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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 -3.31% return, which is significantly lower than VDE's 28.19% return. Over the past 10 years, JPYUSD=X has underperformed VDE with an annualized return of -4.25%, while VDE has yielded a comparatively higher 8.90% annualized return.


JPYUSD=X

1D
0.11%
1M
-1.04%
6M
-2.20%
YTD
-3.31%
1Y
-8.13%
3Y*
-5.02%
5Y*
-7.44%
10Y*
-4.25%

VDE

1D
-0.93%
1M
2.38%
6M
19.26%
YTD
28.19%
1Y
34.58%
3Y*
15.48%
5Y*
22.66%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. VDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.31%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
VDE
Vanguard Energy ETF
28.19%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 -0.06, 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

-0.06

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

-0.06

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

-0.05

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2007

-0.18

The correlation between JPYUSD=X and VDE shifts across timeframes, from -0.18 (all time) to -0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. VDE — 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: 1010
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1010
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1212
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 88
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1111
Martin Ratio Rank

VDE
VDE Risk / Return Rank: 5656
Overall Rank
VDE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 5858
Sortino Ratio Rank
VDE Omega Ratio Rank: 5454
Omega Ratio Rank
VDE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VDE Martin Ratio Rank: 4747
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. 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

-2.57

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.85

1.27

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.67

2.31

-2.98

Martin ratioReturn relative to average drawdown

-1.06

6.31

-7.37

JPYUSD=X vs. VDE - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -0.90, which is lower than the VDE Sharpe Ratio of 1.67. 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 -53.20%, 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

-53.20%

-74.20%

+21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-15.04%

+5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-21.41%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-32.94%

-26.58%

-6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.53%

-69.29%

+30.76%

Current Drawdown

Current decline from peak

-53.04%

-9.30%

-43.74%

Average Drawdown

Average peak-to-trough decline

-27.20%

-19.92%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

5.50%

+1.04%

Volatility

JPYUSD=X vs. VDE - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 1.25%, while Vanguard Energy ETF (VDE) has a volatility of 7.00%. 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

1.25%

7.00%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

16.61%

-12.18%

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

9.54%

26.28%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

29.91%

-21.21%

Frequently Asked Questions


JPYUSD=X and VDE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDE has higher volatility (7.00%) compared to JPYUSD=X (1.25%). In terms of maximum drawdown, JPYUSD=X dropped -53.20% vs VDE's -74.20%.

VDE currently has the higher Sharpe Ratio (1.67 vs -0.90), 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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