JPY=X vs. VOO
Compare and contrast key facts about USD/JPY (JPY=X) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPY=X or VOO.
Correlation
The correlation between JPY=X and VOO is 0.01, 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. VOO - Performance Comparison
Key characteristics
JPY=X:
0.42
VOO:
2.25
JPY=X:
0.64
VOO:
2.98
JPY=X:
1.09
VOO:
1.42
JPY=X:
0.32
VOO:
3.31
JPY=X:
0.69
VOO:
14.77
JPY=X:
6.00%
VOO:
1.90%
JPY=X:
9.37%
VOO:
12.46%
JPY=X:
-52.58%
VOO:
-33.99%
JPY=X:
-3.32%
VOO:
-2.47%
Returns By Period
In the year-to-date period, JPY=X achieves a 10.81% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, JPY=X has underperformed VOO with an annualized return of 2.45%, while VOO has yielded a comparatively higher 13.08% annualized return.
JPY=X
10.81%
0.57%
-2.18%
10.00%
6.68%
2.45%
VOO
26.02%
-0.11%
9.35%
26.45%
14.79%
13.08%
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Risk-Adjusted Performance
JPY=X vs. VOO - Risk-Adjusted Performance Comparison
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.
Drawdowns
JPY=X vs. VOO - Drawdown Comparison
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.
Volatility
JPY=X vs. VOO - Volatility Comparison
The current volatility for USD/JPY (JPY=X) is 2.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.62%. 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.