Nikkei 225 (^N225)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of ¥10,000 in Nikkei 225, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: ^N225 vs. SPY, ^N225 vs. SCHD, ^N225 vs. SCJ, ^N225 vs. FJPNX, ^N225 vs. TLT, ^N225 vs. NFTY, ^N225 vs. EWA, ^N225 vs. EWJ, ^N225 vs. AAPL, ^N225 vs. ^GSPC
Return
Nikkei 225 had a return of 17.12% year-to-date (YTD) and 16.58% in the last 12 months. Over the past 10 years, Nikkei 225 had an annualized return of 8.24%, while the S&P 500 had an annualized return of 17.48%, indicating that Nikkei 225 did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -6.57% | -3.96% |
| 6 months | 8.04% | 17.95% |
| Year-To-Date | 17.12% | 24.18% |
| 1 year | 16.58% | 19.86% |
| 5 years (annualized) | 5.12% | 19.67% |
| 10 years (annualized) | 8.24% | 17.48% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.17% | 2.91% | 7.04% | 7.45% | -0.05% | -1.67% | -2.34% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^N225 Nikkei 225 | 0.77 | ||||
^GSPC S&P 500 | 1.05 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Nikkei 225. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Nikkei 225 is 81.87%, recorded on Mar 10, 2009. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.87% | Jan 4, 1990 | 4724 | Mar 10, 2009 | — | — | — |
| -37.4% | Jan 25, 1973 | 487 | Oct 9, 1974 | 979 | Mar 28, 1978 | 1466 |
| -23.86% | Apr 7, 1970 | 41 | May 27, 1970 | 311 | Jun 15, 1971 | 352 |
| -21.09% | Aug 16, 1971 | 8 | Aug 24, 1971 | 107 | Jan 6, 1972 | 115 |
| -21.05% | Oct 15, 1987 | 22 | Nov 11, 1987 | 108 | Apr 7, 1988 | 130 |
Volatility Chart
The current Nikkei 225 volatility is 4.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.