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Performance

^N225 Performance Chart

Nikkei 225 (^N225) is up 35.2% since the beginning of the year. ^N225 is currently trading at ¥68,080 per share. Investors who bought ¥1,000 worth of ^N225 shares 5 years ago would now be looking at an investment worth ¥2,352.


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S&P 500 Index

Returns By Period

Nikkei 225 (^N225) has returned 35.24% so far this year and 81.69% over the past 12 months. Over the last ten years, ^N225 has returned 15.13% per year, falling short of the S&P 500 Index benchmark, which averaged 18.46% annually.


Nikkei 225

1D
2.02%
1M
14.40%
YTD
35.24%
6M
38.08%
1Y
81.69%
3Y*
29.26%
5Y*
18.66%
10Y*
15.13%

Benchmark (S&P 500 Index)

1D
0.30%
1M
7.20%
YTD
13.34%
6M
14.33%
1Y
43.72%
3Y*
26.64%
5Y*
21.36%
10Y*
18.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^N225 Monthly Returns History

Based on dividend-adjusted daily data since Jan 5, 1970, ^N225's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 1990 with a return of +20.1%, while the worst month was Oct 2008 at -23.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^N225 closed higher 53% of trading days. The best single day was Oct 14, 2008 with a return of +14.2%, while the worst single day was Oct 20, 1987 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.93%10.37%-13.23%16.10%11.88%2.64%35.24%
2025-0.81%-6.11%-4.14%1.20%5.33%6.64%1.44%4.01%5.18%16.64%-4.12%0.17%26.18%
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%

Benchmark Metrics

Nikkei 225 has an annualized alpha of 6.22%, beta of 0.19, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 06, 1970.

  • This index participated in 93.23% of S&P 500 Index downside but only 77.47% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.19 may look defensive, but with R2 of 0.04 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
  • R2 of 0.04 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.22%
Beta
0.19
0.04
Upside Capture
77.47%
Downside Capture
93.23%

Return for Risk

Risk / Return Rank

^N225 ranks 96 for risk / return — in the top 96% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


^N225 Risk / Return Rank: 9696
Overall Rank
^N225 Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9797
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9696
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9797
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nikkei 225 (^N225) and compare them to S&P 500 Index.


^N225BenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.49

3.16

+0.33

Sortino ratio

Return per unit of downside risk

4.54

3.97

+0.56

Omega ratio

Gain probability vs. loss probability

1.57

1.57

0.00

Calmar ratio

Return relative to maximum drawdown

6.45

5.13

+1.32

Martin ratio

Return relative to average drawdown

22.87

20.01

+2.87

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 3657 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-81.87%Mar 2009
19y 2mo14y 11mo
34y 1moJan 1990 - Feb 2024
1974 bear market1974
-37.40%Oct 1974
1y 8mo3y 5mo
5y 2moJan 1973 - Mar 1978
2025 selloff2025
-26.26%Apr 2025
8mo 29d4mo 7d
1y 1moJul 2024 - Aug 2025
1970 bear market1970
-23.86%May 1970
1mo 20d1y 19d
1y 2moApr 1970 - Jun 1971
1971 bear market1971
-21.09%Aug 1971
8d4mo 15d
4mo 23dAug 1971 - Jan 1972

Drawdown Indicators


^N225BenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-81.87%

-64.72%

-17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-8.56%

-4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-26.26%

-23.90%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-23.90%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-34.19%

+2.39%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-34.23%

-16.15%

-18.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.19%

+1.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^N225

Add Nikkei 225 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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