XMR-USD vs. JPY=X
Compare and contrast key facts about Monero (XMR-USD) and USD/JPY (JPY=X).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMR-USD or JPY=X.
Performance
XMR-USD vs. JPY=X - Performance Comparison
Returns By Period
In the year-to-date period, XMR-USD achieves a -2.91% return, which is significantly lower than JPY=X's 9.94% return.
XMR-USD
-2.91%
3.36%
15.67%
0.60%
25.60%
N/A
JPY=X
9.94%
2.81%
-1.09%
4.50%
6.69%
2.61%
Key characteristics
| XMR-USD | JPY=X | |
|---|---|---|
| Sharpe Ratio | 0.19 | 0.62 |
| Sortino Ratio | 0.62 | 0.91 |
| Omega Ratio | 1.06 | 1.13 |
| Calmar Ratio | 0.03 | 0.45 |
| Martin Ratio | 0.83 | 1.03 |
| Ulcer Index | 11.75% | 5.71% |
| Daily Std Dev | 56.01% | 9.50% |
| Max Drawdown | -92.96% | -52.58% |
| Current Drawdown | -66.87% | -4.09% |
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Correlation
The correlation between XMR-USD and JPY=X is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
XMR-USD vs. JPY=X - Risk-Adjusted Performance 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.
Drawdowns
XMR-USD vs. JPY=X - Drawdown Comparison
The maximum XMR-USD drawdown since its inception was -92.96%, 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.
Volatility
XMR-USD vs. JPY=X - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 12.49% compared to USD/JPY (JPY=X) at 3.80%. 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.