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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 -0.51% return, which is significantly lower than YCS's 5.42% return. Over the past 10 years, JPYUSD=X has underperformed YCS with an annualized return of -4.27%, while YCS has yielded a comparatively higher 13.35% 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%

YCS

1D
1.26%
1M
-3.97%
6M
6.17%
YTD
5.42%
1Y
23.44%
3Y*
17.45%
5Y*
23.10%
10Y*
13.35%
ALL TIME*
6.33%
*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
$2.54M$2.29M$1.59M

JPYUSD=X vs. YCS - 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%
YCS
ProShares UltraShort Yen
5.42%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 -0.81, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.82

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

-0.90

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

-0.92

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

-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 shifts across timeframes, from -0.94 (10 years) to -0.81 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. YCS — 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

YCS
YCS Risk / Return Rank: 5959
Overall Rank
YCS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4545
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7171
Calmar Ratio Rank
YCS Martin Ratio Rank: 7373
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. 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

-2.16

Sortino ratioReturn per unit of downside risk

-2.94

Omega ratioGain probability vs. loss probability

0.88

1.28

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.50

2.78

-3.28

Martin ratioReturn relative to average drawdown

-0.81

10.25

-11.06

JPYUSD=X vs. YCS - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -0.73, which is lower than the YCS Sharpe Ratio of 1.43. 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 -53.57%, 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

-53.57%

-49.56%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-8.48%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.18%

-23.05%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

-27.32%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.01%

-27.32%

-11.69%

Current Drawdown

Current decline from peak

-51.69%

-7.32%

-44.37%

Average Drawdown

Average peak-to-trough decline

-27.37%

-19.75%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

2.29%

+2.64%

Volatility

JPYUSD=X vs. YCS - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 2.97%, while ProShares UltraShort Yen (YCS) has a volatility of 5.95%. 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

2.97%

5.95%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

5.07%

11.87%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

16.44%

-9.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.60%

21.21%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.65%

18.61%

-9.96%

Frequently Asked Questions


JPYUSD=X and YCS have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (5.95%) compared to JPYUSD=X (2.97%). In terms of maximum drawdown, JPYUSD=X dropped -53.57% vs YCS's -49.56%.

YCS currently has the higher Sharpe Ratio (1.43 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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