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

Correlation

The correlation between UROY and AUD=X is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

UROY vs. AUD=X

Last updated Jun 1, 2025

Compare and contrast key facts about Uranium Royalty Corp (UROY) and USD/AUD (AUD=X).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UROY or AUD=X.

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.

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Key characteristics

Sharpe Ratio

UROY:

-0.28

AUD=X:

0.30

Sortino Ratio

UROY:

-0.09

AUD=X:

0.49

Omega Ratio

UROY:

0.99

AUD=X:

1.06

Calmar Ratio

UROY:

-0.27

AUD=X:

0.09

Martin Ratio

UROY:

-0.78

AUD=X:

0.79

Ulcer Index

UROY:

25.99%

AUD=X:

3.56%

Daily Std Dev

UROY:

62.44%

AUD=X:

10.11%

Max Drawdown

UROY:

-74.57%

AUD=X:

-56.54%

Current Drawdown

UROY:

-61.76%

AUD=X:

-25.49%

Returns By Period

In the year-to-date period, UROY achieves a 0.91% return, which is significantly higher than AUD=X's -3.80% return.

UROY

YTD

0.91%

1M

20.11%

6M

-11.24%

1Y

-16.60%

3Y*

-10.86%

5Y*

N/A

10Y*

N/A

AUD=X

YTD

-3.80%

1M

-0.76%

6M

1.24%

1Y

3.43%

3Y*

3.71%

5Y*

0.72%

10Y*

1.91%

*Annualized

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Uranium Royalty Corp

USD/AUD

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

UROY vs. AUD=X — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UROY
The Risk-Adjusted Performance Rank of UROY is 3333
Overall Rank
The Sharpe Ratio Rank of UROY is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of UROY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of UROY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UROY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of UROY is 3333
Martin Ratio Rank
AUD=X
The Risk-Adjusted Performance Rank of AUD=X is 6060
Overall Rank
The Sharpe Ratio Rank of AUD=X is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AUD=X is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AUD=X is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AUD=X is 6868
Calmar Ratio Rank
The Martin Ratio Rank of AUD=X is 5959
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.

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.

The current UROY Sharpe Ratio is -0.28, which is lower than the AUD=X Sharpe Ratio of 0.30. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

UROY vs. AUD=X - Drawdown Comparison

The maximum UROY drawdown since its inception was -74.57%, 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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

UROY vs. AUD=X - Volatility Comparison

Uranium Royalty Corp (UROY) has a higher volatility of 20.76% compared to USD/AUD (AUD=X) at 2.91%. 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.

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