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PL=F vs. AUD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PL=F and AUD=X is 0.02, 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.


-0.50.00.51.00.0

Performance

PL=F vs. AUD=X - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-5.35%
-0.02%
PL=F
AUD=X

Key characteristics

Sharpe Ratio

PL=F:

0.30

AUD=X:

0.71

Sortino Ratio

PL=F:

0.60

AUD=X:

1.15

Omega Ratio

PL=F:

1.07

AUD=X:

1.13

Calmar Ratio

PL=F:

0.14

AUD=X:

0.18

Martin Ratio

PL=F:

0.83

AUD=X:

1.56

Ulcer Index

PL=F:

9.40%

AUD=X:

3.53%

Daily Std Dev

PL=F:

25.86%

AUD=X:

7.62%

Max Drawdown

PL=F:

-68.68%

AUD=X:

-56.54%

Current Drawdown

PL=F:

-50.33%

AUD=X:

-22.62%

Returns By Period

In the year-to-date period, PL=F achieves a 3.95% return, which is significantly higher than AUD=X's -0.09% return. Over the past 10 years, PL=F has underperformed AUD=X with an annualized return of -2.86%, while AUD=X has yielded a comparatively higher 2.69% annualized return.


PL=F

YTD

3.95%

1M

2.74%

6M

-5.35%

1Y

2.61%

5Y*

-1.10%

10Y*

-2.86%

AUD=X

YTD

-0.09%

1M

2.68%

6M

8.73%

1Y

7.55%

5Y*

1.98%

10Y*

2.69%

*Annualized

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Risk-Adjusted Performance

PL=F vs. AUD=X — Risk-Adjusted Performance Rank

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

PL=F
The Risk-Adjusted Performance Rank of PL=F is 3737
Overall Rank
The Sharpe Ratio Rank of PL=F is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PL=F is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PL=F is 3737
Omega Ratio Rank
The Calmar Ratio Rank of PL=F is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PL=F is 4040
Martin Ratio Rank

AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 6969
Overall Rank
The Sharpe Ratio Rank of AUD=X is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 5959
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.

PL=F vs. AUD=X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Platinum (PL=F) 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 PL=F, currently valued at 0.24, compared to the broader market0.000.501.001.502.000.24-0.02
The chart of Sortino ratio for PL=F, currently valued at 0.50, compared to the broader market0.000.501.001.502.002.500.50-0.02
The chart of Omega ratio for PL=F, currently valued at 1.06, compared to the broader market1.001.101.201.301.401.061.00
The chart of Calmar ratio for PL=F, currently valued at 0.11, compared to the broader market0.001.002.003.004.000.11-0.06
The chart of Martin ratio for PL=F, currently valued at 0.56, compared to the broader market00.002.004.006.008.0010.000.56
PL=F
AUD=X

The current PL=F Sharpe Ratio is 0.30, which is lower than the AUD=X Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PL=F 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
0.24
-0.02
PL=F
AUD=X

Drawdowns

PL=F vs. AUD=X - Drawdown Comparison

The maximum PL=F drawdown since its inception was -68.68%, 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 PL=F and AUD=X. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.33%
-0.21%
PL=F
AUD=X

Volatility

PL=F vs. AUD=X - Volatility Comparison

Platinum (PL=F) has a higher volatility of 8.01% compared to USD/AUD (AUD=X) at 0.33%. This indicates that PL=F'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%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
8.01%
0.33%
PL=F
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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