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

Performance

JPYUSD=X vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) and ProShares UltraShort Yen (YCS). 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 -3.09% return, which is significantly lower than YCS's 10.06% return. Over the past 10 years, JPYUSD=X has underperformed YCS with an annualized return of -4.48%, while YCS has yielded a comparatively higher 13.66% annualized return.


JPYUSD=X

1D
-0.08%
1M
-1.70%
YTD
-3.09%
6M
-3.57%
1Y
-10.34%
3Y*
-3.84%
5Y*
-7.28%
10Y*
-4.48%

YCS

1D
0.39%
1M
3.97%
YTD
10.06%
6M
11.27%
1Y
34.18%
3Y*
18.53%
5Y*
23.65%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.09%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
YCS
ProShares UltraShort Yen
10.06%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%-1.49%-6.57%

Correlation

The correlation between JPYUSD=X and YCS is -0.85, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.85

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

-0.91

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

-0.93

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

-0.94

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.94

The correlation between JPYUSD=X and YCS has been stable across timeframes, ranging from -0.94 to -0.85 - a consistent structural relationship.

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Return for Risk

JPYUSD=X vs. YCS — 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: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 66
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 44
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 66
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1111
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 7373
Overall Rank
YCS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 6262
Sortino Ratio Rank
YCS Omega Ratio Rank: 7272
Omega Ratio Rank
YCS Calmar Ratio Rank: 8484
Calmar Ratio Rank
YCS Martin Ratio Rank: 7777
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. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) and ProShares UltraShort Yen (YCS). 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=XYCSDifference
Sharpe ratioReturn per unit of total volatility

-3.17

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

0.82

1.38

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.74

4.14

-4.88

Martin ratioReturn relative to average drawdown

-1.12

13.04

-14.15

JPYUSD=X vs. YCS - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the YCS Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of JPYUSD=X and YCS, 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. YCS - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and YCS.


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Drawdown Indicators


JPYUSD=XYCSDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-49.56%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-8.30%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-23.05%

+8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-27.32%

-5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-27.32%

-10.89%

Current Drawdown

Current decline from peak

-52.94%

0.00%

-52.94%

Average Drawdown

Average peak-to-trough decline

-27.01%

-19.87%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

2.63%

+3.78%

Volatility

JPYUSD=X vs. YCS - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.73%, while ProShares UltraShort Yen (YCS) has a volatility of 2.25%. This indicates that JPYUSD=X experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYUSD=XYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

2.25%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

11.91%

-7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.47%

16.93%

-9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.55%

21.10%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

18.82%

-10.06%

Frequently Asked Questions


JPYUSD=X and YCS have a correlation of -0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.25%) compared to JPYUSD=X (0.73%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs YCS's -49.56%.

YCS currently has the higher Sharpe Ratio (2.04 vs -1.13), 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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