SAND vs. AUD=X
Compare and contrast key facts about Sandstorm Gold Ltd. (SAND) and USD/AUD (AUD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAND or AUD=X.
Key characteristics
| SAND | AUD=X | |
|---|---|---|
| YTD Return | 15.96% | 3.42% |
| 1Y Return | 25.71% | -3.34% |
| 3Y Return (Ann) | -4.42% | 3.39% |
| 5Y Return (Ann) | -1.82% | 0.75% |
| 10Y Return (Ann) | 7.44% | 2.63% |
| Sharpe Ratio | 0.78 | 0.02 |
| Sortino Ratio | 1.25 | 0.09 |
| Omega Ratio | 1.16 | 1.01 |
| Calmar Ratio | 0.38 | 0.01 |
| Martin Ratio | 3.39 | 0.05 |
| Ulcer Index | 8.24% | 3.56% |
| Daily Std Dev | 35.78% | 7.86% |
| Max Drawdown | -86.60% | -56.54% |
| Current Drawdown | -60.47% | -27.23% |
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.
Performance
SAND vs. AUD=X - Performance Comparison
In the year-to-date period, SAND achieves a 15.96% return, which is significantly higher than AUD=X's 3.42% return. Over the past 10 years, SAND has outperformed AUD=X with an annualized return of 7.44%, while AUD=X has yielded a comparatively lower 2.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
SAND vs. AUD=X - Volatility Comparison
Sandstorm Gold Ltd. (SAND) has a higher volatility of 12.99% compared to USD/AUD (AUD=X) at 0.28%. 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.