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JPY=X vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between JPY=X and BTC-USD is 0.00, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

JPY=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/JPY (JPY=X) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
-0.92%
189,403,630.78%
JPY=X
BTC-USD

Key characteristics

Sharpe Ratio

JPY=X:

-1.12

BTC-USD:

1.93

Sortino Ratio

JPY=X:

-1.49

BTC-USD:

2.55

Omega Ratio

JPY=X:

0.82

BTC-USD:

1.26

Calmar Ratio

JPY=X:

-0.91

BTC-USD:

1.71

Martin Ratio

JPY=X:

-1.55

BTC-USD:

8.60

Ulcer Index

JPY=X:

7.66%

BTC-USD:

11.41%

Daily Std Dev

JPY=X:

10.05%

BTC-USD:

42.72%

Max Drawdown

JPY=X:

-52.58%

BTC-USD:

-93.07%

Current Drawdown

JPY=X:

-12.04%

BTC-USD:

-11.67%

Returns By Period

In the year-to-date period, JPY=X achieves a -9.53% return, which is significantly lower than BTC-USD's 0.35% return. Over the past 10 years, JPY=X has underperformed BTC-USD with an annualized return of 1.58%, while BTC-USD has yielded a comparatively higher 82.27% annualized return.


JPY=X

YTD

-9.53%

1M

-5.08%

6M

-7.22%

1Y

-10.17%

5Y*

5.28%

10Y*

1.58%

BTC-USD

YTD

0.35%

1M

13.51%

6M

34.11%

1Y

48.55%

5Y*

60.55%

10Y*

82.27%

*Annualized

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Risk-Adjusted Performance

JPY=X vs. BTC-USD — Risk-Adjusted Performance Rank

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

JPY=X
The Risk-Adjusted Performance Rank of JPY=X is 44
Overall Rank
The Sharpe Ratio Rank of JPY=X is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of JPY=X is 22
Sortino Ratio Rank
The Omega Ratio Rank of JPY=X is 55
Omega Ratio Rank
The Calmar Ratio Rank of JPY=X is 00
Calmar Ratio Rank
The Martin Ratio Rank of JPY=X is 99
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPY=X vs. BTC-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for JPY=X, currently valued at -0.09, compared to the broader market-1.000.001.002.00
JPY=X: -0.09
BTC-USD: 1.88
The chart of Sortino ratio for JPY=X, currently valued at -0.06, compared to the broader market-1.000.001.002.003.004.00
JPY=X: -0.06
BTC-USD: 2.51
The chart of Omega ratio for JPY=X, currently valued at 0.99, compared to the broader market1.001.502.002.50
JPY=X: 0.99
BTC-USD: 1.26
The chart of Calmar ratio for JPY=X, currently valued at -0.91, compared to the broader market0.001.002.003.004.00
JPY=X: -0.91
BTC-USD: 1.65
The chart of Martin ratio for JPY=X, currently valued at -1.06, compared to the broader market0.005.0010.0015.0020.0025.00
JPY=X: -1.06
BTC-USD: 8.34

The current JPY=X Sharpe Ratio is -1.12, which is lower than the BTC-USD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of JPY=X and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.09
1.88
JPY=X
BTC-USD

Drawdowns

JPY=X vs. BTC-USD - Drawdown Comparison

The maximum JPY=X drawdown since its inception was -52.58%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for JPY=X and BTC-USD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.88%
-11.67%
JPY=X
BTC-USD

Volatility

JPY=X vs. BTC-USD - Volatility Comparison

The current volatility for USD/JPY (JPY=X) is 3.74%, while Bitcoin (BTC-USD) has a volatility of 15.67%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
3.74%
15.67%
JPY=X
BTC-USD