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 0.00, 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. VOO - Performance Comparison
Key characteristics
JPY=X:
-0.77
VOO:
0.33
JPY=X:
-1.00
VOO:
0.60
JPY=X:
0.88
VOO:
1.09
JPY=X:
-0.60
VOO:
0.33
JPY=X:
-1.11
VOO:
1.63
JPY=X:
7.05%
VOO:
3.74%
JPY=X:
9.84%
VOO:
18.30%
JPY=X:
-52.58%
VOO:
-33.99%
JPY=X:
-9.38%
VOO:
-11.15%
Returns By Period
The year-to-date returns for both stocks are quite close, with JPY=X having a -6.79% return and VOO slightly lower at -7.05%. Over the past 10 years, JPY=X has underperformed VOO with an annualized return of 1.86%, while VOO has yielded a comparatively higher 11.98% annualized return.
JPY=X
-6.79%
-0.51%
-1.86%
-3.47%
5.54%
1.86%
VOO
-7.05%
-2.85%
-5.28%
5.98%
16.13%
11.98%
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Risk-Adjusted Performance
JPY=X vs. VOO — Risk-Adjusted Performance Rank
JPY=X
VOO
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 3.35%, while Vanguard S&P 500 ETF (VOO) has a volatility of 12.61%. 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.