JPY=X vs. XMR-USD

Last updated Apr 3, 2026

Compare and contrast key facts about USD/JPY (JPY=X) and Monero (XMR-USD).

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.

JPY=X vs. XMR-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPY=X USD/JPY	1.73%	-0.29%	11.58%	7.54%	13.91%	11.47%	-4.94%	-0.97%	-2.63%	-3.70%
XMR-USD Monero	-23.23%	123.72%	29.17%	22.87%	-27.35%	62.98%	235.12%	-3.25%	-87.42%	2,523.90%

Different Trading Currencies

JPY=X is traded in JPY, while XMR-USD is traded in USD. To make them comparable, the XMR-USD values have been converted to JPY using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPY=X achieves a 1.73% return, which is significantly higher than XMR-USD's -23.23% return. Over the past 10 years, JPY=X has underperformed XMR-USD with an annualized return of 3.67%, while XMR-USD has yielded a comparatively higher 76.52% annualized return.

JPY=X

• 1D: 0.50%
• 1M: 1.20%
• YTD: 1.73%
• 6M: 8.36%
• 1Y: 6.94%
• 3Y*: 6.43%
• 5Y*: 7.60%
• 10Y*: 3.67%

XMR-USD

• 1D: -2.65%
• 1M: -2.92%
• YTD: -23.23%
• 6M: 6.45%
• 1Y: 62.77%
• 3Y*: 36.01%
• 5Y*: 12.85%
• 10Y*: 76.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JPY=X vs. XMR-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPY=X

JPY=X Risk / Return Rank: 77
JPY=X Sharpe Ratio Rank: 68
JPY=X Sortino Ratio Rank: 69
JPY=X Omega Ratio Rank: 68
JPY=X Calmar Ratio Rank: 91
JPY=X Martin Ratio Rank: 90

XMR-USD

XMR-USD Risk / Return Rank: 88
XMR-USD Sharpe Ratio Rank: 93
XMR-USD Sortino Ratio Rank: 88
XMR-USD Omega Ratio Rank: 89
XMR-USD Calmar Ratio Rank: 86
XMR-USD Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPY=X vs. XMR-USD - Risk-Adjusted Trends 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.

	JPY=X	XMR-USD	Difference
Sharpe ratio Return per unit of total volatility	0.61	0.75	-0.14
Sortino ratio Return per unit of downside risk	0.90	1.49	-0.58
Omega ratio Gain probability vs. loss probability	1.12	1.18	-0.07
Calmar ratio Return relative to maximum drawdown	2.59	0.22	+2.37
Martin ratio Return relative to average drawdown	7.32	0.46	+6.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPY=X vs. XMR-USD - Sharpe Ratio Comparison

The current JPY=X Sharpe Ratio is 0.61, which is comparable to the XMR-USD Sharpe Ratio of 0.75. 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.

Sharpe Ratios by Period

	JPY=X	XMR-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	0.75	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.16	+0.57
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.70	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.53	-0.38

Correlation

The correlation between JPY=X and XMR-USD is 0.11, 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.

Drawdowns

JPY=X vs. XMR-USD - Drawdown Comparison

The maximum JPY=X drawdown since its inception was -38.80%, smaller than the maximum XMR-USD drawdown of -93.97%. Use the drawdown chart below to compare losses from any high point for JPY=X and XMR-USD.

Drawdown Indicators

	JPY=X	XMR-USD	Difference
Max Drawdown Largest peak-to-trough decline	-38.80%	-95.68%	+56.88%
Max Drawdown (1Y) Largest decline over 1 year	-4.70%	-58.97%	+54.27%
Max Drawdown (5Y) Largest decline over 5 years	-14.84%	-78.49%	+63.65%
Max Drawdown (10Y) Largest decline over 10 years	-14.84%	-93.09%	+78.25%
Current Drawdown Current decline from peak	-1.29%	-54.04%	+52.75%
Average Drawdown Average peak-to-trough decline	-14.82%	-62.76%	+47.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	28.06%	-26.53%

Volatility

JPY=X vs. XMR-USD - Volatility Comparison

The current volatility for USD/JPY (JPY=X) is 2.29%, while Monero (XMR-USD) has a volatility of 14.91%. 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.

Volatility by Period

	JPY=X	XMR-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.29%	14.91%	-12.62%
Volatility (6M) Calculated over the trailing 6-month period	5.38%	69.93%	-64.55%
Volatility (1Y) Calculated over the trailing 1-year period	9.07%	69.32%	-60.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.56%	67.27%	-57.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.01%	90.47%	-81.46%