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XMR-USD vs. JPY=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMR-USD vs. JPY=X - Performance Comparison

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

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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 -28.67% return, which is significantly lower than JPY=X's -0.08% return.


XMR-USD

1D
-1.92%
1M
-18.61%
YTD
-28.67%
6M
-30.48%
1Y
-0.91%
3Y*
23.63%
5Y*
8.83%
10Y*
70.77%

JPY=X

1D
0.03%
1M
0.02%
YTD
-0.08%
6M
-0.25%
1Y
0.08%
3Y*
0.01%
5Y*
0.01%
10Y*
-0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMR-USD vs. JPY=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-28.67%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
JPY=X
USD/JPY
-0.08%0.04%0.14%-0.04%-0.02%0.05%-0.02%-0.12%0.11%0.07%

Correlation

The correlation between XMR-USD and JPY=X is -0.01, 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

-0.01

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

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

XMR-USD
XMR-USD Risk / Return Rank: 9090
Overall Rank
XMR-USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8787
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9191
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 8989
Overall Rank
JPY=X Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 8888
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 8989
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 8989
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 9191
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.

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-USDJPY=XDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.07

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.02

0.12

-0.13

Martin ratioReturn relative to average drawdown

-0.03

0.17

-0.20

XMR-USD vs. JPY=X - Sharpe Ratio Comparison

The current XMR-USD Sharpe Ratio is -0.01, which is lower than the JPY=X Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of XMR-USD and JPY=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

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-USDJPY=XDifference

Max Drawdown

Largest peak-to-trough decline

-95.68%

-3.46%

-92.22%

Max Drawdown (1Y)

Largest decline over 1 year

-58.97%

-0.55%

-58.42%

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 Drawdown

Current decline from peak

-56.56%

-2.35%

-54.21%

Average Drawdown

Average peak-to-trough decline

-62.50%

-2.08%

-60.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.22%

0.41%

+38.81%

Volatility

XMR-USD vs. JPY=X - Volatility Comparison

Monero (XMR-USD) has a higher volatility of 36.47% compared to USD/JPY (JPY=X) at 0.24%. 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-USDJPY=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.47%

0.24%

+36.23%

Volatility (6M)

Calculated over the trailing 6-month period

68.86%

0.83%

+68.03%

Volatility (1Y)

Calculated over the trailing 1-year period

69.27%

1.39%

+67.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.38%

1.20%

+60.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.57%

1.14%

+86.43%

Frequently Asked Questions


XMR-USD and JPY=X have a correlation of -0.01, 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 (36.47%) compared to JPY=X (0.24%). In terms of maximum drawdown, XMR-USD dropped -95.68% vs JPY=X's -3.46%.

JPY=X currently has the higher Sharpe Ratio (0.05 vs -0.01), 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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