XMR-USD vs. JPY=X
XMR-USD (Monero) is a cryptocurrency, while JPY=X (USD/JPY) is a currency. Over the past 10 years, XMR-USD returned 66.63%/yr vs 0.02%/yr for JPY=X. At a 0.00 correlation, their price movements are largely independent.
Performance
XMR-USD vs. JPY=X - Performance Comparison
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Different Trading Currencies
XMR-USD is traded in USD, while JPY=X is traded in JPY. To make them comparable, the JPY=X values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMR-USD achieves a -24.01% return, which is significantly lower than JPY=X's -0.07% return. Over the past 10 years, XMR-USD has outperformed JPY=X with an annualized return of 66.63%, while JPY=X has yielded a comparatively lower 0.02% annualized return.
XMR-USD
- 1D
- -0.39%
- 1M
- -5.33%
- 6M
- -53.72%
- YTD
- -24.01%
- 1Y
- -1.35%
- 3Y*
- 25.80%
- 5Y*
- 11.25%
- 10Y*
- 66.63%
JPY=X
- 1D
- 0.03%
- 1M
- 0.05%
- 6M
- 0.06%
- YTD
- -0.07%
- 1Y
- 0.06%
- 3Y*
- 0.05%
- 5Y*
- 0.02%
- 10Y*
- 0.02%
XMR-USD vs. JPY=X - Yearly Performance Comparison
Correlation
The correlation between XMR-USD and JPY=X is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.00 |
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Return for Risk
XMR-USD vs. JPY=X — Risk / Return Rank
XMR-USD
JPY=X
XMR-USD vs. JPY=X - Risk-Adjusted Trends Comparison
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.
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.
| XMR-USD | JPY=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.01 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.07 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.04 | 0.12 | -0.15 |
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Drawdowns
XMR-USD vs. JPY=X - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -95.68%, which is greater than JPY=X's maximum drawdown of -3.46%. Use the drawdown chart below to compare losses from any high point for XMR-USD and JPY=X.
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Drawdown Indicators
| XMR-USD | JPY=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -3.46% | -92.22% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -0.64% | -58.33% |
Max Drawdown (3Y)Largest decline over 3 years | -58.97% | -1.14% | -57.83% |
Max Drawdown (5Y)Largest decline over 5 years | -67.28% | -1.14% | -66.14% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | -1.19% | -91.90% |
Current DrawdownCurrent decline from peak | -53.72% | -2.35% | -51.37% |
Average DrawdownAverage peak-to-trough decline | -62.47% | -2.09% | -60.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.16% | 0.43% | +41.73% |
Volatility
XMR-USD vs. JPY=X - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 13.11% compared to USD/JPY (JPY=X) at 0.34%. 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.
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Volatility by Period
| XMR-USD | JPY=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.11% | 0.34% | +12.77% |
Volatility (6M)Calculated over the trailing 6-month period | 64.91% | 0.68% | +64.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.49% | 1.40% | +68.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.29% | 1.21% | +60.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.50% | 1.14% | +86.36% |
Frequently Asked Questions
XMR-USD and JPY=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XMR-USD has higher volatility (13.11%) compared to JPY=X (0.34%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs JPY=X's -3.46%.
JPY=X currently has the higher Sharpe Ratio (0.03 vs -0.02), 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.
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