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Nikkei 225 (^N225)

Index · Currency in JPY · Last updated Oct 1, 2022

^N225Share Price Chart


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^N225Performance

The chart shows the growth of ¥10,000 invested in Nikkei 225 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly ¥24,343 for a total return of roughly 143.43%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-6.49%
-17.03%
^N225 (Nikkei 225)
Benchmark (^GSPC)

^N225Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.01%-9.09%
6M-6.77%-16.07%
YTD-9.91%-17.53%
1Y-12.21%-10.32%
5Y5.12%10.75%
10Y11.66%11.24%

^N225Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.22%-1.76%4.88%-3.50%1.61%-3.25%5.34%1.04%-7.67%
20210.80%4.71%0.73%-1.25%0.16%-0.24%-5.24%2.95%4.85%-1.90%-3.71%3.49%
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%
20193.79%2.94%-0.84%4.97%-7.45%3.28%1.15%-3.80%5.08%5.38%1.60%1.56%
20181.46%-4.46%-2.78%4.72%-1.18%0.46%1.12%1.38%5.49%-9.12%1.96%-10.45%
2017-0.38%0.41%-1.10%1.55%2.33%1.95%-0.54%-1.40%3.61%8.13%3.24%0.18%
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%
20151.28%6.36%2.18%1.63%5.34%-1.59%1.73%-8.23%-7.95%9.75%3.48%-3.61%
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%
20137.15%3.78%7.25%11.80%-0.62%-0.71%-0.07%-2.04%7.97%-0.88%9.31%4.02%
20124.11%10.46%3.71%-5.58%-10.27%5.43%-3.46%1.67%0.34%0.66%5.80%10.05%
20110.09%3.77%-8.18%0.97%-1.58%1.26%0.17%-8.93%-2.85%3.31%-6.16%0.25%
2010-4.29%-0.71%9.52%-0.29%-11.65%-3.95%1.65%-7.48%6.18%-1.78%7.98%2.94%

^N225Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Nikkei 225 Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MayJuneJulyAugustSeptember
-0.72
-0.54
^N225 (Nikkei 225)
Benchmark (^GSPC)

^N225Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-15.43%
-17.91%
^N225 (Nikkei 225)
Benchmark (^GSPC)

^N225Worst 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 31.80%, recorded on Mar 19, 2020. It took 155 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.8%Oct 3, 2018352Mar 19, 2020155Nov 6, 2020507
-28.35%Jun 25, 2015245Jun 24, 2016345Oct 11, 2017590
-28.04%Apr 6, 2010403Nov 25, 2011295Feb 6, 2013698
-20.36%May 23, 201316Jun 13, 2013115Nov 28, 2013131
-19.41%Sep 15, 2021117Mar 9, 2022
-14.62%Jan 6, 201468Apr 14, 2014109Sep 19, 2014177
-14.53%Jan 24, 201841Mar 23, 2018130Oct 1, 2018171
-11.34%Feb 17, 2021125Aug 20, 202117Sep 14, 2021142
-11.25%Sep 26, 201415Oct 17, 201410Oct 31, 201425
-9.55%Jan 18, 201017Feb 9, 201031Mar 26, 201048

^N225Volatility Chart

Current Nikkei 225 volatility is 19.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%MayJuneJulyAugustSeptember
19.44%
18.81%
^N225 (Nikkei 225)
Benchmark (^GSPC)