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Performance

^N225 Performance Chart

Nikkei 225 (^N225) is up 38.5% since the beginning of the year. ^N225 is currently trading at ¥69,717 per share. Investors who bought ¥1,000 worth of ^N225 shares 5 years ago would now be looking at an investment worth ¥2,398.


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S&P 500 Index

Returns By Period

Nikkei 225 (^N225) has returned 38.49% so far this year and 81.77% over the past 12 months. Over the last ten years, ^N225 has returned 16.64% per year, falling short of the S&P 500 Index benchmark, which averaged 19.05% annually.


Nikkei 225

1D
-3.64%
1M
10.07%
YTD
38.49%
6M
38.29%
1Y
81.77%
3Y*
28.60%
5Y*
19.12%
10Y*
16.64%

Benchmark (S&P 500 Index)

1D
-1.40%
1M
0.07%
YTD
10.87%
6M
10.28%
1Y
35.21%
3Y*
23.97%
5Y*
20.28%
10Y*
19.05%
*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 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^N225 closed higher 52% 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%5.11%38.49%
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 7.09%, beta of 0.19, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 05, 1970.

  • This index participated in 92.75% of S&P 500 Index downside but only 79.41% 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
7.09%
Beta
0.19
0.04
Upside Capture
79.41%
Downside Capture
92.75%

Return for Risk

Risk / Return Rank

^N225 ranks 95 for risk / return — in the top 95% 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: 9595
Overall Rank
^N225 Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9494
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9696
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9696
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^N225BenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.53

1.45

+0.08

Calmar ratioReturn relative to maximum drawdown

6.36

4.13

+2.23

Martin ratioReturn relative to average drawdown

21.93

15.75

+6.19

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 3656 trading sessions.

The current Nikkei 225 drawdown is 3.64%.


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
Black Monday1987
-21.05%Nov 1987
27d4mo 28d
5mo 25dOct 1987 - Apr 1988

Drawdown Indicators


^N225BenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-81.87%

-63.60%

-18.27%

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

-3.64%

-2.17%

-1.47%

Average Drawdown

Average peak-to-trough decline

-35.62%

-15.47%

-20.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.24%

+1.52%

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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