JPYUSD=X vs. XAU.TO
Compare and contrast key facts about JPY/USD (JPYUSD=X) and Goldmoney Inc. (XAU.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPYUSD=X or XAU.TO.
Key characteristics
| JPYUSD=X | XAU.TO | |
|---|---|---|
| YTD Return | 0.00% | 16.52% |
| 1Y Return | 4.41% | 2.36% |
| 3Y Return (Ann) | -7.46% | -10.69% |
| 5Y Return (Ann) | -4.99% | -5.25% |
| 10Y Return (Ann) | -2.45% | 215.12% |
| Sharpe Ratio | 0.48 | 0.06 |
| Daily Std Dev | 12.05% | 36.07% |
| Max Drawdown | -53.03% | -83.45% |
| Current Drawdown | -46.21% | -76.65% |
Correlation
The correlation between JPYUSD=X and XAU.TO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JPYUSD=X vs. XAU.TO - Performance Comparison
Over the past 10 years, JPYUSD=X has underperformed XAU.TO with an annualized return of -2.45%, while XAU.TO has yielded a comparatively higher 215.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
JPYUSD=X vs. XAU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and Goldmoney Inc. (XAU.TO). 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.
Drawdowns
JPYUSD=X vs. XAU.TO - Drawdown Comparison
The maximum JPYUSD=X drawdown since its inception was -53.03%, smaller than the maximum XAU.TO drawdown of -83.45%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and XAU.TO. For additional features, visit the drawdowns tool.
Volatility
JPYUSD=X vs. XAU.TO - Volatility Comparison
The current volatility for JPY/USD (JPYUSD=X) is 4.11%, while Goldmoney Inc. (XAU.TO) has a volatility of 7.69%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than XAU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.