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^NDX vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDX vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Index (^NDX) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^NDX achieves a 17.37% return, which is significantly higher than JPYUSD=X's -2.23% return. Over the past 10 years, ^NDX has outperformed JPYUSD=X with an annualized return of 20.95%, while JPYUSD=X has yielded a comparatively lower -4.05% annualized return.


^NDX

1D
0.64%
1M
0.92%
YTD
17.37%
6M
17.62%
1Y
35.24%
3Y*
25.76%
5Y*
16.18%
10Y*
20.95%

JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDX vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDX
NASDAQ 100 Index
17.37%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between ^NDX and JPYUSD=X is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

-0.21

The correlation between ^NDX and JPYUSD=X shifts across timeframes, from -0.21 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

^NDX vs. JPYUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NDX
^NDX Risk / Return Rank: 7979
Overall Rank
^NDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7676
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^NDX vs. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and JPY/USD (JPYUSD=X). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


^NDXJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

1.36

0.82

+0.54

Calmar ratioReturn relative to maximum drawdown

2.92

-0.79

+3.71

Martin ratioReturn relative to average drawdown

10.85

-1.16

+12.01

^NDX vs. JPYUSD=X - Sharpe Ratio Comparison

The current ^NDX Sharpe Ratio is 2.05, which is higher than the JPYUSD=X Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of ^NDX and JPYUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^NDX vs. JPYUSD=X - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than JPYUSD=X's maximum drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for ^NDX and JPYUSD=X.


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Drawdown Indicators


^NDXJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-82.90%

-52.96%

-29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-10.68%

-1.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.93%

-14.63%

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-32.59%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-38.21%

+2.65%

Current Drawdown

Current decline from peak

-3.34%

-52.52%

+49.18%

Average Drawdown

Average peak-to-trough decline

-24.61%

-26.91%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

6.15%

-2.89%

Volatility

^NDX vs. JPYUSD=X - Volatility Comparison

NASDAQ 100 Index (^NDX) has a higher volatility of 7.51% compared to JPY/USD (JPYUSD=X) at 0.69%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^NDXJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

0.69%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

5.49%

+8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

7.51%

+9.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

9.56%

+13.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

8.89%

+13.72%

Frequently Asked Questions


^NDX and JPYUSD=X have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^NDX has higher volatility (7.51%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, ^NDX dropped -82.90% vs JPYUSD=X's -52.96%.

^NDX currently has the higher Sharpe Ratio (2.05 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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