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

MTA vs. AUD=X

Last updated May 14, 2025

Compare and contrast key facts about Metalla Royalty & Streaming Ltd. (MTA) and USD/AUD (AUD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTA or AUD=X.

Correlation

The correlation between MTA and AUD=X is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

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Key characteristics

Sharpe Ratio

MTA:

-0.07

AUD=X:

0.22

Sortino Ratio

MTA:

0.38

AUD=X:

0.48

Omega Ratio

MTA:

1.04

AUD=X:

1.06

Calmar Ratio

MTA:

-0.02

AUD=X:

0.09

Martin Ratio

MTA:

-0.06

AUD=X:

0.86

Ulcer Index

MTA:

21.10%

AUD=X:

3.14%

Daily Std Dev

MTA:

53.85%

AUD=X:

10.09%

Max Drawdown

MTA:

-81.73%

AUD=X:

-56.54%

Current Drawdown

MTA:

-77.84%

AUD=X:

-25.98%

Returns By Period

In the year-to-date period, MTA achieves a 15.54% return, which is significantly higher than AUD=X's -4.42% return.

MTA

YTD

15.54%

1M

-4.92%

6M

-7.64%

1Y

-3.97%

5Y*

-9.99%

10Y*

N/A

AUD=X

YTD

-4.42%

1M

-2.89%

6M

0.91%

1Y

2.07%

5Y*

-0.04%

10Y*

2.11%

*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 4747
Overall Rank
The Sharpe Ratio Rank of MTA is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MTA is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MTA is 4444
Omega Ratio Rank
The Calmar Ratio Rank of MTA is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MTA is 4949
Martin Ratio Rank
AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 6363
Overall Rank
The Sharpe Ratio Rank of AUD=X is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 6464
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.

The current MTA Sharpe Ratio is -0.07, which is lower than the AUD=X Sharpe Ratio of 0.22. 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.

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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.

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Volatility

MTA vs. AUD=X - Volatility Comparison

Metalla Royalty & Streaming Ltd. (MTA) has a higher volatility of 13.71% compared to USD/AUD (AUD=X) at 2.96%. 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.

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