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1691.HK vs. JPY=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

1691.HK vs. JPY=X - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Js Global Lifestyle Company Ltd (1691.HK) and USD/JPY (JPY=X). The values are adjusted to include any dividend payments, if applicable.

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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 -25.39% return, which is significantly lower than JPY=X's 0.61% return.


1691.HK

1D
0.00%
1M
7.46%
6M
-22.16%
YTD
-25.39%
1Y
-24.61%
3Y*
6.18%
5Y*
-41.01%
10Y*
ALL TIME*
-15.50%

JPY=X

1D
0.00%
1M
-0.09%
6M
0.56%
YTD
0.61%
1Y
-0.16%
3Y*
0.09%
5Y*
0.19%
10Y*
0.12%
ALL TIME*
0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1691.HK vs. JPY=X - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
1691.HK
Js Global Lifestyle Company Ltd
-25.39%38.85%-10.32%-81.63%-30.22%-11.13%185.94%8.95%
JPY=X
USD/JPY
0.61%0.23%-0.38%-0.05%0.15%0.59%-0.47%0.00%

Correlation

The correlation between 1691.HK and JPY=X is -0.05, 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

-0.05

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 18, 2019

-0.03

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Js Global Lifestyle Company Ltd

USD/JPY

Return for Risk

1691.HK vs. JPY=X — Risk / Return Rank

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

1691.HK
1691.HK Risk / Return Rank: 1919
Overall Rank
1691.HK Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
1691.HK Sortino Ratio Rank: 1616
Sortino Ratio Rank
1691.HK Omega Ratio Rank: 1717
Omega Ratio Rank
1691.HK Calmar Ratio Rank: 2424
Calmar Ratio Rank
1691.HK Martin Ratio Rank: 2222
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 9191
Overall Rank
JPY=X Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 9191
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 9191
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 9191
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.

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.

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.


1691.HKJPY=XDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

0.90

0.99

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.09

-0.48

Martin ratioReturn relative to average drawdown

-1.07

-0.15

-0.91

1691.HK vs. JPY=X - Sharpe Ratio Comparison

The current 1691.HK Sharpe Ratio is -0.68, which is lower than the JPY=X Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of 1691.HK and JPY=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

1691.HK vs. JPY=X - Drawdown Comparison

The maximum 1691.HK drawdown since its inception was -95.74%, 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.HKJPY=XDifference

Max Drawdown

Largest peak-to-trough decline

-95.74%

-3.89%

-91.85%

Max Drawdown (1Y)

Largest decline over 1 year

-43.42%

-1.35%

-42.07%

Max Drawdown (3Y)

Largest decline over 3 years

-43.42%

-1.91%

-41.51%

Max Drawdown (5Y)

Largest decline over 5 years

-94.85%

-2.04%

-92.81%

Max Drawdown (10Y)

Largest decline over 10 years

-2.15%

Current Drawdown

Current decline from peak

-93.86%

-1.87%

-91.99%

Average Drawdown

Average peak-to-trough decline

-62.67%

-2.23%

-60.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.32%

0.23%

+23.09%

Volatility

1691.HK vs. JPY=X - Volatility Comparison

Js Global Lifestyle Company Ltd (1691.HK) has a higher volatility of 8.56% compared to USD/JPY (JPY=X) at 0.33%. 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.HKJPY=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

0.33%

+8.23%

Volatility (6M)

Calculated over the trailing 6-month period

23.42%

0.84%

+22.58%

Volatility (1Y)

Calculated over the trailing 1-year period

36.81%

1.60%

+35.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.58%

1.43%

+64.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.94%

1.33%

+65.61%

Frequently Asked Questions


1691.HK and JPY=X have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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