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

Performance

TRP vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TC Energy Corporation (TRP) and JPY/USD (JPYUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRP achieves a 27.41% return, which is significantly higher than JPYUSD=X's -2.12% return. Over the past 10 years, TRP has outperformed JPYUSD=X with an annualized return of 12.24%, while JPYUSD=X has yielded a comparatively lower -4.19% annualized return.


TRP

1D
0.12%
1M
1.69%
YTD
27.41%
6M
29.66%
1Y
46.49%
3Y*
30.95%
5Y*
14.55%
10Y*
12.24%

JPYUSD=X

1D
0.10%
1M
-0.82%
YTD
-2.12%
6M
-3.07%
1Y
-9.99%
3Y*
-4.30%
5Y*
-7.22%
10Y*
-4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRP vs. JPYUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRP
TC Energy Corporation
27.41%24.02%39.88%6.09%-7.83%20.99%-19.09%56.30%-22.64%13.51%
JPYUSD=X
JPY/USD
-2.12%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between TRP and JPYUSD=X is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.08

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

0.07

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

-0.08

The correlation between TRP and JPYUSD=X shifts across timeframes, from -0.08 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TRP vs. JPYUSD=X — Risk / Return Rank

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

TRP
TRP Risk / Return Rank: 9393
Overall Rank
TRP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TRP Sortino Ratio Rank: 9595
Sortino Ratio Rank
TRP Omega Ratio Rank: 9191
Omega Ratio Rank
TRP Calmar Ratio Rank: 9292
Calmar Ratio Rank
TRP Martin Ratio Rank: 9393
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 88
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 88
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 33
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1414
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.

TRP vs. JPYUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) and JPY/USD (JPYUSD=X). 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.


TRPJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+3.65

Sortino ratioReturn per unit of downside risk

+5.36

Omega ratioGain probability vs. loss probability

1.42

0.82

+0.60

Calmar ratioReturn relative to maximum drawdown

4.70

-0.76

+5.46

Martin ratioReturn relative to average drawdown

14.42

-1.11

+15.53

TRP vs. JPYUSD=X - Sharpe Ratio Comparison

The current TRP Sharpe Ratio is 2.56, which is higher than the JPYUSD=X Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of TRP and JPYUSD=X, 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

TRP vs. JPYUSD=X - Drawdown Comparison

The maximum TRP drawdown since its inception was -62.52%, which is greater than JPYUSD=X's maximum drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for TRP and JPYUSD=X.


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Drawdown Indicators


TRPJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-52.96%

-9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-10.68%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-14.63%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-32.59%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

-38.21%

-3.43%

Current Drawdown

Current decline from peak

-2.14%

-52.47%

+50.33%

Average Drawdown

Average peak-to-trough decline

-11.72%

-26.92%

+15.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

6.18%

-2.92%

Volatility

TRP vs. JPYUSD=X - Volatility Comparison

TC Energy Corporation (TRP) has a higher volatility of 5.62% compared to JPY/USD (JPYUSD=X) at 0.69%. This indicates that TRP's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRPJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

0.69%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

5.48%

+7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

7.50%

+10.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

9.56%

+12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

8.90%

+15.93%

Frequently Asked Questions


TRP and JPYUSD=X have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRP has higher volatility (5.62%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, TRP dropped -62.52% vs JPYUSD=X's -52.96%.

TRP currently has the higher Sharpe Ratio (2.56 vs -1.09), 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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