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


2026 (YTD)2025202420232022202120202019
1691.HK
Js Global Lifestyle Company Ltd
-6.74%38.85%-10.32%-81.55%-32.76%-12.11%165.77%4.19%
JPY=X
USD/JPY
0.56%0.23%-0.38%-0.05%0.15%0.59%-0.47%0.05%
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 -6.74% return, which is significantly lower than JPY=X's 0.56% return.


1691.HK

1D
3.45%
1M
0.00%
YTD
-6.74%
6M
-3.23%
1Y
-4.76%
3Y*
-38.45%
5Y*
-40.39%
10Y*

JPY=X

1D
-0.03%
1M
0.43%
YTD
0.56%
6M
0.66%
1Y
0.44%
3Y*
-0.04%
5Y*
0.16%
10Y*
0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 3434
Overall Rank
1691.HK Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
1691.HK Sortino Ratio Rank: 3232
Sortino Ratio Rank
1691.HK Omega Ratio Rank: 3232
Omega Ratio Rank
1691.HK Calmar Ratio Rank: 3535
Calmar Ratio Rank
1691.HK Martin Ratio Rank: 3636
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 7474
Overall Rank
JPY=X Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 6666
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 8989
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 8686
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.


1691.HKJPY=XDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.28

-0.40

Sortino ratio

Return per unit of downside risk

0.13

0.42

-0.28

Omega ratio

Gain probability vs. loss probability

1.02

1.06

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.16

-0.11

-0.05

Martin ratio

Return relative to average drawdown

-0.27

-0.17

-0.10

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

The current 1691.HK Sharpe Ratio is -0.12, which is lower than the JPY=X Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of 1691.HK and JPY=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


1691.HKJPY=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.28

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

0.10

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.02

-0.25

Correlation

The correlation between 1691.HK and JPY=X is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.HKJPY=XDifference

Max Drawdown

Largest peak-to-trough decline

-95.91%

-38.80%

-57.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.88%

-5.60%

-20.28%

Max Drawdown (5Y)

Largest decline over 5 years

-95.91%

-14.84%

-81.07%

Max Drawdown (10Y)

Largest decline over 10 years

-14.84%

Current Drawdown

Current decline from peak

-92.65%

-1.64%

-91.01%

Average Drawdown

Average peak-to-trough decline

-61.74%

-14.82%

-46.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.67%

1.53%

+14.14%

Volatility

1691.HK vs. JPY=X - Volatility Comparison

Js Global Lifestyle Company Ltd (1691.HK) has a higher volatility of 8.59% compared to USD/JPY (JPY=X) at 0.32%. 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

8.59%

0.32%

+8.27%

Volatility (6M)

Calculated over the trailing 6-month period

18.77%

1.26%

+17.51%

Volatility (1Y)

Calculated over the trailing 1-year period

42.42%

2.18%

+40.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.85%

1.42%

+64.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.85%

1.36%

+66.49%