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:
0.26
JPYUSD=X:
0.47
EURUSD=X:
0.43
JPYUSD=X:
0.75
EURUSD=X:
1.05
JPYUSD=X:
1.13
EURUSD=X:
0.05
JPYUSD=X:
0.12
EURUSD=X:
0.40
JPYUSD=X:
1.02
EURUSD=X:
4.21%
JPYUSD=X:
6.10%
EURUSD=X:
6.62%
JPYUSD=X:
13.31%
EURUSD=X:
-39.99%
JPYUSD=X:
-53.03%
EURUSD=X:
-31.75%
JPYUSD=X:
-48.48%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 5.39% return, which is significantly lower than JPYUSD=X's 6.25% return. Over the past 10 years, EURUSD=X has outperformed JPYUSD=X with an annualized return of -0.06%, while JPYUSD=X has yielded a comparatively lower -1.99% annualized return.
EURUSD=X
5.39%
4.04%
-1.21%
1.32%
0.18%
-0.06%
JPYUSD=X
6.25%
1.49%
-0.00%
3.03%
-5.49%
-1.99%
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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 1.64%, while JPY/USD (JPYUSD=X) has a volatility of 3.76%. 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.