JPY=X vs. XMR-USD
Compare and contrast key facts about USD/JPY (JPY=X) and Monero (XMR-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPY=X or XMR-USD.
Performance
JPY=X vs. XMR-USD - Performance Comparison
Returns By Period
In the year-to-date period, JPY=X achieves a 9.92% return, which is significantly higher than XMR-USD's -1.76% return.
JPY=X
9.92%
3.73%
-0.71%
4.51%
6.69%
2.61%
XMR-USD
-1.76%
-0.69%
18.98%
-0.67%
24.53%
N/A
Key characteristics
| JPY=X | XMR-USD | |
|---|---|---|
| Sharpe Ratio | 0.58 | 0.33 |
| Sortino Ratio | 0.86 | 0.81 |
| Omega Ratio | 1.12 | 1.08 |
| Calmar Ratio | 0.43 | 0.06 |
| Martin Ratio | 0.97 | 1.41 |
| Ulcer Index | 5.70% | 12.35% |
| Daily Std Dev | 9.49% | 56.00% |
| Max Drawdown | -52.58% | -92.96% |
| Current Drawdown | -4.10% | -66.47% |
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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.
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.
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.
Volatility
JPY=X vs. XMR-USD - Volatility Comparison
The current volatility for USD/JPY (JPY=X) is 3.40%, while Monero (XMR-USD) has a volatility of 12.47%. 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.