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) | 25.3% | 1.42 | 16.3% | -8.5% |
| 2 | ACWI (ACWI) | 22.7% | 1.51 | 13.7% | -9.7% |
| 3 | AUD/JPY (AUDJPY) | 19.4% | 2.09 | 8.4% | -3.9% |
| 4 | CNH/JPY (CNHJPY) | 14.9% | 1.82 | 7.5% | -3.9% |
| 5 | Invesco CurrencyShares Australian Dollar Trust (FXA) | 11.8% | 1.43 | 7.7% | -4.8% |
| 6 | AUD/CAD (AUDCAD) | 10.9% | 1.52 | 6.7% | -2.7% |
| 7 | AUD Index (AUD Index) | 10.8% | 1.47 | 6.9% | -4.2% |
| 8 | AUD/CHF (AUDCHF) | 10.7% | 1.41 | 7.1% | -3.3% |
| 9 | AUD/USD (AUDUSD) | 10.6% | 1.21 | 8.3% | -5.1% |
| 10 | AUD/EUR (AUDEUR) | 10.4% | 1.64 | 5.9% | -3.5% |
| 11 | NZD/JPY (NZDJPY) | 9.7% | 1.14 | 8.1% | -4.3% |
| 12 | AUDGBP (AUDGBP) | 9.6% | 1.57 | 5.7% | -3.9% |
| 13 | SGDJPY (SGDJPY) | 9.2% | 1.55 | 5.6% | -3.2% |
| 14 | GBPJPY (GBPJPY) | 8.9% | 1.30 | 6.5% | -3.6% |
| 15 | AUDNZD (AUDNZD) | 8.9% | 1.78 | 4.7% | -2.8% |
| 16 | NOKCHF (NOKCHF) | 8.5% | 1.25 | 6.5% | -4.6% |
| 17 | NOKUSD (NOKUSD) | 8.4% | 0.98 | 8.2% | -7.8% |
| 18 | EURJPY (EURJPY) | 8.1% | 1.31 | 5.9% | -3.3% |
| 19 | USDJPY (USDJPY) | 8.0% | 1.02 | 7.6% | -4.2% |
| 20 | NOKSEK (NOKSEK) | 7.9% | 1.28 | 5.9% | -4.0% |