Highlights
- Avg. Volume (1M)
- 124K
- Avg. Volume Value (1M)
- $769.49
Share Price Chart
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Performance
JPYUSD=X Performance Chart
JPY/USD (JPYUSD=X) is down 0.5% since the beginning of the year. JPYUSD=X is currently trading at $0 per share. Investors who bought $1,000 worth of JPYUSD=X shares 5 years ago would now be looking at an investment worth $697.
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Returns By Period
JPY/USD (JPYUSD=X) has returned -0.47% so far this year and -6.36% over the past 12 months. Over the last ten years, JPYUSD=X has returned -4.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
JPY/USD
- 1D
- 1.42%
- 1M
- 2.35%
- 6M
- -1.69%
- YTD
- -0.47%
- 1Y
- -6.36%
- 3Y*
- -3.20%
- 5Y*
- -6.97%
- 10Y*
- -4.35%
- ALL TIME*
- -1.60%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JPYUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Sep 7, 2007, JPYUSD=X's average daily return is 0.00%, while the average monthly return is -0.09%.
Historically, 50% of months were positive and 50% were negative. The best month was Nov 2022 with a return of +7.7%, while the worst month was Nov 2016 at -8.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.
On a daily basis, JPYUSD=X closed higher 47% of trading days. The best single day was Mar 16, 2011 with a return of +5.6%, while the worst single day was Oct 28, 2008 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.24% | -0.84% | -1.69% | 1.35% | -1.76% | -1.94% | 3.29% | -0.47% | |||||
| 2025 | 1.31% | 3.03% | 0.42% | 4.86% | -0.70% | -0.03% | -4.38% | 2.59% | -0.69% | -3.98% | -0.97% | -0.73% | 0.33% |
| 2024 | -4.01% | -2.01% | -0.89% | -4.10% | 0.32% | -2.27% | 7.37% | 2.53% | 1.73% | -5.49% | 1.52% | -4.72% | -10.26% |
| 2023 | 0.79% | -4.50% | 2.58% | -2.51% | -2.21% | -3.46% | 1.43% | -2.26% | -2.56% | -1.52% | 2.35% | 5.07% | -7.04% |
| 2022 | -0.05% | 0.16% | -5.53% | -6.27% | 0.87% | -5.19% | 1.90% | -4.22% | -3.90% | -2.71% | 7.74% | 5.30% | -12.23% |
| 2021 | -1.34% | -1.70% | -3.78% | 1.25% | -0.21% | -1.36% | 1.28% | -0.29% | -1.16% | -2.40% | 0.72% | -1.64% | -10.24% |
Benchmark Metrics
JPY/USD has an annualized alpha of 0.49%, beta of -0.16, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since September 07, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -7.66%), but participation in market rallies was also limited (-8.53%) - a profile typical of counter-cyclical assets.
- Beta of -0.16 may look defensive, but with R2 of 0.10 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 0.10 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
- 0.49%
- Beta
- -0.16
- R²
- 0.10
- Upside Capture
- -8.53%
- Downside Capture
- -7.66%
Return for Risk
Risk / Return Rank
JPYUSD=X ranks 26 for risk / return — above 26% of currencies peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPYUSD=X | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.25 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.00 | -2.33 |
| Martin ratioReturn relative to average drawdown | -0.53 | 8.49 | -9.02 |
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/USD. 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/USD was 53.57%, occurring on Jul 24, 2026. The portfolio has not yet recovered.
The current JPY/USD drawdown is 51.67%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-53.57%Jul 2026 | 14y 9mo | — | 14y 9moOct 2011 - now | — |
-13.76%Apr 2009 | 3mo 19d | 7mo 24d | 11mo 13dDec 2008 - Nov 2009 | Financial crisis2007–2009 |
-12.02%Aug 2008 | 5mo | 2mo 10d | 7mo 10dMar 2008 - Oct 2008 | Financial crisis2007–2009 |
-9.40%Apr 2011 | 20d | 3mo 24d | 4mo 14dMar 2011 - Jul 2011 | — |
-8.93%May 2010 | 5mo 4d | 3mo 1d | 8mo 5dDec 2009 - Aug 2010 | — |
Drawdown Indicators
| JPYUSD=X | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.57% | -56.78% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -9.10% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -14.18% | -18.90% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -33.46% | -25.43% | -8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.01% | -33.92% | -5.09% |
Current DrawdownCurrent decline from peak | -51.67% | -1.58% | -50.09% |
Average DrawdownAverage peak-to-trough decline | -27.35% | -10.70% | -16.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.14% | +2.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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