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

Correlation

The correlation between UROY 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

UROY vs. AUD=X - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-11.81%
-0.05%
UROY
AUD=X

Key characteristics

Sharpe Ratio

UROY:

-0.34

AUD=X:

0.60

Sortino Ratio

UROY:

-0.15

AUD=X:

0.97

Omega Ratio

UROY:

0.98

AUD=X:

1.11

Calmar Ratio

UROY:

-0.29

AUD=X:

0.16

Martin Ratio

UROY:

-0.64

AUD=X:

1.34

Ulcer Index

UROY:

30.88%

AUD=X:

3.55%

Daily Std Dev

UROY:

57.85%

AUD=X:

7.70%

Max Drawdown

UROY:

-68.17%

AUD=X:

-56.54%

Current Drawdown

UROY:

-63.84%

AUD=X:

-23.04%

Returns By Period

In the year-to-date period, UROY achieves a -22.59% return, which is significantly lower than AUD=X's 9.38% return.


UROY

YTD

-22.59%

1M

-24.55%

6M

-13.99%

1Y

-19.62%

5Y*

N/A

10Y*

N/A

AUD=X

YTD

9.38%

1M

4.89%

6M

6.87%

1Y

8.08%

5Y*

1.88%

10Y*

2.53%

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Uranium Royalty Corp (UROY) 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 UROY, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.43-0.04
The chart of Sortino ratio for UROY, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.37-0.05
The chart of Omega ratio for UROY, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.99
The chart of Calmar ratio for UROY, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.13
The chart of Martin ratio for UROY, currently valued at -1.31, compared to the broader market0.0010.0020.00-1.31-0.74
UROY
AUD=X

The current UROY Sharpe Ratio is -0.34, which is lower than the AUD=X Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UROY 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-0.60-0.40-0.200.000.200.40JulyAugustSeptemberOctoberNovemberDecember
-0.43
-0.04
UROY
AUD=X

Drawdowns

UROY vs. AUD=X - Drawdown Comparison

The maximum UROY drawdown since its inception was -68.17%, 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 UROY 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
-63.84%
-0.14%
UROY
AUD=X

Volatility

UROY vs. AUD=X - Volatility Comparison

Uranium Royalty Corp (UROY) has a higher volatility of 15.37% compared to USD/AUD (AUD=X) at 0.29%. This indicates that UROY'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.37%
0.29%
UROY
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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