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

Correlation

The correlation between SAND and AUD=X is 0.00, 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

SAND vs. AUD=X - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
201.61%
-0.02%
SAND
AUD=X

Key characteristics

Sharpe Ratio

SAND:

0.28

AUD=X:

0.55

Sortino Ratio

SAND:

0.62

AUD=X:

0.89

Omega Ratio

SAND:

1.08

AUD=X:

1.10

Calmar Ratio

SAND:

0.14

AUD=X:

0.14

Martin Ratio

SAND:

1.06

AUD=X:

1.23

Ulcer Index

SAND:

9.34%

AUD=X:

3.55%

Daily Std Dev

SAND:

35.26%

AUD=X:

7.71%

Max Drawdown

SAND:

-86.60%

AUD=X:

-56.54%

Current Drawdown

SAND:

-63.07%

AUD=X:

-23.33%

Returns By Period

In the year-to-date period, SAND achieves a 8.32% return, which is significantly lower than AUD=X's 8.96% return. Over the past 10 years, SAND has outperformed AUD=X with an annualized return of 6.86%, while AUD=X has yielded a comparatively lower 2.46% annualized return.


SAND

YTD

8.32%

1M

-5.11%

6M

0.13%

1Y

7.68%

5Y*

-3.56%

10Y*

6.86%

AUD=X

YTD

8.96%

1M

4.07%

6M

6.24%

1Y

8.81%

5Y*

1.81%

10Y*

2.46%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Sandstorm Gold Ltd. (SAND) 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 SAND, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.68-0.02
The chart of Sortino ratio for SAND, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10-0.02
The chart of Omega ratio for SAND, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.00
The chart of Calmar ratio for SAND, currently valued at 0.30, compared to the broader market0.002.004.006.000.30-0.05
The chart of Martin ratio for SAND, currently valued at 2.68, compared to the broader market-5.000.005.0010.0015.0020.0025.002.68-0.34
SAND
AUD=X

The current SAND Sharpe Ratio is 0.28, which is lower than the AUD=X Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SAND 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.68
-0.02
SAND
AUD=X

Drawdowns

SAND vs. AUD=X - Drawdown Comparison

The maximum SAND drawdown since its inception was -86.60%, 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 SAND and AUD=X. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.07%
-0.21%
SAND
AUD=X

Volatility

SAND vs. AUD=X - Volatility Comparison

Sandstorm Gold Ltd. (SAND) has a higher volatility of 9.00% compared to USD/AUD (AUD=X) at 0.29%. This indicates that SAND'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%JulyAugustSeptemberOctoberNovemberDecember
9.00%
0.29%
SAND
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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