YCS vs. JPYUSD=X

In the year-to-date period, YCS achieves a -14.07% return, which is significantly lower than JPYUSD=X's 9.37% return. Over the past 10 years, YCS has outperformed JPYUSD=X with an annualized return of 5.55%, while JPYUSD=X has yielded a comparatively lower -1.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Yen (YCS) and JPY/USD (JPYUSD=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.

The current YCS Sharpe Ratio is -0.40, which is lower than the JPYUSD=X Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of YCS and JPYUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum YCS drawdown since its inception was -49.56%, smaller than the maximum JPYUSD=X drawdown of -53.03%. Use the drawdown chart below to compare losses from any high point for YCS and JPYUSD=X.

ProShares UltraShort Yen (YCS) has a higher volatility of 8.59% compared to JPY/USD (JPYUSD=X) at 4.70%. This indicates that YCS's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.