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Nikkei 225 (^N225)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Nikkei 225 (^N225) returned -5.35% year-to-date (YTD) and -1.56% over the past 12 months. Over the past 10 years, ^N225 returned 6.86% annually, underperforming the S&P 500 benchmark at 10.78%.


^N225

YTD

-5.35%

1M

11.11%

6M

-2.49%

1Y

-1.56%

5Y*

13.96%

10Y*

6.86%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^N225, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.81%-6.11%-4.14%1.20%4.75%-5.35%
20248.43%7.94%3.07%-4.86%0.21%2.85%-1.22%-1.16%-1.88%3.06%-2.23%4.41%19.22%
20234.72%0.43%2.17%2.91%7.04%7.45%-0.05%-1.67%-2.34%-3.14%8.52%-0.07%28.24%
2022-6.22%-1.76%4.88%-3.50%1.61%-3.25%5.34%1.04%-7.67%6.36%1.38%-6.70%-9.37%
20210.80%4.71%0.73%-1.25%0.16%-0.24%-5.24%2.95%4.85%-1.90%-3.71%3.49%4.91%
2020-1.91%-8.89%-10.53%6.75%8.34%1.88%-2.59%6.59%0.20%-0.90%15.04%3.82%16.01%
20193.79%2.94%-0.84%4.97%-7.45%3.28%1.15%-3.80%5.08%5.38%1.60%1.56%18.20%
20181.46%-4.46%-2.78%4.72%-1.18%0.46%1.12%1.38%5.49%-9.12%1.96%-10.45%-12.08%
2017-0.38%0.41%-1.10%1.52%2.36%1.95%-0.54%-1.40%3.61%8.13%3.24%0.18%19.10%
2016-7.96%-8.51%4.57%-0.55%3.41%-9.63%6.38%1.92%-2.59%5.93%5.07%4.40%0.42%
20151.28%6.36%2.18%1.63%5.34%-1.59%1.73%-8.23%-7.95%9.75%3.48%-3.61%9.07%
2014-8.45%-0.49%-0.09%-3.53%2.29%3.62%3.03%-1.26%4.86%1.49%6.37%-0.05%7.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^N225 is 21, meaning it’s performing worse than 79% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^N225 is 2121
Overall Rank
The Sharpe Ratio Rank of ^N225 is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nikkei 225 (^N225) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Nikkei 225 Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: -0.06
  • 5-Year: 0.66
  • 10-Year: 0.32
  • All Time: 0.24

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Nikkei 225 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nikkei 225. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nikkei 225 was 81.87%, occurring on Mar 10, 2009. Recovery took 3681 trading sessions.

The current Nikkei 225 drawdown is 10.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.87%Jan 4, 19904965Mar 10, 20093681Feb 22, 20248646
-37.4%Jan 25, 1973510Oct 9, 19741037Mar 28, 19781547
-26.26%Jul 12, 2024178Apr 7, 2025
-23.86%Apr 7, 197044May 27, 1970327Jun 15, 1971371
-21.09%Aug 16, 19718Aug 24, 1971115Jan 6, 1972123

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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