Discover 95+ currencies — including YCS, AUDJPY, CNHJPY — 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) | 31.4% | 1.63 | 17.1% | -8.3% |
| 2 | ACWI (ACWI) | 30.1% | 2.09 | 12.5% | -9.7% |
| 3 | AUD/JPY (AUDJPY) | 21.9% | 2.31 | 8.4% | -3.5% |
| 4 | CNH/JPY (CNHJPY) | 16.2% | 1.83 | 8.1% | -3.9% |
| 5 | CHF/JPY (CHFJPY) | 16.1% | 2.29 | 6.4% | -2.4% |
| 6 | EUR/JPY (EURJPY) | 13.5% | 2.07 | 6.0% | -2.6% |
| 7 | Invesco CurrencyShares Australian Dollar Trust (FXA) | 12.5% | 1.50 | 7.8% | -4.2% |
| 8 | AUD/NZD (AUDNZD) | 11.8% | 2.50 | 4.3% | -1.8% |
| 9 | AUD/GBP (AUDGBP) | 11.6% | 1.87 | 5.8% | -3.0% |
| 10 | AUD/USD (AUDUSD) | 11.5% | 1.30 | 8.4% | -4.0% |
| 11 | AUD Index (AUD Index) | 11.0% | 1.51 | 6.8% | -3.6% |
| 12 | AUDCAD (AUDCAD) | 11.0% | 1.59 | 6.5% | -2.7% |
| 13 | SGDJPY (SGDJPY) | 10.8% | 1.71 | 5.9% | -2.3% |
| 14 | NOKUSD (NOKUSD) | 10.5% | 1.18 | 8.5% | -4.7% |
| 15 | CADJPY (CADJPY) | 9.9% | 1.28 | 7.3% | -3.1% |
| 16 | GBPJPY (GBPJPY) | 9.5% | 1.35 | 6.7% | -3.0% |
| 17 | USDJPY (USDJPY) | 9.3% | 1.08 | 8.3% | -4.2% |
| 18 | NZDJPY (NZDJPY) | 9.0% | 1.06 | 8.2% | -4.2% |
| 19 | AUDEUR (AUDEUR) | 7.7% | 1.21 | 6.1% | -3.5% |
| 20 | CHFGBP (CHFGBP) | 6.5% | 1.20 | 5.2% | -3.3% |