JPY=X vs. BTC-USD
Compare and contrast key facts about USD/JPY (JPY=X) and Bitcoin (BTC-USD).
Performance
JPY=X vs. BTC-USD - Performance Comparison
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JPY=X vs. BTC-USD - Yearly Performance Comparison
Different Trading Currencies
JPY=X is traded in JPY, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to JPY using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPY=X achieves a 1.73% return, which is significantly higher than BTC-USD's -22.38% return. Over the past 10 years, JPY=X has underperformed BTC-USD with an annualized return of 3.67%, while BTC-USD has yielded a comparatively higher 72.11% annualized return.
JPY=X
- 1D
- 0.50%
- 1M
- 1.20%
- YTD
- 1.73%
- 6M
- 8.36%
- 1Y
- 6.94%
- 3Y*
- 6.43%
- 5Y*
- 7.60%
- 10Y*
- 3.67%
BTC-USD
- 1D
- -1.50%
- 1M
- -1.14%
- YTD
- -22.38%
- 6M
- -40.03%
- 1Y
- -13.45%
- 3Y*
- 42.50%
- 5Y*
- 10.30%
- 10Y*
- 72.11%
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Return for Risk
JPY=X vs. BTC-USD — Risk / Return Rank
JPY=X
BTC-USD
JPY=X vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/JPY (JPY=X) and Bitcoin (BTC-USD). 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.
| JPY=X | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | -0.29 | +0.90 |
Sortino ratioReturn per unit of downside risk | 0.90 | -0.11 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | -1.07 | +3.65 |
Martin ratioReturn relative to average drawdown | 7.32 | -1.96 | +9.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPY=X | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.29 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.18 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 1.06 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.29 | -1.15 |
Correlation
The correlation between JPY=X and BTC-USD is 0.15, 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.
Drawdowns
JPY=X vs. BTC-USD - Drawdown Comparison
The maximum JPY=X drawdown since its inception was -38.80%, smaller than the maximum BTC-USD drawdown of -83.15%. Use the drawdown chart below to compare losses from any high point for JPY=X and BTC-USD.
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Drawdown Indicators
| JPY=X | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.80% | -85.30% | +46.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.70% | -49.65% | +44.95% |
Max Drawdown (5Y)Largest decline over 5 years | -14.84% | -76.67% | +61.83% |
Max Drawdown (10Y)Largest decline over 10 years | -14.84% | -83.80% | +68.96% |
Current DrawdownCurrent decline from peak | -1.29% | -46.47% | +45.18% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -42.00% | +27.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 27.75% | -26.22% |
Volatility
JPY=X vs. BTC-USD - Volatility Comparison
The current volatility for USD/JPY (JPY=X) is 2.29%, while Bitcoin (BTC-USD) has a volatility of 13.36%. This indicates that JPY=X experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPY=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.29% | 13.36% | -11.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.38% | 37.18% | -31.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 38.47% | -29.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.56% | 47.74% | -38.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 56.63% | -47.62% |