EURUSD=X vs. JPYUSD=X
Compare and contrast key facts about EUR/USD (EURUSD=X) and JPY/USD (JPYUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EURUSD=X or JPYUSD=X.
Correlation
The correlation between EURUSD=X and JPYUSD=X is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EURUSD=X vs. JPYUSD=X - Performance Comparison
Key characteristics
EURUSD=X:
-0.69
JPYUSD=X:
0.22
EURUSD=X:
-0.92
JPYUSD=X:
0.42
EURUSD=X:
0.89
JPYUSD=X:
1.07
EURUSD=X:
-0.12
JPYUSD=X:
0.06
EURUSD=X:
-1.09
JPYUSD=X:
0.53
EURUSD=X:
3.98%
JPYUSD=X:
5.76%
EURUSD=X:
6.16%
JPYUSD=X:
13.24%
EURUSD=X:
-39.99%
JPYUSD=X:
-53.03%
EURUSD=X:
-34.79%
JPYUSD=X:
-49.24%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 0.70% return, which is significantly lower than JPYUSD=X's 4.69% return. Over the past 10 years, EURUSD=X has outperformed JPYUSD=X with an annualized return of -0.84%, while JPYUSD=X has yielded a comparatively lower -2.13% annualized return.
EURUSD=X
0.70%
0.10%
-6.50%
-3.51%
-0.76%
-0.84%
JPYUSD=X
4.69%
4.69%
-2.90%
0.00%
-5.39%
-2.13%
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Risk-Adjusted Performance
EURUSD=X vs. JPYUSD=X — Risk-Adjusted Performance Rank
EURUSD=X
JPYUSD=X
EURUSD=X vs. JPYUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) 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.
Drawdowns
EURUSD=X vs. JPYUSD=X - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -39.99%, smaller than the maximum JPYUSD=X drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and JPYUSD=X. For additional features, visit the drawdowns tool.
Volatility
EURUSD=X vs. JPYUSD=X - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 1.54%, while JPY/USD (JPYUSD=X) has a volatility of 4.40%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.