Explore 88+ currencies — including ETHUSD, AUDJPY, CNHJPY — 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) | 33.3% | 2.27 | 12.6% | -9.7% |
| 2 | Ethereum USD (ETHUSD) | 29.5% | 0.70 | 69.4% | -62.3% |
| 3 | AUD/JPY (AUDJPY) | 22.4% | 2.28 | 8.7% | -3.5% |
| 4 | CNH/JPY (CNHJPY) | 16.9% | 1.76 | 8.8% | -3.9% |
| 5 | CHF/JPY (CHFJPY) | 15.5% | 2.14 | 6.6% | -2.4% |
| 6 | EUR/JPY (EURJPY) | 13.7% | 2.06 | 6.1% | -2.6% |
| 7 | AUD/NZD (AUDNZD) | 12.6% | 2.83 | 4.1% | -1.5% |
| 8 | NOK/USD (NOKUSD) | 12.4% | 1.34 | 8.7% | -4.7% |
| 9 | GBP/JPY (GBPJPY) | 12.1% | 1.66 | 6.8% | -3.0% |
| 10 | CAD/JPY (CADJPY) | 11.5% | 1.43 | 7.5% | -3.1% |
| 11 | AUD/USD (AUDUSD) | 11.5% | 1.27 | 8.6% | -4.0% |
| 12 | SGDJPY (SGDJPY) | 11.2% | 1.68 | 6.2% | -2.4% |
| 13 | USDJPY (USDJPY) | 9.8% | 1.06 | 8.8% | -4.2% |
| 14 | AUDCAD (AUDCAD) | 9.7% | 1.40 | 6.5% | -2.7% |
| 15 | AUDGBP (AUDGBP) | 9.2% | 1.49 | 5.8% | -3.0% |
| 16 | NZDJPY (NZDJPY) | 8.7% | 0.99 | 8.5% | -4.2% |
| 17 | AUDEUR (AUDEUR) | 7.7% | 1.16 | 6.3% | -4.5% |
| 18 | CNHHKD (CNHHKD) | 7.6% | 2.22 | 3.2% | -1.6% |
| 19 | NOKSEK (NOKSEK) | 7.6% | 1.17 | 6.2% | -5.2% |
| 20 | BNBUSD (BNBUSD) | 7.5% | 0.39 | 50.8% | -55.5% |