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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.
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Different Benchmark Currency
JPYEUR=X is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
JPY/EUR Exchange Rate (JPYEUR=X) has returned 0.27% so far this year and -11.65% over the past 12 months. Over the last ten years, JPYEUR=X has returned -3.60% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
JPY/EUR Exchange Rate
- 1D
- -0.24%
- 1M
- 0.49%
- YTD
- 0.27%
- 6M
- -5.44%
- 1Y
- -11.65%
- 3Y*
- -7.77%
- 5Y*
- -6.63%
- 10Y*
- -3.60%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jun 25, 2007, JPYEUR=X's average daily return is 0.00%, while the average monthly return is +0.01%. At this rate, your investment would double in approximately 577.7 years.
Historically, 46% of months were positive and 54% were negative. The best month was Oct 2008 with a return of +19.5%, while the worst month was Jan 2013 at -8.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, JPYEUR=X closed higher 47% of trading days. The best single day was Jun 24, 2016 with a return of +7.1%, while the worst single day was Oct 28, 2008 at -8.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.33% | -0.53% | 0.47% | 0.27% | |||||||||
| 2025 | 1.27% | 2.88% | -3.64% | 0.13% | -0.91% | -3.68% | -1.39% | 0.06% | -0.92% | -2.29% | -1.78% | -1.73% | -11.54% |
| 2024 | -2.09% | -1.91% | -0.79% | -2.91% | -1.40% | -1.08% | 6.28% | 0.50% | 0.99% | -3.34% | 4.42% | -2.68% | -4.39% |
| 2023 | -0.69% | -1.92% | 0.06% | -4.12% | 0.84% | -5.42% | 0.63% | -0.83% | -0.08% | -1.53% | -0.61% | 3.66% | -9.84% |
| 2022 | 1.26% | 0.26% | -4.23% | -1.64% | -0.85% | -2.91% | 4.41% | -2.52% | -1.48% | -3.50% | 2.26% | 2.44% | -6.69% |
| 2021 | -0.71% | -1.19% | -0.93% | -1.21% | -1.91% | 1.69% | 1.21% | 0.21% | 0.79% | -2.23% | 2.76% | -2.03% | -3.62% |
Benchmark Metrics
JPY/EUR Exchange Rate has an annualized alpha of 1.41%, beta of -0.13, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since June 26, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -13.25%), but participation in market rallies was also limited (-7.66%) — a profile typical of counter-cyclical assets.
- Beta of -0.13 may look defensive, but with R² of 0.05 this currency is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this currency's risk.
- R² of 0.05 means this currency moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.41%
- Beta
- -0.13
- R²
- 0.05
- Upside Capture
- -7.66%
- Downside Capture
- -13.25%
Return for Risk
Risk / Return Rank
JPYEUR=X ranks 5 for risk / return — in the bottom 5% of currencies on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPY/EUR Exchange Rate (JPYEUR=X) and compare them to a chosen benchmark (S&P 500 Index).
| JPYEUR=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.60 | 0.43 | -2.03 |
Sortino ratioReturn per unit of downside risk | -2.14 | 0.73 | -2.87 |
Omega ratioGain probability vs. loss probability | 0.76 | 1.11 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.84 | 0.67 | -1.51 |
Martin ratioReturn relative to average drawdown | -1.28 | 2.80 | -4.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JPYEUR=X risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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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 49.38%, occurring on Jan 22, 2026. The portfolio has not yet recovered.
The current JPY/EUR Exchange Rate drawdown is 48.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.38% | Jul 25, 2012 | 3615 | Jan 22, 2026 | — | — | — |
| -16.82% | Feb 5, 2009 | 132 | Aug 7, 2009 | 194 | May 6, 2010 | 326 |
| -13.51% | Sep 8, 2010 | 153 | Apr 8, 2011 | 110 | Sep 9, 2011 | 263 |
| -12.23% | Jan 17, 2012 | 51 | Mar 27, 2012 | 47 | May 31, 2012 | 98 |
| -10.76% | Oct 28, 2008 | 6 | Nov 4, 2008 | 57 | Jan 22, 2009 | 63 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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