Explore 88+ currencies — including AUDJPY, CNHJPY, AUDCAD — 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) | 23.8% | 1.57 | 13.7% | -9.7% |
| 2 | AUD/JPY (AUDJPY) | 14.5% | 1.58 | 8.5% | -3.5% |
| 3 | CNH/JPY (CNHJPY) | 11.5% | 1.36 | 8.0% | -3.9% |
| 4 | AUD/CAD (AUDCAD) | 10.8% | 1.54 | 6.6% | -2.7% |
| 5 | AUD/USD (AUDUSD) | 9.6% | 1.10 | 8.4% | -5.1% |
| 6 | AUD/NZD (AUDNZD) | 9.4% | 1.90 | 4.6% | -2.7% |
| 7 | NOK/USD (NOKUSD) | 8.9% | 1.02 | 8.4% | -7.8% |
| 8 | AUD/CHF (AUDCHF) | 8.7% | 1.16 | 7.1% | -3.3% |
| 9 | AUD/EUR (AUDEUR) | 8.4% | 1.34 | 6.0% | -3.5% |
| 10 | NOK/CHF (NOKCHF) | 8.0% | 1.14 | 6.7% | -4.6% |
| 11 | AUD/GBP (AUDGBP) | 7.3% | 1.23 | 5.7% | -3.9% |
| 12 | GBPJPY (GBPJPY) | 6.7% | 0.98 | 6.7% | -3.1% |
| 13 | CNHHKD (CNHHKD) | 6.6% | 2.15 | 2.9% | -1.6% |
| 14 | SGDJPY (SGDJPY) | 5.9% | 0.98 | 5.8% | -3.1% |
| 15 | CNHCHF (CNHCHF) | 5.8% | 0.79 | 7.1% | -4.9% |
| 16 | NOKSEK (NOKSEK) | 5.7% | 0.89 | 6.2% | -4.0% |
| 17 | EURJPY (EURJPY) | 5.6% | 0.91 | 6.0% | -3.0% |
| 18 | CHFJPY (CHFJPY) | 5.4% | 0.80 | 6.6% | -4.4% |
| 19 | NZDJPY (NZDJPY) | 4.7% | 0.57 | 8.4% | -4.3% |
| 20 | USDJPY (USDJPY) | 4.5% | 0.58 | 8.0% | -4.2% |