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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 9.32% return, which is significantly higher than AUD=X's -0.04% return.


UROY

1D
9.63%
1M
1.84%
YTD
9.32%
6M
3.20%
1Y
78.34%
3Y*
23.59%
5Y*
4.81%
10Y*

AUD=X

1D
0.04%
1M
-0.02%
YTD
-0.04%
6M
-0.03%
1Y
0.02%
3Y*
-0.01%
5Y*
-0.01%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UROY vs. AUD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UROY
Uranium Royalty Corp
9.32%61.64%-18.89%13.92%-35.07%12.57%
AUD=X
USD/AUD
-0.04%-0.01%0.03%0.01%-0.08%0.05%

Correlation

The correlation between UROY and AUD=X is -0.02, 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

-0.02

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

0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 29, 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: 7171
Overall Rank
UROY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UROY Sortino Ratio Rank: 7272
Sortino Ratio Rank
UROY Omega Ratio Rank: 6969
Omega Ratio Rank
UROY Calmar Ratio Rank: 7373
Calmar Ratio Rank
UROY Martin Ratio Rank: 6969
Martin Ratio Rank

AUD=X
AUD=X Risk / Return Rank: 1313
Overall Rank
AUD=X Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AUD=X Sortino Ratio Rank: 1212
Sortino Ratio Rank
AUD=X Omega Ratio Rank: 1414
Omega Ratio Rank
AUD=X Calmar Ratio Rank: 1515
Calmar Ratio Rank
AUD=X Martin Ratio Rank: 1010
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.


UROYAUD=XDifference

Sharpe ratio

Return per unit of total volatility

1.08

-0.07

+1.14

Sortino ratio

Return per unit of downside risk

1.89

-0.08

+1.98

Omega ratio

Gain probability vs. loss probability

1.22

0.99

+0.24

Calmar ratio

Return relative to maximum drawdown

1.89

-0.12

+2.01

Martin ratio

Return relative to average drawdown

3.53

-0.17

+3.70

UROY vs. AUD=X - Sharpe Ratio Comparison

The current UROY Sharpe Ratio is 1.08, which is higher than the AUD=X Sharpe Ratio of -0.07. 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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Sharpe Ratios by Period


UROYAUD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.07

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.01

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.00

+0.05

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

-39.74%

-0.81%

-38.93%

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

-33.04%

-1.74%

-31.30%

Average Drawdown

Average peak-to-trough decline

-47.60%

-1.63%

-45.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.28%

0.11%

+21.17%

Volatility

UROY vs. AUD=X - Volatility Comparison

Uranium Royalty Corp (UROY) has a higher volatility of 20.12% compared to USD/AUD (AUD=X) at 0.24%. 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

20.12%

0.24%

+19.88%

Volatility (6M)

Calculated over the trailing 6-month period

47.80%

0.71%

+47.09%

Volatility (1Y)

Calculated over the trailing 1-year period

73.06%

1.44%

+71.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.58%

1.05%

+69.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.37%

1.34%

+69.03%

Frequently Asked Questions


UROY and AUD=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UROY has higher volatility (20.12%) compared to AUD=X (0.24%). In terms of maximum drawdown, UROY dropped -74.57% vs AUD=X's -3.07%.

UROY currently has the higher Sharpe Ratio (1.08 vs -0.07), 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.

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