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JPYUSD=X vs. CRAK
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and VanEck Oil Refiners ETF (CRAK). 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 -2.12% return, which is significantly lower than CRAK's 29.26% return. Over the past 10 years, JPYUSD=X has underperformed CRAK with an annualized return of -4.19%, while CRAK has yielded a comparatively higher 13.50% annualized return.


JPYUSD=X

1D
0.10%
1M
-0.82%
YTD
-2.12%
6M
-3.07%
1Y
-9.99%
3Y*
-4.30%
5Y*
-7.22%
10Y*
-4.19%

CRAK

1D
0.01%
1M
-1.07%
YTD
29.26%
6M
26.17%
1Y
55.23%
3Y*
20.46%
5Y*
13.12%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. CRAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-2.12%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
CRAK
VanEck Oil Refiners ETF
29.26%39.11%-15.05%13.73%19.10%10.90%-11.22%9.15%-10.46%49.86%

Correlation

The correlation between JPYUSD=X and CRAK is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.10

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

0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2015

-0.06

The correlation between JPYUSD=X and CRAK shifts across timeframes, from -0.06 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. CRAK — 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: 88
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 88
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 33
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1414
Martin Ratio Rank

CRAK
CRAK Risk / Return Rank: 9292
Overall Rank
CRAK Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9090
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9494
Calmar Ratio Rank
CRAK Martin Ratio Rank: 8989
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. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and VanEck Oil Refiners ETF (CRAK). 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=XCRAKDifference
Sharpe ratioReturn per unit of total volatility

-4.07

Sortino ratioReturn per unit of downside risk

-5.50

Omega ratioGain probability vs. loss probability

0.82

1.50

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.76

6.49

-7.25

Martin ratioReturn relative to average drawdown

-1.11

17.24

-18.35

JPYUSD=X vs. CRAK - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.09, which is lower than the CRAK Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of JPYUSD=X and CRAK, 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. CRAK - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, smaller than the maximum CRAK drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and CRAK.


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Drawdown Indicators


JPYUSD=XCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-58.80%

+5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-8.57%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-35.61%

+20.98%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-35.61%

+3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-58.80%

+20.59%

Current Drawdown

Current decline from peak

-52.47%

-6.68%

-45.79%

Average Drawdown

Average peak-to-trough decline

-26.92%

-12.48%

-14.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

3.22%

+2.96%

Volatility

JPYUSD=X vs. CRAK - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while VanEck Oil Refiners ETF (CRAK) has a volatility of 5.81%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than CRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

5.81%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.48%

14.72%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

7.50%

18.66%

-11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

20.67%

-11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.90%

22.17%

-13.27%

Frequently Asked Questions


JPYUSD=X and CRAK have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRAK has higher volatility (5.81%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs CRAK's -58.80%.

CRAK currently has the higher Sharpe Ratio (2.98 vs -1.09), 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.

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