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USD/JPY (JPY=X)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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.


0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1.15%
1,531.42%
JPY=X (USD/JPY)
Benchmark (^GSPC)

Returns By Period

USD/JPY had a return of -8.66% year-to-date (YTD) and -9.32% in the last 12 months. Over the past 10 years, USD/JPY had an annualized return of 1.73%, while the S&P 500 had an annualized return of 10.27%, indicating that USD/JPY did not perform as well as the benchmark.


JPY=X

YTD

-8.66%

1M

-4.17%

6M

-6.04%

1Y

-9.32%

5Y*

5.43%

10Y*

1.73%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.27%-2.95%-0.44%-4.25%-8.66%
20244.13%2.10%0.86%4.32%-0.31%2.21%-6.72%-2.54%-1.74%5.85%-1.49%4.96%11.43%
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%
20220.02%-0.10%5.80%6.71%-0.89%5.48%-1.87%4.32%4.17%2.74%-7.18%-5.01%13.93%
20211.39%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%
20160.61%-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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JPY=X is 8, meaning it’s performing worse than 92% of other currencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JPY=X is 88
Overall Rank
The Sharpe Ratio Rank of JPY=X is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of JPY=X is 55
Sortino Ratio Rank
The Omega Ratio Rank of JPY=X is 1010
Omega Ratio Rank
The Calmar Ratio Rank of JPY=X is 00
Calmar Ratio Rank
The Martin Ratio Rank of JPY=X is 1717
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.

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.


The chart of Sharpe ratio for JPY=X, currently valued at -1.02, compared to the broader market-1.000.001.002.00
JPY=X: -1.02
^GSPC: 0.46
The chart of Sortino ratio for JPY=X, currently valued at -1.34, compared to the broader market-1.000.001.002.003.004.00
JPY=X: -1.34
^GSPC: 0.77
The chart of Omega ratio for JPY=X, currently valued at 0.84, compared to the broader market1.001.502.002.50
JPY=X: 0.84
^GSPC: 1.11
The chart of Calmar ratio for JPY=X, currently valued at -0.82, compared to the broader market0.001.002.003.004.00
JPY=X: -0.82
^GSPC: 0.47
The chart of Martin ratio for JPY=X, currently valued at -1.41, compared to the broader market0.005.0010.0015.0020.0025.00
JPY=X: -1.41
^GSPC: 1.94

The current USD/JPY Sharpe ratio is -1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USD/JPY with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-1.02
0.05
JPY=X (USD/JPY)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.20%
-16.85%
JPY=X (USD/JPY)
Benchmark (^GSPC)

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 11.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.58%Apr 18, 19905611Oct 28, 20113362Jun 26, 20248973
-13.04%Jul 4, 202464Sep 16, 2024
-2.56%Jan 3, 199018Jan 26, 199020Feb 23, 199038
-1.71%Nov 21, 198926Dec 26, 19894Jan 2, 199030
-1.56%Apr 4, 19902Apr 5, 19908Apr 17, 199010

Volatility

Volatility Chart

The current USD/JPY volatility is 3.66%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
3.66%
17.01%
JPY=X (USD/JPY)
Benchmark (^GSPC)