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JPYUSD=X vs. SPY
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPYUSD=X achieves a -3.15% return, which is significantly lower than SPY's 8.25% return. Over the past 10 years, JPYUSD=X has underperformed SPY with an annualized return of -4.52%, while SPY has yielded a comparatively higher 15.75% annualized return.


JPYUSD=X

1D
-0.00%
1M
-1.55%
YTD
-3.15%
6M
-3.75%
1Y
-10.23%
3Y*
-3.92%
5Y*
-7.29%
10Y*
-4.52%

SPY

1D
0.14%
1M
-1.92%
YTD
8.25%
6M
6.93%
1Y
22.29%
3Y*
20.89%
5Y*
12.99%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.15%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
SPY
State Street SPDR S&P 500 ETF
8.25%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between JPYUSD=X and SPY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2007

-0.24

The correlation between JPYUSD=X and SPY shifts across timeframes, from -0.24 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPYUSD=X
JPYUSD=X Risk / Return Rank: 88
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 66
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 33
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1414
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6363
Overall Rank
SPY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPY Omega Ratio Rank: 6363
Omega Ratio Rank
SPY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPY Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPYUSD=X vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and State Street 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.

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=XSPYDifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-4.10

Omega ratioGain probability vs. loss probability

0.82

1.33

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.73

2.52

-3.25

Martin ratioReturn relative to average drawdown

-1.10

11.15

-12.25

JPYUSD=X vs. SPY - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.12, which is lower than the SPY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JPYUSD=X and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JPYUSD=X vs. SPY - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.97%, 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.


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Drawdown Indicators


JPYUSD=XSPYDifference

Max Drawdown

Largest peak-to-trough decline

-52.97%

-55.19%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-8.88%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

-18.76%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

-24.50%

-8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.23%

-33.72%

-4.51%

Current Drawdown

Current decline from peak

-52.97%

-3.08%

-49.89%

Average Drawdown

Average peak-to-trough decline

-27.02%

-9.03%

-17.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

2.00%

+4.44%

Volatility

JPYUSD=X vs. SPY - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.73%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 4.79%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

4.79%

-4.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.82%

9.80%

-4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

12.43%

-5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.55%

17.15%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

17.95%

-9.19%

Frequently Asked Questions


JPYUSD=X and SPY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (4.79%) compared to JPYUSD=X (0.73%). In terms of maximum drawdown, JPYUSD=X dropped -52.97% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.80 vs -1.12), 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.

Portfolio Optimizer

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