JPYUSD=X vs. EURUSD=X
Compare and contrast key facts about JPY/USD (JPYUSD=X) and EUR/USD (EURUSD=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPYUSD=X or EURUSD=X.
Correlation
The correlation between JPYUSD=X and EURUSD=X is 0.29, 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
JPYUSD=X vs. EURUSD=X - Performance Comparison
Key characteristics
JPYUSD=X:
0.11
EURUSD=X:
-0.55
JPYUSD=X:
0.26
EURUSD=X:
-0.73
JPYUSD=X:
1.04
EURUSD=X:
0.91
JPYUSD=X:
0.03
EURUSD=X:
-0.09
JPYUSD=X:
0.27
EURUSD=X:
-0.82
JPYUSD=X:
5.63%
EURUSD=X:
4.03%
JPYUSD=X:
13.16%
EURUSD=X:
5.78%
JPYUSD=X:
-53.03%
EURUSD=X:
-57.54%
JPYUSD=X:
-50.00%
EURUSD=X:
-35.53%
Returns By Period
In the year-to-date period, JPYUSD=X achieves a 3.12% return, which is significantly higher than EURUSD=X's -0.45% return. Over the past 10 years, JPYUSD=X has underperformed EURUSD=X with an annualized return of -2.27%, while EURUSD=X has yielded a comparatively higher -0.94% annualized return.
JPYUSD=X
3.12%
4.76%
-2.94%
-1.49%
-5.85%
-2.27%
EURUSD=X
-0.45%
0.60%
-5.72%
-4.41%
-0.99%
-0.94%
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Risk-Adjusted Performance
JPYUSD=X vs. EURUSD=X — Risk-Adjusted Performance Rank
JPYUSD=X
EURUSD=X
JPYUSD=X vs. EURUSD=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and EUR/USD (EURUSD=X). 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
JPYUSD=X vs. EURUSD=X - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -53.03%, smaller than the maximum EURUSD=X drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and EURUSD=X. For additional features, visit the drawdowns tool.
Volatility
JPYUSD=X vs. EURUSD=X - Volatility Comparison
JPY/USD (JPYUSD=X) has a higher volatility of 4.18% compared to EUR/USD (EURUSD=X) at 2.47%. This indicates that JPYUSD=X's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.