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 0.08, 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:
0.80
JPYUSD=X:
0.93
EURUSD=X:
1.31
JPYUSD=X:
1.41
EURUSD=X:
1.13
JPYUSD=X:
1.24
EURUSD=X:
0.04
JPYUSD=X:
0.24
EURUSD=X:
1.73
JPYUSD=X:
2.15
EURUSD=X:
4.22%
JPYUSD=X:
5.99%
EURUSD=X:
7.41%
JPYUSD=X:
13.84%
EURUSD=X:
-39.99%
JPYUSD=X:
-53.03%
EURUSD=X:
-28.70%
JPYUSD=X:
-46.97%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 10.10% return, which is significantly higher than JPYUSD=X's 9.37% return. Over the past 10 years, EURUSD=X has outperformed JPYUSD=X with an annualized return of 0.24%, while JPYUSD=X has yielded a comparatively lower -1.60% annualized return.
EURUSD=X
10.10%
5.28%
5.43%
6.60%
1.32%
0.24%
JPYUSD=X
9.37%
4.48%
7.69%
11.11%
-5.35%
-1.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 4.00%, while JPY/USD (JPYUSD=X) has a volatility of 5.42%. 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.