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JPYUSD=X vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPYUSD=X achieves a -2.23% return, which is significantly lower than ^GSPC's 8.56% return. Over the past 10 years, JPYUSD=X has underperformed ^GSPC with an annualized return of -4.05%, while ^GSPC has yielded a comparatively higher 13.61% annualized return.


JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%

^GSPC

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
^GSPC
S&P 500 Index
8.56%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between JPYUSD=X and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

-0.24

The correlation between JPYUSD=X and ^GSPC shifts across timeframes, from -0.24 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. ^GSPC — Risk / Return Rank

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6666
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8282
Martin Ratio Rank
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.

JPYUSD=X vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPYUSD=X^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-4.20

Omega ratioGain probability vs. loss probability

0.82

1.34

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.79

2.53

-3.32

Martin ratioReturn relative to average drawdown

-1.16

11.37

-12.53

JPYUSD=X vs. ^GSPC - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the ^GSPC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of JPYUSD=X and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPYUSD=X vs. ^GSPC - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and ^GSPC.


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Drawdown Indicators


JPYUSD=X^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-56.78%

+3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-9.10%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-18.90%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-25.43%

-7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-33.92%

-4.29%

Current Drawdown

Current decline from peak

-52.52%

-2.34%

-50.18%

Average Drawdown

Average peak-to-trough decline

-26.91%

-10.72%

-16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

2.02%

+4.13%

Volatility

JPYUSD=X vs. ^GSPC - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while S&P 500 Index (^GSPC) has a volatility of 4.43%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=X^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

4.43%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

9.70%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

12.38%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

16.97%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

18.09%

-9.20%

Frequently Asked Questions


JPYUSD=X and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^GSPC has higher volatility (4.43%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.86 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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