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.
Key characteristics
| JPY=X | XMR-USD | |
|---|---|---|
| YTD Return | 8.76% | -4.31% |
| 1Y Return | 2.23% | -4.51% |
| 3Y Return (Ann) | 9.25% | -15.33% |
| 5Y Return (Ann) | 6.38% | 19.98% |
| Sharpe Ratio | 0.39 | 0.63 |
| Sortino Ratio | 0.59 | 1.14 |
| Omega Ratio | 1.08 | 1.12 |
| Calmar Ratio | 0.27 | 0.14 |
| Martin Ratio | 0.63 | 2.72 |
| Ulcer Index | 5.62% | 11.92% |
| Daily Std Dev | 9.32% | 55.52% |
| Max Drawdown | -52.58% | -92.96% |
| Current Drawdown | -5.12% | -67.35% |
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.
Performance
JPY=X vs. XMR-USD - Performance Comparison
In the year-to-date period, JPY=X achieves a 8.76% return, which is significantly higher than XMR-USD's -4.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.82%, while Monero (XMR-USD) has a volatility of 11.64%. 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.