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 0.27, 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:
0.80
EURUSD=X:
0.74
JPYUSD=X:
1.24
EURUSD=X:
1.25
JPYUSD=X:
1.21
EURUSD=X:
1.14
JPYUSD=X:
0.21
EURUSD=X:
0.15
JPYUSD=X:
1.85
EURUSD=X:
1.32
JPYUSD=X:
6.00%
EURUSD=X:
4.22%
JPYUSD=X:
13.89%
EURUSD=X:
7.31%
JPYUSD=X:
-53.03%
EURUSD=X:
-39.99%
JPYUSD=X:
-46.97%
EURUSD=X:
-28.76%
Returns By Period
In the year-to-date period, JPYUSD=X achieves a 9.37% return, which is significantly lower than EURUSD=X's 10.01% return. Over the past 10 years, JPYUSD=X has underperformed EURUSD=X with an annualized return of -1.72%, while EURUSD=X has yielded a comparatively higher 0.57% annualized return.
JPYUSD=X
9.37%
4.48%
4.48%
7.69%
-5.16%
-1.72%
EURUSD=X
10.01%
4.47%
4.81%
7.01%
0.89%
0.57%
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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%, which is greater than EURUSD=X's maximum drawdown of -39.99%. 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 5.31% compared to EUR/USD (EURUSD=X) at 3.61%. 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.