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

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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Different Trading Currencies

UROY 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, UROY achieves a -21.47% return, which is significantly lower than AUD=X's -0.06% return.


UROY

1D
-4.47%
1M
-17.51%
YTD
-21.47%
6M
-25.47%
1Y
18.30%
3Y*
12.55%
5Y*
2.73%
10Y*

AUD=X

1D
-0.04%
1M
-0.08%
YTD
-0.06%
6M
-0.05%
1Y
-0.04%
3Y*
-0.02%
5Y*
0.00%
10Y*
-0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UROY vs. AUD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UROY
Uranium Royalty Corp
-21.47%61.64%-18.89%13.92%-35.07%8.96%
AUD=X
USD/AUD
-0.06%-0.01%0.03%0.01%-0.08%0.17%

Correlation

The correlation between UROY and AUD=X is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2021

0.01

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Return for Risk

UROY vs. AUD=X — Risk / Return Rank

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

UROY
UROY Risk / Return Rank: 5353
Overall Rank
UROY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UROY Sortino Ratio Rank: 5555
Sortino Ratio Rank
UROY Omega Ratio Rank: 5353
Omega Ratio Rank
UROY Calmar Ratio Rank: 5252
Calmar Ratio Rank
UROY Martin Ratio Rank: 5252
Martin Ratio Rank

AUD=X
AUD=X Risk / Return Rank: 2424
Overall Rank
AUD=X Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 2222
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 2424
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 2727
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 2525
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.

UROY vs. AUD=X - Risk-Adjusted Trends 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.

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.


UROYAUD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

0.37

-0.04

+0.41

Martin ratioReturn relative to average drawdown

0.77

-0.06

+0.83

UROY vs. AUD=X - Sharpe Ratio Comparison

The current UROY Sharpe Ratio is 0.25, which is higher than the AUD=X Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of UROY 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

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 -3.07%. Use the drawdown chart below to compare losses from any high point for UROY and AUD=X.


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Drawdown Indicators


UROYAUD=XDifference

Max Drawdown

Largest peak-to-trough decline

-74.57%

-3.07%

-71.50%

Max Drawdown (1Y)

Largest decline over 1 year

-49.08%

-0.81%

-48.27%

Max Drawdown (3Y)

Largest decline over 3 years

-59.73%

-1.22%

-58.51%

Max Drawdown (5Y)

Largest decline over 5 years

-74.57%

-1.22%

-73.35%

Max Drawdown (10Y)

Largest decline over 10 years

-1.44%

Current Drawdown

Current decline from peak

-51.90%

-1.75%

-50.15%

Average Drawdown

Average peak-to-trough decline

-47.57%

-1.64%

-45.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.83%

0.12%

+23.71%

Volatility

UROY vs. AUD=X - Volatility Comparison

Uranium Royalty Corp (UROY) has a higher volatility of 23.27% compared to USD/AUD (AUD=X) at 0.22%. 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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Volatility by Period


UROYAUD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.27%

0.22%

+23.05%

Volatility (6M)

Calculated over the trailing 6-month period

49.92%

0.72%

+49.20%

Volatility (1Y)

Calculated over the trailing 1-year period

73.90%

1.19%

+72.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.91%

1.05%

+69.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.50%

1.33%

+69.17%

Frequently Asked Questions


UROY and AUD=X have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UROY has higher volatility (23.27%) compared to AUD=X (0.22%). In terms of maximum drawdown, UROY dropped -74.57% vs AUD=X's -3.07%.

UROY currently has the higher Sharpe Ratio (0.25 vs -0.03), 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

Find the right allocation for UROY and AUD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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