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YCS vs. JPYUSD=X
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between YCS and JPYUSD=X is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

YCS vs. JPYUSD=X - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
130.57%
-34.29%
YCS
JPYUSD=X

Key characteristics

Sharpe Ratio

YCS:

-0.19

JPYUSD=X:

0.81

Sortino Ratio

YCS:

-0.09

JPYUSD=X:

1.24

Omega Ratio

YCS:

0.99

JPYUSD=X:

1.21

Calmar Ratio

YCS:

-0.22

JPYUSD=X:

0.21

Martin Ratio

YCS:

-0.45

JPYUSD=X:

1.88

Ulcer Index

YCS:

11.05%

JPYUSD=X:

5.99%

Daily Std Dev

YCS:

26.03%

JPYUSD=X:

13.45%

Max Drawdown

YCS:

-49.56%

JPYUSD=X:

-53.03%

Current Drawdown

YCS:

-13.57%

JPYUSD=X:

-47.73%

Returns By Period

In the year-to-date period, YCS achieves a -10.50% return, which is significantly lower than JPYUSD=X's 7.81% return. Over the past 10 years, YCS has outperformed JPYUSD=X with an annualized return of 6.50%, while JPYUSD=X has yielded a comparatively lower -1.74% annualized return.


YCS

YTD

-10.50%

1M

-5.30%

6M

-4.71%

1Y

-6.90%

5Y*

18.01%

10Y*

6.50%

JPYUSD=X

YTD

7.81%

1M

2.99%

6M

4.55%

1Y

6.15%

5Y*

-5.60%

10Y*

-1.74%

*Annualized

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Risk-Adjusted Performance

YCS vs. JPYUSD=X — Risk-Adjusted Performance Rank

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

YCS
The Risk-Adjusted Performance Rank of YCS is 1111
Overall Rank
The Sharpe Ratio Rank of YCS is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of YCS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of YCS is 1212
Omega Ratio Rank
The Calmar Ratio Rank of YCS is 88
Calmar Ratio Rank
The Martin Ratio Rank of YCS is 1212
Martin Ratio Rank

JPYUSD=X
The Risk-Adjusted Performance Rank of JPYUSD=X is 8383
Overall Rank
The Sharpe Ratio Rank of JPYUSD=X is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JPYUSD=X is 8282
Sortino Ratio Rank
The Omega Ratio Rank of JPYUSD=X is 8585
Omega Ratio Rank
The Calmar Ratio Rank of JPYUSD=X is 8383
Calmar Ratio Rank
The Martin Ratio Rank of JPYUSD=X is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YCS vs. JPYUSD=X - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for YCS, currently valued at -0.52, compared to the broader market-1.000.001.002.003.004.00
YCS: -0.52
JPYUSD=X: 0.81
The chart of Sortino ratio for YCS, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.00
YCS: -0.58
JPYUSD=X: 1.24
The chart of Omega ratio for YCS, currently valued at 0.92, compared to the broader market0.501.001.502.002.50
YCS: 0.92
JPYUSD=X: 1.21
The chart of Calmar ratio for YCS, currently valued at -0.56, compared to the broader market0.002.004.006.008.0010.00
YCS: -0.56
JPYUSD=X: 0.21
The chart of Martin ratio for YCS, currently valued at -1.07, compared to the broader market0.0020.0040.0060.00
YCS: -1.07
JPYUSD=X: 1.88

The current YCS Sharpe Ratio is -0.19, which is lower than the JPYUSD=X Sharpe Ratio of 0.81. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.52
0.81
YCS
JPYUSD=X

Drawdowns

YCS vs. JPYUSD=X - Drawdown Comparison

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-13.57%
-47.73%
YCS
JPYUSD=X

Volatility

YCS vs. JPYUSD=X - Volatility Comparison

ProShares UltraShort Yen (YCS) has a higher volatility of 8.64% compared to JPY/USD (JPYUSD=X) at 3.86%. 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.


4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
8.64%
3.86%
YCS
JPYUSD=X