Explore 88+ currencies — including CHFJPY, AUDJPY, EURJPY — 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 | CHF/JPY (CHFJPY) | 19.3% | 2.51 | 6.9% | -2.4% |
| 2 | AUD/JPY (AUDJPY) | 18.3% | 1.45 | 11.7% | -8.6% |
| 3 | ACWI (ACWI) | 17.4% | 1.01 | 16.8% | -13.5% |
| 4 | EUR/JPY (EURJPY) | 13.7% | 1.95 | 6.5% | -2.6% |
| 5 | CNH/JPY (CNHJPY) | 12.6% | 0.94 | 13.0% | -7.6% |
| 6 | CAD/JPY (CADJPY) | 12.0% | 1.32 | 8.5% | -3.4% |
| 7 | SGD/JPY (SGDJPY) | 11.2% | 1.45 | 7.2% | -4.2% |
| 8 | CHF/USD (CHFUSD) | 11.2% | 1.15 | 9.3% | -4.2% |
| 9 | CHF/NZD (CHFNZD) | 11.0% | 1.04 | 10.2% | -6.3% |
| 10 | NOK/USD (NOKUSD) | 10.3% | 1.02 | 9.8% | -5.8% |
| 11 | AUD/USD (AUDUSD) | 10.3% | 0.97 | 10.2% | -6.4% |
| 12 | AUDNZD (AUDNZD) | 10.2% | 2.23 | 4.2% | -2.9% |
| 13 | GBPJPY (GBPJPY) | 10.0% | 1.26 | 7.5% | -4.5% |
| 14 | CHFGBP (CHFGBP) | 8.5% | 1.14 | 7.1% | -4.6% |
| 15 | SEKUSD (SEKUSD) | 7.9% | 0.78 | 10.1% | -7.0% |
| 16 | ETHUSD (ETHUSD) | 7.7% | 0.46 | 73.2% | -62.3% |
| 17 | AUDGBP (AUDGBP) | 7.6% | 0.93 | 7.9% | -5.2% |
| 18 | NZDJPY (NZDJPY) | 7.4% | 0.75 | 9.8% | -7.0% |
| 19 | USDJPY (USDJPY) | 7.3% | 0.75 | 9.7% | -6.6% |
| 20 | CHFCAD (CHFCAD) | 6.6% | 0.82 | 7.9% | -3.3% |