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Performance
JPYUSD=X Performance Chart
JPY/USD (JPYUSD=X) is down 2.0% 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 $685.
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Returns By Period
JPY/USD (JPYUSD=X) has returned -2.00% so far this year and -9.92% over the past 12 months. Over the last ten years, JPYUSD=X has returned -3.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
JPY/USD
- 1D
- -0.17%
- 1M
- -1.69%
- YTD
- -2.00%
- 6M
- -2.90%
- 1Y
- -9.92%
- 3Y*
- -4.34%
- 5Y*
- -7.29%
- 10Y*
- -3.98%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
JPYUSD=X Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2007, JPYUSD=X's average daily return is 0.00%, while the average monthly return is -0.07%.
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% | -0.28% | -2.00% | ||||||
| 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 0.82%, beta of -0.16, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 02, 2007.
- This currency tended to rise when S&P 500 Index fell (downside capture of -8.58%), but participation in market rallies was also limited (-8.05%) - 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
- 0.82%
- Beta
- -0.16
- R²
- 0.10
- Upside Capture
- -8.05%
- Downside Capture
- -8.58%
Return for Risk
Risk / Return Rank
JPYUSD=X ranks 12 for risk / return — in the bottom 12% 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/USD (JPYUSD=X) and compare them to S&P 500 Index.
| JPYUSD=X | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 2.24 | -3.30 |
Sortino ratioReturn per unit of downside risk | -1.55 | 3.07 | -4.63 |
Omega ratioGain probability vs. loss probability | 0.83 | 1.41 | -0.58 |
Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.93 | -3.66 |
Martin ratioReturn relative to average drawdown | -1.08 | 13.52 | -14.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 52.96%, occurring on Jul 3, 2024. The portfolio has not yet recovered.
The current JPY/USD drawdown is 52.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 bear market2024 | -52.96%Jul 2024 | 12y 8mo | — | 14y 7moOct 2011 - now |
Financial crisis2007–2009 | -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 |
2011 pullback2011 | -9.40%Apr 2011 | 20d | 3mo 24d | 4mo 14dMar 2011 - Jul 2011 |
2010 pullback2010 | -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 | -52.96% | -56.78% | +3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -9.10% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -18.90% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -25.43% | -7.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -33.92% | -4.29% |
Current DrawdownCurrent decline from peak | -52.41% | -0.74% | -51.67% |
Average DrawdownAverage peak-to-trough decline | -26.83% | -10.72% | -16.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 1.97% | +3.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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