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SPXCY vs. FXY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPXCY and FXY is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SPXCY vs. FXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Exchange Ltd ADR (SPXCY) and Invesco CurrencyShares® Japanese Yen Trust (FXY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPXCY:

2.27

FXY:

0.72

Sortino Ratio

SPXCY:

3.05

FXY:

1.16

Omega Ratio

SPXCY:

1.46

FXY:

1.14

Calmar Ratio

SPXCY:

4.00

FXY:

0.16

Martin Ratio

SPXCY:

15.18

FXY:

1.48

Ulcer Index

SPXCY:

3.92%

FXY:

5.90%

Daily Std Dev

SPXCY:

26.04%

FXY:

11.89%

Max Drawdown

SPXCY:

-32.66%

FXY:

-56.03%

Current Drawdown

SPXCY:

-2.73%

FXY:

-50.78%

Returns By Period

In the year-to-date period, SPXCY achieves a 18.04% return, which is significantly higher than FXY's 9.23% return. Over the past 10 years, SPXCY has outperformed FXY with an annualized return of 10.82%, while FXY has yielded a comparatively lower -1.99% annualized return.


SPXCY

YTD

18.04%

1M

-0.03%

6M

16.19%

1Y

58.33%

3Y*

20.08%

5Y*

18.68%

10Y*

10.82%

FXY

YTD

9.23%

1M

1.17%

6M

3.78%

1Y

8.82%

3Y*

-4.15%

5Y*

-6.13%

10Y*

-1.99%

*Annualized

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Singapore Exchange Ltd ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SPXCY vs. FXY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPXCY
The Risk-Adjusted Performance Rank of SPXCY is 9696
Overall Rank
The Sharpe Ratio Rank of SPXCY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXCY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SPXCY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SPXCY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SPXCY is 9797
Martin Ratio Rank

FXY
The Risk-Adjusted Performance Rank of FXY is 5050
Overall Rank
The Sharpe Ratio Rank of FXY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FXY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FXY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FXY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FXY is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPXCY vs. FXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Exchange Ltd ADR (SPXCY) and Invesco CurrencyShares® Japanese Yen Trust (FXY). 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.


The current SPXCY Sharpe Ratio is 2.27, which is higher than the FXY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SPXCY and FXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SPXCY vs. FXY - Dividend Comparison

SPXCY's dividend yield for the trailing twelve months is around 2.50%, while FXY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SPXCY
Singapore Exchange Ltd ADR
2.50%2.80%3.26%3.47%3.46%9.52%3.34%4.55%3.65%4.08%3.85%7.11%
FXY
Invesco CurrencyShares® Japanese Yen Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPXCY vs. FXY - Drawdown Comparison

The maximum SPXCY drawdown since its inception was -32.66%, smaller than the maximum FXY drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for SPXCY and FXY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SPXCY vs. FXY - Volatility Comparison

Singapore Exchange Ltd ADR (SPXCY) has a higher volatility of 5.66% compared to Invesco CurrencyShares® Japanese Yen Trust (FXY) at 4.57%. This indicates that SPXCY's price experiences larger fluctuations and is considered to be riskier than FXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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