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JPY/EUR Exchange Rate (JPYEUR=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 JPY/EUR Exchange Rate, 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%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.62%
16.68%
JPYEUR=X (JPY/EUR Exchange Rate)
Benchmark (^GSPC)

Returns By Period

JPY/EUR Exchange Rate had a return of 3.28% year-to-date (YTD) and 1.61% in the last 12 months. Over the past 10 years, JPY/EUR Exchange Rate had an annualized return of -1.52%, while the S&P 500 had an annualized return of 11.29%, indicating that JPY/EUR Exchange Rate did not perform as well as the benchmark.


JPYEUR=X

YTD

3.28%

1M

1.61%

6M

1.61%

1Y

1.61%

5Y*

-5.01%

10Y*

-1.52%

^GSPC (Benchmark)

YTD

4.22%

1M

2.22%

6M

9.51%

1Y

22.46%

5Y*

12.74%

10Y*

11.29%

*Annualized

Monthly Returns

The table below presents the monthly returns of JPYEUR=X, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.64%3.28%
2024-1.56%-1.59%-1.61%-3.28%-0.00%-1.69%6.90%-0.00%1.61%-4.76%5.00%-3.17%-4.69%
20230.00%-2.82%1.45%-4.29%-0.00%-4.48%0.00%-1.56%0.00%-1.59%-0.00%3.23%-9.86%
20221.32%1.30%-5.13%-1.35%-1.37%-2.78%5.71%-2.70%-1.39%-4.23%2.94%1.43%-6.58%
20210.00%-1.27%-1.28%-1.30%-1.32%1.33%1.32%0.00%1.30%-2.56%2.63%-2.56%-3.80%
20201.22%1.20%0.00%1.19%-1.18%-1.19%-3.61%-1.25%2.53%1.23%-2.44%-1.25%-3.66%
2019-0.00%-1.25%1.27%-0.00%3.75%-1.20%1.22%3.61%-1.16%-2.35%0.00%-1.20%2.50%
2018-0.00%4.05%-1.30%-0.00%3.95%-2.53%-0.00%1.30%-2.56%2.63%-0.00%2.56%8.11%
20171.23%2.44%0.00%-2.38%-2.44%-2.50%-1.28%-1.30%-1.32%1.33%-1.32%-1.33%-8.64%
2016-1.30%7.89%-4.88%5.13%-1.22%7.41%1.15%-1.14%1.15%-1.14%-4.60%-2.41%5.19%
20158.70%-0.00%4.00%-3.85%-2.67%0.00%-0.00%1.37%1.35%-0.00%2.67%0.00%11.59%
20145.80%-2.74%-1.41%1.43%1.41%-0.00%1.39%0.00%-1.37%-1.39%-4.23%1.47%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, JPYEUR=X is among the top 22% of 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 JPYEUR=X is 7878
Overall Rank
The Sharpe Ratio Rank of JPYEUR=X is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JPYEUR=X is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPYEUR=X is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JPYEUR=X is 7373
Calmar Ratio Rank
The Martin Ratio Rank of JPYEUR=X is 8080
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 JPY/EUR Exchange Rate (JPYEUR=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JPYEUR=X, currently valued at 0.38, compared to the broader market0.002.004.006.008.000.381.77
The chart of Sortino ratio for JPYEUR=X, currently valued at 0.64, compared to the broader market0.0010.0020.0030.000.642.39
The chart of Omega ratio for JPYEUR=X, currently valued at 1.11, compared to the broader market2.004.006.008.001.111.32
The chart of Calmar ratio for JPYEUR=X, currently valued at 0.10, compared to the broader market0.0020.0040.0060.000.102.66
The chart of Martin ratio for JPYEUR=X, currently valued at 1.46, compared to the broader market0.00100.00200.00300.00400.00500.001.4610.85
JPYEUR=X
^GSPC

The current JPY/EUR Exchange Rate Sharpe ratio is 0.38. 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 JPY/EUR Exchange Rate 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.38
1.93
JPYEUR=X (JPY/EUR Exchange Rate)
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-43.75%
-0.30%
JPYEUR=X (JPY/EUR Exchange Rate)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPY/EUR Exchange Rate. 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 JPY/EUR Exchange Rate was 49.11%, occurring on Jul 3, 2024. The portfolio has not yet recovered.

The current JPY/EUR Exchange Rate drawdown is 43.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.11%Oct 26, 20006193Jul 3, 2024
-34.41%Apr 20, 1995861Aug 11, 1998335Nov 24, 19991196
-21.87%Oct 23, 1989210Aug 13, 1990227Jun 27, 1991437
-12.5%Jul 18, 1991293Aug 31, 199245Nov 2, 1992338
-10.23%Aug 18, 1993100Jan 4, 1994324Apr 3, 1995424

Volatility

Volatility Chart

The current JPY/EUR Exchange Rate volatility is 4.57%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.57%
3.53%
JPYEUR=X (JPY/EUR Exchange Rate)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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