Explore 88+ currencies — including AUDJPY, CNHJPY, CHFJPY — ranked by Sharpe ratio and risk-adjusted returns. Compare returns, volatility, and max drawdown to find the best currencies to invest in through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | ACWI (ACWI) | 27.3% | 1.83 | 13.2% | -9.7% |
| 2 | AUD/JPY (AUDJPY) | 19.7% | 2.12 | 8.3% | -3.5% |
| 3 | CNH/JPY (CNHJPY) | 17.5% | 2.01 | 7.9% | -3.9% |
| 4 | CHF/JPY (CHFJPY) | 12.9% | 1.84 | 6.5% | -2.4% |
| 5 | AUD/NZD (AUDNZD) | 12.8% | 2.66 | 4.4% | -2.2% |
| 6 | AUD/CAD (AUDCAD) | 11.6% | 1.67 | 6.5% | -2.7% |
| 7 | EUR/JPY (EURJPY) | 10.7% | 1.68 | 5.9% | -2.6% |
| 8 | USD/JPY (USDJPY) | 10.5% | 1.26 | 7.9% | -4.2% |
| 9 | SGD/JPY (SGDJPY) | 10.3% | 1.70 | 5.7% | -2.3% |
| 10 | GBP/JPY (GBPJPY) | 9.4% | 1.37 | 6.5% | -3.0% |
| 11 | AUD/GBP (AUDGBP) | 9.4% | 1.55 | 5.7% | -3.0% |
| 12 | AUDUSD (AUDUSD) | 8.3% | 0.96 | 8.4% | -4.0% |
| 13 | AUDEUR (AUDEUR) | 8.1% | 1.27 | 6.0% | -3.5% |
| 14 | CADJPY (CADJPY) | 7.2% | 0.99 | 7.0% | -3.1% |
| 15 | CHFNZD (CHFNZD) | 6.5% | 0.93 | 6.8% | -4.4% |
| 16 | CNHHKD (CNHHKD) | 6.1% | 2.00 | 2.9% | -1.6% |
| 17 | NZDJPY (NZDJPY) | 6.0% | 0.72 | 8.3% | -4.2% |
| 18 | AUDCHF (AUDCHF) | 6.0% | 0.83 | 7.1% | -3.3% |
| 19 | CHFCAD (CHFCAD) | 5.3% | 0.92 | 5.6% | -3.2% |
| 20 | EURNZD (EURNZD) | 4.4% | 0.73 | 6.0% | -5.6% |