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EURUSD=X vs. JPYUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EURUSD=X vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euro / U.S. Dollar (EURUSD=X) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EURUSD=X achieves a -2.32% return, which is significantly higher than JPYUSD=X's -3.31% return. Over the past 10 years, EURUSD=X has outperformed JPYUSD=X with an annualized return of 0.40%, while JPYUSD=X has yielded a comparatively lower -4.25% annualized return.


EURUSD=X

1D
0.46%
1M
-1.00%
6M
-1.48%
YTD
-2.32%
1Y
-1.12%
3Y*
0.73%
5Y*
-0.56%
10Y*
0.40%

JPYUSD=X

1D
0.11%
1M
-1.04%
6M
-2.20%
YTD
-3.31%
1Y
-8.13%
3Y*
-5.02%
5Y*
-7.44%
10Y*
-4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EURUSD=X vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EURUSD=X
Euro / U.S. Dollar
-2.32%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%
JPYUSD=X
JPY/USD
-3.31%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between EURUSD=X and JPYUSD=X is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2007

0.33

Over the past year, EURUSD=X and JPYUSD=X have become more correlated (0.66) than their long-term average of 0.33, meaning their price movements have been converging.

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Return for Risk

EURUSD=X vs. JPYUSD=X — Risk / Return Rank

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

EURUSD=X
EURUSD=X Risk / Return Rank: 4040
Overall Rank
EURUSD=X Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 4040
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 4141
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4040
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4040
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 1010
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1010
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1212
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 88
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1111
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.

EURUSD=X vs. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (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.

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.


EURUSD=XJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

0.98

0.85

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.67

+0.51

Martin ratioReturn relative to average drawdown

-0.33

-1.06

+0.73

EURUSD=X vs. JPYUSD=X - Sharpe Ratio Comparison

The current EURUSD=X Sharpe Ratio is -0.15, which is higher than the JPYUSD=X Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of EURUSD=X and JPYUSD=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

EURUSD=X vs. JPYUSD=X - Drawdown Comparison

The maximum EURUSD=X drawdown since its inception was -40.01%, smaller than the maximum JPYUSD=X drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and JPYUSD=X.


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Drawdown Indicators


EURUSD=XJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.01%

-53.20%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-9.90%

+4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-8.83%

-14.68%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-32.94%

+13.66%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-38.53%

+15.22%

Current Drawdown

Current decline from peak

-28.25%

-53.04%

+24.79%

Average Drawdown

Average peak-to-trough decline

-23.60%

-27.20%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

6.54%

-3.73%

Volatility

EURUSD=X vs. JPYUSD=X - Volatility Comparison

The current volatility for Euro / U.S. Dollar (EURUSD=X) is 1.15%, while JPY/USD (JPYUSD=X) has a volatility of 1.25%. 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.


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Volatility by Period


EURUSD=XJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.25%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

4.43%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

7.34%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

9.54%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.09%

8.70%

-1.61%

Frequently Asked Questions


EURUSD=X and JPYUSD=X have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPYUSD=X has higher volatility (1.25%) compared to EURUSD=X (1.15%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs JPYUSD=X's -53.20%.

EURUSD=X currently has the higher Sharpe Ratio (-0.15 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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