JPYUSD=X vs. SPY

In the year-to-date period, JPYUSD=X achieves a 9.37% return, which is significantly higher than SPY's -0.89% return. Over the past 10 years, JPYUSD=X has underperformed SPY with an annualized return of -1.45%, while SPY has yielded a comparatively higher 12.57% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and SPDR S&P 500 ETF (SPY). 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.

The current JPYUSD=X Sharpe Ratio is 0.61, which is comparable to the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JPYUSD=X and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum JPYUSD=X drawdown since its inception was -53.03%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and SPY.

JPY/USD (JPYUSD=X) has a higher volatility of 4.70% compared to SPDR S&P 500 ETF (SPY) at 4.45%. This indicates that JPYUSD=X's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.