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 77.41%/yr vs 0.01%/yr for JPY=X. At 0.00, 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 -20.46% return, which is significantly lower than JPY=X's -0.09% return. Over the past 10 years, XMR-USD has outperformed JPY=X with an annualized return of 77.41%, while JPY=X has yielded a comparatively lower 0.01% annualized return.
XMR-USD
- 1D
- 0.13%
- 1M
- -6.39%
- YTD
- -20.46%
- 6M
- 14.58%
- 1Y
- 57.51%
- 3Y*
- 29.28%
- 5Y*
- -1.03%
- 10Y*
- 77.41%
JPY=X
- 1D
- 0.05%
- 1M
- 0.05%
- YTD
- -0.09%
- 6M
- 0.02%
- 1Y
- 0.08%
- 3Y*
- 0.03%
- 5Y*
- 0.02%
- 10Y*
- 0.01%
XMR-USD vs. JPY=X - Yearly Performance Comparison
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 (All Time) Calculated using the full available price history since May 21, 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.
| XMR-USD | JPY=X | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.04 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.06 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.10 | +0.66 |
Martin ratioReturn relative to average drawdown | 1.50 | 0.15 | +1.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMR-USD | JPY=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.04 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.02 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.01 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.01 | +0.47 |
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% | -38.80% | -56.88% |
Max Drawdown (1Y)Largest decline over 1 year | -58.97% | -4.34% | -54.63% |
Max Drawdown (5Y)Largest decline over 5 years | -78.49% | -14.84% | -63.65% |
Max Drawdown (10Y)Largest decline over 10 years | -93.09% | -14.84% | -78.25% |
Current DrawdownCurrent decline from peak | -51.56% | -1.41% | -50.15% |
Average DrawdownAverage peak-to-trough decline | -62.73% | -14.83% | -47.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.91% | 1.51% | +28.40% |
Volatility
XMR-USD vs. JPY=X - Volatility Comparison
Monero (XMR-USD) has a higher volatility of 16.71% compared to USD/JPY (JPY=X) at 0.27%. 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 | 16.71% | 0.27% | +16.44% |
Volatility (6M)Calculated over the trailing 6-month period | 65.94% | 1.17% | +64.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.55% | 1.90% | +63.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.14% | 1.19% | +65.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.65% | 1.17% | +86.48% |