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Nikkei 225 (^N225)

Index · Currency in JPY · Last updated Feb 4, 2023

^N225Share Price Chart


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^N225Performance

The chart shows the growth of ¥10,000 invested in Nikkei 225 in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly ¥25,819 for a total return of roughly 158.19%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
-0.55%
7.19%
^N225 (Nikkei 225)
Benchmark (^GSPC)

^N225Compare to other instruments

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Nikkei 225

^N225Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.42%8.25%
YTD5.42%8.25%
6M-1.51%2.49%
1Y-0.09%1.00%
5Y3.51%12.74%
10Y9.53%13.18%

^N225Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.72%
20221.04%-7.67%6.36%1.38%-6.70%

^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 0.07. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20OctoberNovemberDecember2023February
0.07
0.27
^N225 (Nikkei 225)
Benchmark (^GSPC)

^N225Drawdowns Chart

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


-15.00%-10.00%-5.00%OctoberNovemberDecember2023February
-10.31%
-3.67%
^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 8.10%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
8.10%
16.33%
^N225 (Nikkei 225)
Benchmark (^GSPC)