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PSLV vs. AUD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PSLV vs. AUD=X - Performance Comparison

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

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Different Trading Currencies

PSLV is traded in USD, while AUD=X is traded in AUD. To make them comparable, the AUD=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSLV achieves a -23.72% return, which is significantly lower than AUD=X's -0.05% return.


PSLV

1D
0.89%
1M
-15.98%
6M
-38.62%
YTD
-23.72%
1Y
40.39%
3Y*
28.31%
5Y*
14.82%
10Y*
9.03%

AUD=X

1D
-0.06%
1M
-0.02%
6M
0.01%
YTD
-0.05%
1Y
-0.08%
3Y*
-0.01%
5Y*
0.01%
10Y*
-0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSLV vs. AUD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLV
Sprott Physical Silver Trust
-23.72%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%
AUD=X
USD/AUD
-0.05%-0.01%0.03%0.01%-0.08%-0.04%0.11%0.09%-0.05%0.10%

Correlation

The correlation between PSLV and AUD=X is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2010

-0.00

The correlation between PSLV and AUD=X shifts across timeframes, from -0.10 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PSLV vs. AUD=X — Risk / Return Rank

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

PSLV
PSLV Risk / Return Rank: 2424
Overall Rank
PSLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 2525
Sortino Ratio Rank
PSLV Omega Ratio Rank: 3030
Omega Ratio Rank
PSLV Calmar Ratio Rank: 2222
Calmar Ratio Rank
PSLV Martin Ratio Rank: 2020
Martin Ratio Rank

AUD=X
AUD=X Risk / Return Rank: 1717
Overall Rank
AUD=X Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 1515
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 1717
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 1818
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 1919
Martin Ratio Rank
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.

PSLV vs. AUD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Silver Trust (PSLV) 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.

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.


PSLVAUD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.17

0.99

+0.18

Calmar ratioReturn relative to maximum drawdown

0.80

-0.18

+0.98

Martin ratioReturn relative to average drawdown

1.68

-0.59

+2.27

PSLV vs. AUD=X - Sharpe Ratio Comparison

The current PSLV Sharpe Ratio is 0.67, which is higher than the AUD=X Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PSLV and AUD=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.


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Drawdowns

PSLV vs. AUD=X - Drawdown Comparison

The maximum PSLV drawdown since its inception was -79.38%, which is greater than AUD=X's maximum drawdown of -3.07%. Use the drawdown chart below to compare losses from any high point for PSLV and AUD=X.


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Drawdown Indicators


PSLVAUD=XDifference

Max Drawdown

Largest peak-to-trough decline

-79.38%

-3.07%

-76.31%

Max Drawdown (1Y)

Largest decline over 1 year

-50.83%

-0.37%

-50.46%

Max Drawdown (3Y)

Largest decline over 3 years

-50.83%

-1.22%

-49.61%

Max Drawdown (5Y)

Largest decline over 5 years

-50.83%

-1.22%

-49.61%

Max Drawdown (10Y)

Largest decline over 10 years

-50.83%

-1.44%

-49.39%

Current Drawdown

Current decline from peak

-50.39%

-1.74%

-48.65%

Average Drawdown

Average peak-to-trough decline

-58.04%

-1.66%

-56.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.07%

0.12%

+23.95%

Volatility

PSLV vs. AUD=X - Volatility Comparison

Sprott Physical Silver Trust (PSLV) has a higher volatility of 13.22% compared to USD/AUD (AUD=X) at 0.23%. This indicates that PSLV'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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Volatility by Period


PSLVAUD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.22%

0.23%

+12.99%

Volatility (6M)

Calculated over the trailing 6-month period

56.06%

0.66%

+55.40%

Volatility (1Y)

Calculated over the trailing 1-year period

60.94%

0.90%

+60.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.43%

1.04%

+35.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.51%

1.32%

+30.19%

Frequently Asked Questions


PSLV and AUD=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.

PSLV has higher volatility (13.22%) compared to AUD=X (0.23%). In terms of maximum drawdown, PSLV dropped -79.38% vs AUD=X's -3.07%.

PSLV currently has the higher Sharpe Ratio (0.67 vs -0.07), 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.

Portfolio Optimizer

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