1691.HK vs. JPY=X
1691.HK (Js Global Lifestyle Company Ltd) is a stock, while JPY=X (USD/JPY) is a currency. Over the past 5 years, 1691.HK returned -41.81%/yr vs 0.20%/yr for JPY=X. At a correlation of -0.03, they often move in opposite directions.
Performance
1691.HK vs. JPY=X - Performance Comparison
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Different Trading Currencies
1691.HK is traded in HKD, while JPY=X is traded in JPY. To make them comparable, the JPY=X values have been converted to HKD using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1691.HK achieves a -29.02% return, which is significantly lower than JPY=X's 0.50% return.
1691.HK
- 1D
- 0.00%
- 1M
- -19.41%
- YTD
- -29.02%
- 6M
- -27.89%
- 1Y
- -31.16%
- 3Y*
- -43.04%
- 5Y*
- -41.81%
- 10Y*
- —
JPY=X
- 1D
- -0.06%
- 1M
- -0.09%
- YTD
- 0.50%
- 6M
- 0.60%
- 1Y
- -0.15%
- 3Y*
- -0.05%
- 5Y*
- 0.20%
- 10Y*
- 0.08%
1691.HK vs. JPY=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
1691.HK Js Global Lifestyle Company Ltd | -29.02% | 38.85% | -10.32% | -81.55% | -32.76% | -12.11% | 165.77% | 4.19% |
JPY=X USD/JPY | 0.50% | 0.23% | -0.38% | -0.05% | 0.15% | 0.59% | -0.47% | 0.05% |
Correlation
The correlation between 1691.HK and JPY=X is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2019 | -0.03 |
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Return for Risk
1691.HK vs. JPY=X — Risk / Return Rank
1691.HK
JPY=X
1691.HK vs. JPY=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Js Global Lifestyle Company Ltd (1691.HK) and USD/JPY (JPY=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.
| 1691.HK | JPY=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.99 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.09 | -0.70 |
| Martin ratioReturn relative to average drawdown | -1.73 | -0.14 | -1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 1691.HK | JPY=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | -0.07 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.65 | 0.13 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.02 | -0.30 |
Drawdowns
1691.HK vs. JPY=X - Drawdown Comparison
The maximum 1691.HK drawdown since its inception was -95.91%, which is greater than JPY=X's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for 1691.HK and JPY=X.
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Drawdown Indicators
| 1691.HK | JPY=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.91% | -3.89% | -92.02% |
Max Drawdown (1Y)Largest decline over 1 year | -42.54% | -1.39% | -41.15% |
Max Drawdown (3Y)Largest decline over 3 years | -87.49% | -1.91% | -85.58% |
Max Drawdown (5Y)Largest decline over 5 years | -95.30% | -2.04% | -93.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -2.15% | — |
Current DrawdownCurrent decline from peak | -94.40% | -1.98% | -92.42% |
Average DrawdownAverage peak-to-trough decline | -62.55% | -2.23% | -60.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.11% | 0.45% | +18.66% |
Volatility
1691.HK vs. JPY=X - Volatility Comparison
Js Global Lifestyle Company Ltd (1691.HK) has a higher volatility of 10.42% compared to USD/JPY (JPY=X) at 0.18%. This indicates that 1691.HK's price experiences larger fluctuations and is considered to be riskier than JPY=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1691.HK | JPY=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.42% | 0.18% | +10.24% |
Volatility (6M)Calculated over the trailing 6-month period | 18.80% | 0.95% | +17.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.62% | 1.67% | +34.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.69% | 1.43% | +64.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.19% | 1.35% | +65.84% |
Frequently Asked Questions
1691.HK and JPY=X have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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