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.
Key characteristics
| JPYUSD=X | EURUSD=X | |
|---|---|---|
| YTD Return | 0.00% | 0.72% |
| 1Y Return | 4.41% | 3.99% |
| 3Y Return (Ann) | -7.47% | -1.65% |
| 5Y Return (Ann) | -4.80% | 0.13% |
| 10Y Return (Ann) | -2.45% | -1.36% |
| Sharpe Ratio | 0.49 | 0.71 |
| Daily Std Dev | 11.90% | 5.60% |
| Max Drawdown | -53.03% | -57.54% |
| Current Drawdown | -46.21% | -30.47% |
Correlation
The correlation between JPYUSD=X and EURUSD=X is 0.30, 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
Over the past 10 years, JPYUSD=X has underperformed EURUSD=X with an annualized return of -2.45%, while EURUSD=X has yielded a comparatively higher -1.36% annualized 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
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 3.56% compared to EUR/USD (EURUSD=X) at 1.39%. 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.