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

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Performance

Performance Chart


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S&P 500

Returns By Period

JPY/USD (JPYUSD=X) returned 9.37% year-to-date (YTD) and 9.37% over the past 12 months. Over the past 10 years, JPYUSD=X returned -1.45% annually, underperforming the S&P 500 benchmark at 10.68%.


JPYUSD=X

YTD

9.37%

1M

-0.00%

6M

7.69%

1Y

9.37%

3Y*

-3.95%

5Y*

-5.52%

10Y*

-1.45%

^GSPC (Benchmark)

YTD

-1.34%

1M

5.80%

6M

-2.79%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.00%3.12%1.52%4.48%-0.00%9.37%
2024-4.23%-1.47%-1.49%-4.55%1.59%-3.12%8.06%1.49%2.94%-5.71%1.52%-4.48%-9.86%
20231.32%-5.19%2.74%-2.67%-1.37%-4.17%1.45%-1.43%-2.90%-1.49%3.03%4.41%-6.58%
2022-0.00%0.00%-5.75%-6.10%1.30%-5.13%1.35%-4.00%-4.17%-2.90%7.46%5.56%-12.64%
2021-1.03%-2.08%-4.26%2.22%-1.09%-1.10%1.11%-0.00%-1.10%-2.22%-0.00%-1.14%-10.31%
2020-0.00%1.09%-0.00%0.00%0.00%0.00%2.15%-1.05%1.06%1.05%0.00%1.04%5.43%
20191.10%-2.17%0.00%0.00%2.22%1.09%-1.08%2.17%-1.06%0.00%-2.15%1.10%1.10%
20183.37%2.17%-0.00%-2.13%0.00%-2.17%-1.11%1.12%-2.22%1.14%-1.12%3.41%2.25%
20173.49%-0.00%1.12%0.00%-0.00%-1.11%2.25%0.00%-2.20%-1.12%1.14%-0.00%3.49%
20160.00%7.23%0.00%5.62%-4.26%7.78%1.03%-1.02%2.06%-4.04%-8.42%-1.15%3.61%
20151.19%-1.18%-1.19%1.20%-3.57%1.23%-1.22%2.47%0.00%0.00%-2.41%2.47%-1.19%
20143.16%0.00%-1.02%1.03%0.00%1.02%-2.02%-1.03%-5.21%-2.20%-5.62%0.00%-11.58%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, JPYUSD=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 JPYUSD=X is 7878
Overall Rank
The Sharpe Ratio Rank of JPYUSD=X is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of JPYUSD=X is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JPYUSD=X is 8686
Omega Ratio Rank
The Calmar Ratio Rank of JPYUSD=X is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JPYUSD=X is 7575
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/USD (JPYUSD=X) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPY/USD Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 0.61
  • 5-Year: -0.43
  • 10-Year: -0.12
  • All Time: -0.00

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPY/USD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 53.03%, occurring on Jun 26, 2024. The portfolio has not yet recovered.

The current JPY/USD drawdown is 46.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.03%Oct 26, 20113306Jun 26, 2024
-45.16%Apr 19, 1995865Aug 14, 19983279Mar 16, 20114144
-11.27%Dec 27, 198964Mar 27, 1990119Sep 10, 1990183
-11.25%Oct 19, 1990165Jun 7, 1991151Jan 6, 1992316
-10.1%Aug 18, 199397Dec 30, 1993123Jun 21, 1994220
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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