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 0.30, 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:
-0.67
JPYUSD=X:
-0.35
EURUSD=X:
-0.87
JPYUSD=X:
-0.41
EURUSD=X:
0.89
JPYUSD=X:
0.93
EURUSD=X:
-0.11
JPYUSD=X:
-0.08
EURUSD=X:
-1.37
JPYUSD=X:
-0.82
EURUSD=X:
2.74%
JPYUSD=X:
5.48%
EURUSD=X:
5.48%
JPYUSD=X:
12.75%
EURUSD=X:
-57.54%
JPYUSD=X:
-53.03%
EURUSD=X:
-34.77%
JPYUSD=X:
-51.52%
Returns By Period
In the year-to-date period, EURUSD=X achieves a -5.50% return, which is significantly higher than JPYUSD=X's -9.86% return. Over the past 10 years, EURUSD=X has outperformed JPYUSD=X with an annualized return of -1.46%, while JPYUSD=X has yielded a comparatively lower -2.45% annualized return.
EURUSD=X
-5.50%
-1.09%
-2.45%
-5.26%
-1.12%
-1.46%
JPYUSD=X
-9.86%
0.00%
1.59%
-8.57%
-6.41%
-2.45%
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Risk-Adjusted Performance
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 -57.54%, which is greater than JPYUSD=X's maximum 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 2.12%, while JPY/USD (JPYUSD=X) has a volatility of 4.10%. 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.