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

Correlation

The correlation between JPY=X and XMR-USD is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

JPY=X vs. XMR-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JPY=X:

-0.49

XMR-USD:

2.51

Sortino Ratio

JPY=X:

-0.66

XMR-USD:

2.69

Omega Ratio

JPY=X:

0.92

XMR-USD:

1.32

Calmar Ratio

JPY=X:

-0.46

XMR-USD:

1.35

Martin Ratio

JPY=X:

-0.82

XMR-USD:

17.22

Ulcer Index

JPY=X:

7.30%

XMR-USD:

9.76%

Daily Std Dev

JPY=X:

11.23%

XMR-USD:

50.58%

Max Drawdown

JPY=X:

-52.58%

XMR-USD:

-95.54%

Current Drawdown

JPY=X:

-8.80%

XMR-USD:

-30.30%

Returns By Period

In the year-to-date period, JPY=X achieves a -6.19% return, which is significantly lower than XMR-USD's 74.29% return. Over the past 10 years, JPY=X has underperformed XMR-USD with an annualized return of 2.07%, while XMR-USD has yielded a comparatively higher 88.52% annualized return.


JPY=X

YTD

-6.19%

1M

2.75%

6M

-4.62%

1Y

-5.60%

5Y*

6.35%

10Y*

2.07%

XMR-USD

YTD

74.29%

1M

65.88%

6M

123.27%

1Y

148.61%

5Y*

38.83%

10Y*

88.52%

*Annualized

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Risk-Adjusted Performance

JPY=X vs. XMR-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 1515
Overall Rank
The Sharpe Ratio Rank of JPY=X is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of JPY=X is 1515
Sortino Ratio Rank
The Omega Ratio Rank of JPY=X is 1919
Omega Ratio Rank
The Calmar Ratio Rank of JPY=X is 33
Calmar Ratio Rank
The Martin Ratio Rank of JPY=X is 2121
Martin Ratio Rank

XMR-USD
The Risk-Adjusted Performance Rank of XMR-USD is 9090
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 9595
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. XMR-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/JPY (JPY=X) and Monero (XMR-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 current JPY=X Sharpe Ratio is -0.49, which is lower than the XMR-USD Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of JPY=X and XMR-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.


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Drawdowns

JPY=X vs. XMR-USD - Drawdown Comparison

The maximum JPY=X drawdown since its inception was -52.58%, smaller than the maximum XMR-USD drawdown of -95.54%. Use the drawdown chart below to compare losses from any high point for JPY=X and XMR-USD. For additional features, visit the drawdowns tool.


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Volatility

JPY=X vs. XMR-USD - Volatility Comparison

The current volatility for USD/JPY (JPY=X) is 4.42%, while Monero (XMR-USD) has a volatility of 15.82%. This indicates that JPY=X experiences smaller price fluctuations and is considered to be less risky than XMR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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