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

Performance

JPYUSD=X vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and Vanguard Energy ETF (VDE). 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 -0.51% return, which is significantly lower than VDE's 32.88% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -4.27%, while VDE has yielded a comparatively higher 9.60% annualized return.


JPYUSD=X

1D
-0.17%
1M
2.72%
6M
-1.07%
YTD
-0.51%
1Y
-6.57%
3Y*
-3.45%
5Y*
-6.97%
10Y*
-4.27%
ALL TIME*
-1.65%

VDE

1D
-0.37%
1M
9.84%
6M
15.00%
YTD
32.88%
1Y
41.79%
3Y*
14.18%
5Y*
23.47%
10Y*
9.60%
ALL TIME*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

JPYUSD=X

JPY/USD
$763.15$670.97$589.12
$78.09M$74.66M$108.47M

JPYUSD=X vs. VDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-0.51%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
VDE
Vanguard Energy ETF
32.88%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%

Correlation

The correlation between JPYUSD=X and VDE is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

-0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.13

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2007

-0.18

The correlation between JPYUSD=X and VDE shifts across timeframes, from -0.18 (all time) to -0.03 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. VDE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPYUSD=X
JPYUSD=X Risk / Return Rank: 1919
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1616
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1616
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 2222
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 2424
Martin Ratio Rank

VDE
VDE Risk / Return Rank: 7070
Overall Rank
VDE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VDE Omega Ratio Rank: 6969
Omega Ratio Rank
VDE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VDE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Vanguard Energy ETF (VDE). 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=XVDEDifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

0.88

1.32

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.50

2.79

-3.29

Martin ratioReturn relative to average drawdown

-0.81

7.50

-8.31

JPYUSD=X vs. VDE - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -0.73, which is lower than the VDE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of JPYUSD=X and VDE, 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. VDE - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -53.57%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and VDE.


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Drawdown Indicators


JPYUSD=XVDEDifference

Max Drawdown

Largest peak-to-trough decline

-53.57%

-74.20%

+20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-15.04%

+4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-21.41%

+7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

-26.58%

-6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-69.29%

+30.28%

Current Drawdown

Current decline from peak

-51.69%

-5.98%

-45.71%

Average Drawdown

Average peak-to-trough decline

-27.37%

-19.88%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

5.59%

-0.66%

Volatility

JPYUSD=X vs. VDE - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 2.97%, while Vanguard Energy ETF (VDE) has a volatility of 6.28%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

6.28%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.07%

16.59%

-11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

20.89%

-13.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.60%

26.11%

-16.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.65%

29.91%

-21.26%

Frequently Asked Questions


JPYUSD=X and VDE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDE has higher volatility (6.28%) compared to JPYUSD=X (2.97%). In terms of maximum drawdown, JPYUSD=X dropped -53.57% vs VDE's -74.20%.

VDE currently has the higher Sharpe Ratio (2.01 vs -0.73), 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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