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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 -3.31% return, which is significantly lower than YCS's 10.98% return. Over the past 10 years, JPYUSD=X has underperformed YCS with an annualized return of -4.25%, while YCS has yielded a comparatively higher 13.08% 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%

YCS

1D
0.02%
1M
2.88%
6M
7.93%
YTD
10.98%
1Y
27.37%
3Y*
21.35%
5Y*
24.20%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-3.31%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
YCS
ProShares UltraShort Yen
10.98%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 -0.84, 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

-0.84

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 -0.84 - 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: 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

YCS
YCS Risk / Return Rank: 6767
Overall Rank
YCS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5454
Sortino Ratio Rank
YCS Omega Ratio Rank: 6666
Omega Ratio Rank
YCS Calmar Ratio Rank: 7979
Calmar Ratio Rank
YCS Martin Ratio Rank: 7272
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

-2.57

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.85

1.32

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.67

3.31

-3.98

Martin ratioReturn relative to average drawdown

-1.06

10.47

-11.54

JPYUSD=X vs. YCS - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -0.90, which is lower than the YCS Sharpe Ratio of 1.66. 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 -53.20%, 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

-53.20%

-49.56%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-8.30%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-23.05%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.94%

-27.32%

-5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.53%

-27.32%

-11.21%

Current Drawdown

Current decline from peak

-53.04%

-0.39%

-52.65%

Average Drawdown

Average peak-to-trough decline

-27.20%

-19.80%

-7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

2.62%

+3.92%

Volatility

JPYUSD=X vs. YCS - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 1.25%, while ProShares UltraShort Yen (YCS) has a volatility of 2.46%. 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

1.25%

2.46%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

11.89%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

16.60%

-9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.54%

21.09%

-11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

18.70%

-10.00%

Frequently Asked Questions


JPYUSD=X and YCS have a correlation of -0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.46%) compared to JPYUSD=X (1.25%). In terms of maximum drawdown, JPYUSD=X dropped -53.20% vs YCS's -49.56%.

YCS currently has the higher Sharpe Ratio (1.66 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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