PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.0-0.0

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
0.36%
34.72%
JPY=X
XMR-USD

Key characteristics

Sharpe Ratio

JPY=X:

-0.25

XMR-USD:

0.91

Sortino Ratio

JPY=X:

-0.28

XMR-USD:

1.46

Omega Ratio

JPY=X:

0.96

XMR-USD:

1.17

Calmar Ratio

JPY=X:

-0.19

XMR-USD:

0.33

Martin Ratio

JPY=X:

-0.39

XMR-USD:

5.63

Ulcer Index

JPY=X:

6.28%

XMR-USD:

10.21%

Daily Std Dev

JPY=X:

9.45%

XMR-USD:

50.98%

Max Drawdown

JPY=X:

-52.58%

XMR-USD:

-92.96%

Current Drawdown

JPY=X:

-7.70%

XMR-USD:

-51.74%

Returns By Period

In the year-to-date period, JPY=X achieves a -5.06% return, which is significantly lower than XMR-USD's 20.67% return.


JPY=X

YTD

-5.06%

1M

-4.66%

6M

3.36%

1Y

-0.85%

5Y*

5.38%

10Y*

2.14%

XMR-USD

YTD

20.67%

1M

4.73%

6M

34.72%

1Y

88.14%

5Y*

22.39%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 2424
Overall Rank
The Sharpe Ratio Rank of JPY=X is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JPY=X is 2929
Sortino Ratio Rank
The Omega Ratio Rank of JPY=X is 2828
Omega Ratio Rank
The Calmar Ratio Rank of JPY=X is 88
Calmar Ratio Rank
The Martin Ratio Rank of JPY=X is 3333
Martin Ratio Rank

XMR-USD
The Risk-Adjusted Performance Rank of XMR-USD is 7878
Overall Rank
The Sharpe Ratio Rank of XMR-USD is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of XMR-USD is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XMR-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of XMR-USD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of XMR-USD is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for JPY=X, currently valued at -0.11, compared to the broader market0.002.004.006.008.00-0.110.91
The chart of Sortino ratio for JPY=X, currently valued at -0.09, compared to the broader market0.0010.0020.0030.00-0.091.46
The chart of Omega ratio for JPY=X, currently valued at 0.99, compared to the broader market2.004.006.008.000.991.17
The chart of Calmar ratio for JPY=X, currently valued at -0.19, compared to the broader market0.0020.0040.0060.00-0.190.33
The chart of Martin ratio for JPY=X, currently valued at -1.22, compared to the broader market0.00100.00200.00300.00400.00500.00-1.225.63
JPY=X
XMR-USD

The current JPY=X Sharpe Ratio is -0.25, which is lower than the XMR-USD Sharpe Ratio of 0.91. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.11
0.91
JPY=X
XMR-USD

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 -92.96%. 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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.85%
-51.74%
JPY=X
XMR-USD

Volatility

JPY=X vs. XMR-USD - Volatility Comparison

The current volatility for USD/JPY (JPY=X) is 3.10%, while Monero (XMR-USD) has a volatility of 15.78%. 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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
3.10%
15.78%
JPY=X
XMR-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab