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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, 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.


-0.50.00.51.00.0

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.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
0.19%
62.71%
JPY=X
XMR-USD

Key characteristics

Sharpe Ratio

JPY=X:

0.42

XMR-USD:

1.53

Sortino Ratio

JPY=X:

0.64

XMR-USD:

2.03

Omega Ratio

JPY=X:

1.09

XMR-USD:

1.24

Calmar Ratio

JPY=X:

0.32

XMR-USD:

0.62

Martin Ratio

JPY=X:

0.69

XMR-USD:

9.34

Ulcer Index

JPY=X:

6.00%

XMR-USD:

10.40%

Daily Std Dev

JPY=X:

9.37%

XMR-USD:

62.57%

Max Drawdown

JPY=X:

-52.58%

XMR-USD:

-92.96%

Current Drawdown

JPY=X:

-3.32%

XMR-USD:

-59.36%

Returns By Period

In the year-to-date period, JPY=X achieves a 10.81% return, which is significantly lower than XMR-USD's 19.08% return.


JPY=X

YTD

10.81%

1M

0.57%

6M

-2.18%

1Y

10.00%

5Y*

6.68%

10Y*

2.45%

XMR-USD

YTD

19.08%

1M

22.29%

6M

17.85%

1Y

11.12%

5Y*

32.95%

10Y*

N/A

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Risk-Adjusted Performance

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 0.07, compared to the broader market0.002.004.006.008.0010.000.071.53
The chart of Sortino ratio for JPY=X, currently valued at 0.15, compared to the broader market0.0010.0020.0030.0040.000.152.03
The chart of Omega ratio for JPY=X, currently valued at 1.02, compared to the broader market2.004.006.008.0010.001.021.24
The chart of Calmar ratio for JPY=X, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.000.020.62
The chart of Martin ratio for JPY=X, currently valued at 0.72, compared to the broader market0.00100.00200.00300.00400.00500.00600.000.729.34
JPY=X
XMR-USD

The current JPY=X Sharpe Ratio is 0.42, which is lower than the XMR-USD Sharpe Ratio of 1.53. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
1.53
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%JulyAugustSeptemberOctoberNovemberDecember
-0.77%
-59.36%
JPY=X
XMR-USD

Volatility

JPY=X vs. XMR-USD - Volatility Comparison

The current volatility for USD/JPY (JPY=X) is 2.70%, while Monero (XMR-USD) has a volatility of 35.85%. 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%JulyAugustSeptemberOctoberNovemberDecember
2.70%
35.85%
JPY=X
XMR-USD
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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.

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