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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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XMR-USD
Monero
-20.46%124.37%16.94%12.32%-35.78%46.22%252.56%-2.31%-86.51%2,339.73%
JPY=X
USD/JPY
-0.09%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 (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

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

XMR-USD
XMR-USD Risk / Return Rank: 9191
Overall Rank
XMR-USD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XMR-USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
XMR-USD Omega Ratio Rank: 8989
Omega Ratio Rank
XMR-USD Calmar Ratio Rank: 9494
Calmar Ratio Rank
XMR-USD Martin Ratio Rank: 9393
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 8484
Overall Rank
JPY=X Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 8181
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 8989
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 8787
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.


XMR-USDJPY=XDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.04

+0.69

Sortino ratio

Return per unit of downside risk

1.40

0.06

+1.33

Omega ratio

Gain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratio

Return relative to maximum drawdown

0.76

0.10

+0.66

Martin ratio

Return relative to average drawdown

1.50

0.15

+1.35

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

The current XMR-USD Sharpe Ratio is 0.73, which is higher than the JPY=X Sharpe Ratio of 0.04. 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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Sharpe Ratios by Period


XMR-USDJPY=XDifference

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-USDJPY=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-51.56%

-1.41%

-50.15%

Average Drawdown

Average peak-to-trough decline

-62.73%

-14.83%

-47.90%

Ulcer Index

Depth 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-USDJPY=XDifference

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%