JPY=X vs. VOO

In the year-to-date period, JPY=X achieves a -6.19% return, which is significantly lower than VOO's 0.46% return. Over the past 10 years, JPY=X has underperformed VOO with an annualized return of 2.07%, while VOO has yielded a comparatively higher 12.74% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/JPY (JPY=X) and Vanguard S&P 500 ETF (VOO). 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 current JPY=X Sharpe Ratio is -0.49, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of JPY=X and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum JPY=X drawdown since its inception was -52.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPY=X and VOO. For additional features, visit the drawdowns tool.

The current volatility for USD/JPY (JPY=X) is 4.42%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.22%. This indicates that JPY=X experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.