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 0.30, 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
Key characteristics
JPYUSD=X:
-0.35
EURUSD=X:
-0.67
JPYUSD=X:
-0.41
EURUSD=X:
-0.87
JPYUSD=X:
0.93
EURUSD=X:
0.89
JPYUSD=X:
-0.08
EURUSD=X:
-0.11
JPYUSD=X:
-0.82
EURUSD=X:
-1.37
JPYUSD=X:
5.48%
EURUSD=X:
2.74%
JPYUSD=X:
12.75%
EURUSD=X:
5.48%
JPYUSD=X:
-53.03%
EURUSD=X:
-57.54%
JPYUSD=X:
-51.52%
EURUSD=X:
-34.77%
Returns By Period
In the year-to-date period, JPYUSD=X achieves a -9.86% return, which is significantly lower than EURUSD=X's -5.50% return. 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 -1.46% annualized return.
JPYUSD=X
-9.86%
0.00%
1.59%
-8.57%
-6.41%
-2.45%
EURUSD=X
-5.50%
-1.09%
-2.45%
-5.26%
-1.12%
-1.46%
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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 4.10% compared to EUR/USD (EURUSD=X) at 2.12%. 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.