Discover 95+ currencies — including YCS, CNHJPY, AUDJPY — ranked by Sharpe ratio and risk-adjusted performance. Compare currencies by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ProShares UltraShort Yen (YCS) | 29.6% | 1.62 | 16.3% | -8.3% |
| 2 | ACWI (ACWI) | 22.5% | 1.53 | 13.5% | -9.7% |
| 3 | CNH/JPY (CNHJPY) | 17.2% | 2.01 | 7.8% | -3.9% |
| 4 | AUD/JPY (AUDJPY) | 16.5% | 1.80 | 8.4% | -3.5% |
| 5 | USD/JPY (USDJPY) | 10.7% | 1.30 | 7.8% | -4.2% |
| 6 | ProShares UltraShort Euro (EUO) | 10.5% | 0.84 | 12.4% | -8.1% |
| 7 | AUD/NZD (AUDNZD) | 10.5% | 2.15 | 4.5% | -2.2% |
| 8 | SGD/JPY (SGDJPY) | 9.5% | 1.61 | 5.6% | -2.3% |
| 9 | AUD/CAD (AUDCAD) | 9.2% | 1.34 | 6.5% | -2.7% |
| 10 | GBP/JPY (GBPJPY) | 9.1% | 1.35 | 6.4% | -3.0% |
| 11 | CHF/JPY (CHFJPY) | 8.9% | 1.31 | 6.4% | -2.5% |
| 12 | UUP (UUP) | 8.3% | 1.33 | 5.9% | -3.6% |
| 13 | AUDEUR (AUDEUR) | 8.0% | 1.29 | 5.9% | -3.5% |
| 14 | EURJPY (EURJPY) | 7.9% | 1.28 | 5.9% | -2.6% |
| 15 | CNHCHF (CNHCHF) | 7.6% | 1.03 | 7.1% | -4.9% |
| 16 | AUDCHF (AUDCHF) | 7.0% | 0.96 | 7.1% | -3.3% |
| 17 | AUDGBP (AUDGBP) | 6.8% | 1.16 | 5.6% | -3.9% |
| 18 | CADJPY (CADJPY) | 6.7% | 0.94 | 6.9% | -3.1% |
| 19 | AUD Index (AUD Index) | 6.6% | 0.93 | 6.9% | -4.2% |
| 20 | FXA (FXA) | 6.2% | 0.79 | 7.8% | -4.8% |