JPY=X vs. BTC-USD
Compare and contrast key facts about USD/JPY (JPY=X) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPY=X or BTC-USD.
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.
Performance
JPY=X vs. BTC-USD - Performance Comparison
Key characteristics
JPY=X:
-1.12
BTC-USD:
1.93
JPY=X:
-1.49
BTC-USD:
2.55
JPY=X:
0.82
BTC-USD:
1.26
JPY=X:
-0.91
BTC-USD:
1.71
JPY=X:
-1.55
BTC-USD:
8.60
JPY=X:
7.66%
BTC-USD:
11.41%
JPY=X:
10.05%
BTC-USD:
42.72%
JPY=X:
-52.58%
BTC-USD:
-93.07%
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
-9.53%
-5.08%
-7.22%
-10.17%
5.28%
1.58%
BTC-USD
0.35%
13.51%
34.11%
48.55%
60.55%
82.27%
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Risk-Adjusted Performance
JPY=X vs. BTC-USD — Risk-Adjusted Performance Rank
JPY=X
BTC-USD
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.
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.
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.