XMR-USD vs. JPY=X

In the year-to-date period, XMR-USD achieves a 76.76% return, which is significantly higher than JPY=X's -6.77% return. Over the past 10 years, XMR-USD has outperformed JPY=X with an annualized return of 90.05%, while JPY=X has yielded a comparatively lower 2.01% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Monero (XMR-USD) and USD/JPY (JPY=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.

The current XMR-USD Sharpe Ratio is 2.50, which is higher than the JPY=X Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of XMR-USD and JPY=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum XMR-USD drawdown since its inception was -95.54%, which is greater than JPY=X's maximum drawdown of -52.58%. Use the drawdown chart below to compare losses from any high point for XMR-USD and JPY=X. For additional features, visit the drawdowns tool.

Monero (XMR-USD) has a higher volatility of 15.37% compared to USD/JPY (JPY=X) at 4.32%. This indicates that XMR-USD's price experiences larger fluctuations and is considered to be riskier than JPY=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.