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 | ACWI (ACWI) | 34.2% | 2.28 | 12.8% | -9.7% |
| 2 | ProShares UltraShort Yen (YCS) | 32.3% | 1.56 | 18.4% | -8.3% |
| 3 | AUD/JPY (AUDJPY) | 25.1% | 2.52 | 8.7% | -3.5% |
| 4 | CNH/JPY (CNHJPY) | 18.8% | 1.88 | 9.1% | -3.9% |
| 5 | CHF/JPY (CHFJPY) | 15.9% | 2.15 | 6.7% | -2.4% |
| 6 | EUR/JPY (EURJPY) | 15.4% | 2.28 | 6.1% | -2.6% |
| 7 | SGD/JPY (SGDJPY) | 14.8% | 2.16 | 6.3% | -2.4% |
| 8 | GBP/JPY (GBPJPY) | 14.3% | 1.90 | 6.9% | -3.0% |
| 9 | Invesco CurrencyShares Australian Dollar Trust (FXA) | 14.1% | 1.61 | 8.2% | -4.2% |
| 10 | AUD/USD (AUDUSD) | 12.8% | 1.40 | 8.6% | -4.0% |
| 11 | AUD Index (AUD Index) | 12.2% | 1.63 | 6.9% | -3.6% |
| 12 | AUDNZD (AUDNZD) | 12.1% | 2.74 | 4.1% | -1.5% |
| 13 | NOKUSD (NOKUSD) | 12.0% | 1.27 | 8.9% | -4.7% |
| 14 | CADJPY (CADJPY) | 12.0% | 1.45 | 7.7% | -3.1% |
| 15 | AUDCAD (AUDCAD) | 11.7% | 1.66 | 6.6% | -2.7% |
| 16 | NZDJPY (NZDJPY) | 11.6% | 1.28 | 8.5% | -4.2% |
| 17 | USDJPY (USDJPY) | 10.9% | 1.15 | 9.0% | -4.2% |
| 18 | AUDGBP (AUDGBP) | 9.5% | 1.50 | 6.0% | -3.0% |
| 19 | AUDEUR (AUDEUR) | 8.4% | 1.25 | 6.4% | -4.5% |
| 20 | CNHHKD (CNHHKD) | 8.4% | 2.43 | 3.2% | -1.6% |