USD/JPY (JPY=X)
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Popular comparisons: JPY=X vs. XMR-USD, JPY=X vs. SPY, JPY=X vs. AA, JPY=X vs. VOO, JPY=X vs. EWJ, JPY=X vs. DXJ, JPY=X vs. VT, JPY=X vs. IEFA, JPY=X vs. BTC-USD, JPY=X vs. VUAA.DE
Performance
Performance Chart
The chart shows the growth of an initial investment of ¥10,000 in USD/JPY, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
USD/JPY had a return of 9.89% year-to-date (YTD) and 2.17% in the last 12 months. Over the past 10 years, USD/JPY had an annualized return of 2.73%, while the S&P 500 had an annualized return of 11.39%, indicating that USD/JPY did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.89% | 25.45% |
| 1 month | 3.98% | 2.91% |
| 6 months | -0.90% | 14.05% |
| 1 year | 2.17% | 35.64% |
| 5 years (annualized) | 6.73% | 14.13% |
| 10 years (annualized) | 2.73% | 11.39% |
Monthly Returns
The table below presents the monthly returns of JPY=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.13% | 2.10% | 0.86% | 4.32% | -0.31% | 2.21% | -6.72% | -2.54% | -1.74% | 5.85% | 9.89% | ||
| 2023 | -0.78% | 4.70% | -2.51% | 2.63% | 2.24% | 3.58% | -1.41% | 2.28% | 2.63% | 1.55% | -2.29% | -4.82% | 7.58% |
| 2022 | 0.02% | -0.10% | 5.80% | 6.71% | -0.89% | 5.48% | -1.87% | 4.32% | 4.17% | 2.74% | -7.18% | -5.01% | 13.93% |
| 2021 | 1.39% | 1.81% | 3.87% | -1.29% | 0.25% | 1.42% | -1.26% | 0.29% | 1.14% | 2.45% | -0.75% | 1.71% | 11.47% |
| 2020 | -0.21% | -0.29% | -0.50% | -0.33% | 0.56% | 0.14% | -1.89% | 0.01% | -0.42% | -0.77% | -0.35% | -0.99% | -4.94% |
| 2019 | -0.63% | 2.30% | -0.48% | 0.51% | -2.83% | -0.35% | 0.80% | -2.25% | 1.67% | -0.04% | 1.37% | -0.81% | -0.87% |
| 2018 | -3.11% | -2.30% | -0.37% | 2.88% | -0.47% | 1.71% | 1.08% | -0.75% | 2.39% | -0.66% | 0.47% | -3.44% | -2.76% |
| 2017 | -3.51% | -0.01% | -1.23% | 0.13% | -0.69% | 1.45% | -1.89% | -0.25% | 2.29% | 1.02% | -0.97% | 0.13% | -3.60% |
| 2016 | 0.61% | -6.91% | -0.10% | -5.52% | 4.08% | -6.70% | -1.19% | 1.33% | -2.01% | 3.43% | 9.20% | 2.12% | -2.85% |
| 2015 | -1.87% | 1.78% | 0.50% | -0.64% | 4.00% | -1.33% | 1.18% | -2.19% | -1.12% | 0.63% | 2.05% | -2.26% | 0.52% |
| 2014 | -3.11% | -0.23% | 1.39% | -0.93% | -0.46% | -0.45% | 1.45% | 1.25% | 5.36% | 2.43% | 5.62% | 0.89% | 13.65% |
| 2013 | 5.74% | 0.91% | 1.79% | 3.40% | 3.14% | -1.34% | -1.27% | 0.30% | 0.07% | 0.13% | 4.16% | 2.80% | 21.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of JPY=X is 79, placing it in the top 21% of currencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for USD/JPY (JPY=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the USD/JPY. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the USD/JPY was 52.58%, occurring on Oct 28, 2011. Recovery took 3362 trading sessions.
The current USD/JPY drawdown is 4.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.58% | Apr 18, 1990 | 5611 | Oct 28, 2011 | 3362 | Jun 26, 2024 | 8973 |
| -13.04% | Jul 4, 2024 | 64 | Sep 16, 2024 | — | — | — |
| -2.56% | Jan 3, 1990 | 18 | Jan 26, 1990 | 20 | Feb 23, 1990 | 38 |
| -1.71% | Nov 21, 1989 | 26 | Dec 26, 1989 | 4 | Jan 2, 1990 | 30 |
| -1.56% | Apr 4, 1990 | 2 | Apr 5, 1990 | 8 | Apr 17, 1990 | 10 |
Volatility
Volatility Chart
The current USD/JPY volatility is 3.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.