US Dollar / South Korean Won vs US Dollar / Australian Dollar

US Dollar / South Korean Won (USD/KRW) and US Dollar / Australian Dollar (USD/AUD) compared side by side. Over the past 90 days, USD/AUD is ahead by 11.9 percentage points (USD/KRW -13.2% against USD/AUD -1.2%). Their daily returns move loosely together (correlation 0.46 across 284 shared trading days). USD/KRW has been the more volatile of the two, at 12% annualised against USD/AUD's 10%.

Correlation: 0.46
Ahead over 90 days: USD/AUD

US Dollar / South Korean WonUSD/KRW

$1,344.59

24h: +0.13%
Market cap: —
Volume 24h: —
Volatility (ann.): 12%

US Dollar / Australian DollarUSD/AUD

$1.4319

24h: +0.35%
Market cap: —
Volume 24h: —
Volatility (ann.): 10%

Performance

USD/KRWUSD/AUD

7 days+1.42%+0.28%USD/KRW
30 days-0.41%+1.60%USD/AUD
90 days-13.16%-1.24%USD/AUD

Correlation

0.46over 284 shared trading days

−1 opposite0 unrelated+1 in step

7d: insufficient data30d: 0.3290d: 0.381y: insufficient data

Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.

Risk & extremes

Metric	USD/KRW	USD/AUD
Max drawdown (400d)	-15.0%	-11.1%
Risk-adjusted return (90d)	-1.12	-0.17

Relative strength over 90 days: USD/AUD outperformed USD/KRW by 12.1% — measured on the USD/KRW/USD/AUD ratio, so it holds regardless of market direction.

US Dollar / South Korean Won →US Dollar / Australian Dollar →