Explore 88+ currencies — including AUDJPY, CNHJPY, GBPJPY — 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) | 22.7% | 1.54 | 13.5% | -9.7% |
| 2 | AUD/JPY (AUDJPY) | 17.1% | 1.86 | 8.4% | -3.5% |
| 3 | CNH/JPY (CNHJPY) | 15.5% | 1.84 | 7.7% | -3.9% |
| 4 | GBP/JPY (GBPJPY) | 10.1% | 1.47 | 6.5% | -3.0% |
| 5 | AUD/CAD (AUDCAD) | 10.0% | 1.45 | 6.5% | -2.7% |
| 6 | AUD/NZD (AUDNZD) | 9.5% | 1.95 | 4.5% | -2.4% |
| 7 | USD/JPY (USDJPY) | 8.9% | 1.11 | 7.7% | -4.2% |
| 8 | AUD/EUR (AUDEUR) | 8.8% | 1.40 | 5.9% | -3.5% |
| 9 | SGD/JPY (SGDJPY) | 8.6% | 1.48 | 5.5% | -2.3% |
| 10 | CHF/JPY (CHFJPY) | 8.5% | 1.25 | 6.5% | -2.5% |
| 11 | AUD/CHF (AUDCHF) | 7.9% | 1.08 | 7.0% | -3.3% |
| 12 | EURJPY (EURJPY) | 7.7% | 1.25 | 5.8% | -2.6% |
| 13 | AUDUSD (AUDUSD) | 7.5% | 0.87 | 8.4% | -5.1% |
| 14 | NZDJPY (NZDJPY) | 7.0% | 0.82 | 8.4% | -4.3% |
| 15 | NOKCHF (NOKCHF) | 6.6% | 0.96 | 6.6% | -4.6% |
| 16 | CADJPY (CADJPY) | 6.4% | 0.91 | 6.9% | -3.1% |
| 17 | CNHCHF (CNHCHF) | 6.4% | 0.87 | 7.2% | -4.9% |
| 18 | AUDGBP (AUDGBP) | 6.4% | 1.08 | 5.7% | -3.9% |
| 19 | NOKUSD (NOKUSD) | 6.2% | 0.73 | 8.5% | -7.8% |
| 20 | CNHHKD (CNHHKD) | 5.8% | 1.89 | 2.9% | -1.6% |