Discover 95+ currencies — including YCS, EUO, NOKSEK — 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) | 20.2% | 1.36 | 13.8% | -9.7% |
| 2 | ProShares UltraShort Yen (YCS) | 17.1% | 1.02 | 16.3% | -11.7% |
| 3 | ProShares UltraShort Euro (EUO) | 13.7% | 1.19 | 10.9% | -8.1% |
| 4 | NOK/SEK (NOKSEK) | 10.4% | 1.58 | 6.2% | -3.8% |
| 5 | CNH/JPY (CNHJPY) | 10.2% | 1.27 | 7.6% | -5.5% |
| 6 | AUD/JPY (AUDJPY) | 10.1% | 1.14 | 8.5% | -4.7% |
| 7 | AUD/EUR (AUDEUR) | 9.9% | 1.56 | 6.0% | -3.5% |
| 8 | CNH/CHF (CNHCHF) | 9.6% | 1.31 | 7.0% | -4.9% |
| 9 | AUD/CHF (AUDCHF) | 9.6% | 1.27 | 7.2% | -2.9% |
| 10 | AUD/NZD (AUDNZD) | 9.0% | 1.76 | 4.8% | -2.8% |
| 11 | Invesco CurrencyShares Australian Dollar Trust (FXA) | 8.6% | 1.08 | 7.6% | -4.8% |
| 12 | NOKCHF (NOKCHF) | 8.4% | 1.24 | 6.5% | -4.6% |
| 13 | AUDCAD (AUDCAD) | 8.2% | 1.18 | 6.7% | -2.7% |
| 14 | UUP (UUP) | 8.0% | 1.41 | 5.4% | -3.6% |
| 15 | CNHHKD (CNHHKD) | 7.4% | 2.55 | 2.7% | -1.6% |
| 16 | AUD Index (AUD Index) | 7.1% | 0.99 | 6.9% | -4.2% |
| 17 | AUDGBP (AUDGBP) | 7.0% | 1.16 | 5.8% | -3.9% |
| 18 | AUDUSD (AUDUSD) | 6.5% | 0.77 | 8.3% | -5.1% |
| 19 | NOKUSD (NOKUSD) | 5.3% | 0.67 | 8.0% | -7.8% |
| 20 | SGDJPY (SGDJPY) | 4.9% | 0.84 | 5.7% | -4.6% |