CL=F vs. JPYUSD=X
CL=F (Crude Oil WTI) is an asset, while JPYUSD=X (JPY/USD) is a currency. At a 0.00 correlation, their price movements are largely independent.
Performance
CL=F vs. JPYUSD=X - Performance Comparison
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Returns By Period
CL=F
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
CL=F vs. JPYUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CL=F Crude Oil WTI | 0.00% | 0.00% | 0.00% | 0.00% | 18.11% |
JPYUSD=X JPY/USD | -2.23% | 0.33% | -10.26% | -7.04% | -12.13% |
Correlation
The correlation between CL=F and JPYUSD=X is 0.00, 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 (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.00 |
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Return for Risk
CL=F vs. JPYUSD=X — Risk / Return Rank
CL=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JPYUSD=X
CL=F vs. JPYUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crude Oil WTI (CL=F) 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.
| CL=F | JPYUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.82 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.79 | — |
| Martin ratioReturn relative to average drawdown | — | -1.16 | — |
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Drawdowns
CL=F vs. JPYUSD=X - Drawdown Comparison
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Drawdown Indicators
| CL=F | JPYUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -52.96% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.21% | — |
Current DrawdownCurrent decline from peak | — | -52.52% | — |
Average DrawdownAverage peak-to-trough decline | — | -26.91% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.15% | — |
Volatility
CL=F vs. JPYUSD=X - Volatility Comparison
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Volatility by Period
| CL=F | JPYUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.69% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.49% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 7.51% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 9.56% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 8.89% | — |
Frequently Asked Questions
CL=F and JPYUSD=X have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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