JPYUSD=X vs. REMX
JPYUSD=X (JPY/USD) is a currency, while REMX (VanEck Rare Earth and Strategic Metals ETF) is Rare Earth & Strategic Metals fund tracking the MarketVector Global Rare Earth/Strategic Metals Index. Over the past 10 years, JPYUSD=X returned -4.19%/yr vs 10.32%/yr for REMX. At a correlation of -0.05, they often move in opposite directions.
Performance
JPYUSD=X vs. REMX - Performance Comparison
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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 REMX's 29.19% return. Over the past 10 years, JPYUSD=X has underperformed REMX with an annualized return of -4.19%, while REMX has yielded a comparatively higher 10.32% 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%
REMX
- 1D
- 2.73%
- 1M
- -4.36%
- YTD
- 29.19%
- 6M
- 34.20%
- 1Y
- 145.31%
- 3Y*
- 5.16%
- 5Y*
- 4.80%
- 10Y*
- 10.32%
JPYUSD=X vs. REMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPYUSD=X JPY/USD | -2.12% | 0.33% | -10.26% | -7.04% | -12.23% | -10.24% | 5.18% | 0.86% | 2.82% | 3.91% |
REMX VanEck Rare Earth and Strategic Metals ETF | 29.19% | 92.95% | -35.02% | -19.18% | -31.13% | 79.81% | 64.82% | 0.74% | -49.63% | 82.60% |
Correlation
The correlation between JPYUSD=X and REMX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2010 | -0.05 |
The correlation between JPYUSD=X and REMX shifts across timeframes, from -0.05 (all time) to 0.08 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPYUSD=X vs. REMX — Risk / Return Rank
JPYUSD=X
REMX
JPYUSD=X vs. REMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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=X | REMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.79 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.40 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 6.23 | -6.99 |
| Martin ratioReturn relative to average drawdown | -1.11 | 16.82 | -17.93 |
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Drawdowns
JPYUSD=X vs. REMX - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -52.96%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and REMX.
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Drawdown Indicators
| JPYUSD=X | REMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.96% | -90.20% | +37.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -23.35% | +12.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.63% | -62.11% | +47.48% |
Max Drawdown (5Y)Largest decline over 5 years | -32.59% | -73.34% | +40.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | -73.34% | +35.13% |
Current DrawdownCurrent decline from peak | -52.47% | -56.27% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -26.92% | -66.84% | +39.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 8.63% | -2.45% |
Volatility
JPYUSD=X vs. REMX - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 17.56%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPYUSD=X | REMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 17.56% | -16.87% |
Volatility (6M)Calculated over the trailing 6-month period | 5.48% | 37.14% | -31.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.50% | 49.74% | -42.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.56% | 40.64% | -31.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.90% | 37.14% | -28.24% |
Frequently Asked Questions
JPYUSD=X and REMX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REMX has higher volatility (17.56%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs REMX's -90.20%.
REMX currently has the higher Sharpe Ratio (2.93 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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