (AUD=X). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-11.44%
-0.09%
MTA
AUD=X

Key characteristics

Sharpe Ratio

MTA:

-0.20

AUD=X:

0.67

Sortino Ratio

MTA:

0.07

AUD=X:

1.10

Omega Ratio

MTA:

1.01

AUD=X:

1.13

Calmar Ratio

MTA:

-0.13

AUD=X:

0.17

Martin Ratio

MTA:

-0.62

AUD=X:

1.49

Ulcer Index

MTA:

16.98%

AUD=X:

3.54%

Daily Std Dev

MTA:

52.51%

AUD=X:

7.56%

Max Drawdown

MTA:

-81.73%

AUD=X:

-56.54%

Current Drawdown

MTA:

-79.29%

AUD=X:

-22.64%

Returns By Period

In the year-to-date period, MTA achieves a 7.97% return, which is significantly higher than AUD=X's -0.12% return.


MTA

YTD

7.97%

1M

1.88%

6M

-11.44%

1Y

-9.67%

5Y*

-14.81%

10Y*

N/A

AUD=X

YTD

-0.12%

1M

0.70%

6M

7.87%

1Y

6.51%

5Y*

1.90%

10Y*

2.52%

*Annualized

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Risk-Adjusted Performance

MTA vs. AUD=X — Risk-Adjusted Performance Rank

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

MTA
The Risk-Adjusted Performance Rank of MTA is 3535
Overall Rank
The Sharpe Ratio Rank of MTA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of MTA is 3434
Sortino Ratio Rank
The Omega Ratio Rank of MTA is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MTA is 3838
Calmar Ratio Rank
The Martin Ratio Rank of MTA is 3434
Martin Ratio Rank

AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 7070
Overall Rank
The Sharpe Ratio Rank of AUD=X is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTA vs. AUD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Metalla Royalty & Streaming Ltd. (MTA) 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.


Sharpe ratio
The chart of Sharpe ratio for MTA, currently valued at -0.28, compared to the broader market-2.000.002.004.00-0.28-0.07
The chart of Sortino ratio for MTA, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.08
The chart of Omega ratio for MTA, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.99
The chart of Calmar ratio for MTA, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.19
The chart of Martin ratio for MTA, currently valued at -0.70, compared to the broader market-10.000.0010.0020.0030.00-0.70-1.11
MTA
AUD=X

The current MTA Sharpe Ratio is -0.20, which is lower than the AUD=X Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of MTA 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.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.60AugustSeptemberOctoberNovemberDecember2025
-0.28
-0.07
MTA
AUD=X

Drawdowns

MTA vs. AUD=X - Drawdown Comparison

The maximum MTA drawdown since its inception was -81.73%, which is greater than AUD=X's maximum drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for MTA and AUD=X. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-79.29%
-0.17%
MTA
AUD=X

Volatility

MTA vs. AUD=X - Volatility Comparison

Metalla Royalty & Streaming Ltd. (MTA) has a higher volatility of 12.90% compared to USD/AUD (AUD=X) at 0.34%. This indicates that MTA'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.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
12.90%
0.34%
MTA
AUD=X
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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