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Nikkei 225 (^N225)

Index · Currency in JPY · Last updated Oct 4, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of ¥10,000 in Nikkei 225, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
9.88%
18.59%
^N225 (Nikkei 225)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Nikkei 225

Popular comparisons: ^N225 vs. SPY, ^N225 vs. SCHD, ^N225 vs. SCJ, ^N225 vs. FJPNX, ^N225 vs. TLT, ^N225 vs. NFTY, ^N225 vs. EWA, ^N225 vs. EWJ, ^N225 vs. AAPL, ^N225 vs. ^GSPC

Return

Nikkei 225 had a return of 17.12% year-to-date (YTD) and 16.58% in the last 12 months. Over the past 10 years, Nikkei 225 had an annualized return of 8.24%, while the S&P 500 had an annualized return of 17.48%, indicating that Nikkei 225 did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-6.57%-3.96%
6 months8.04%17.95%
Year-To-Date17.12%24.18%
1 year16.58%19.86%
5 years (annualized)5.12%19.67%
10 years (annualized)8.24%17.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.17%2.91%7.04%7.45%-0.05%-1.67%-2.34%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^N225
Nikkei 225
0.77
^GSPC
S&P 500
1.05

Sharpe Ratio

The current Nikkei 225 Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.77
0.96
^N225 (Nikkei 225)
Benchmark (^GSPC)

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-21.47%
-4.53%
^N225 (Nikkei 225)
Benchmark (^GSPC)

Worst 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 81.87%, recorded on Mar 10, 2009. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.87%Jan 4, 19904724Mar 10, 2009
-37.4%Jan 25, 1973487Oct 9, 1974979Mar 28, 19781466
-23.86%Apr 7, 197041May 27, 1970311Jun 15, 1971352
-21.09%Aug 16, 19718Aug 24, 1971107Jan 6, 1972115
-21.05%Oct 15, 198722Nov 11, 1987108Apr 7, 1988130

Volatility Chart

The current Nikkei 225 volatility is 4.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
4.58%
3.62%
^N225 (Nikkei 225)
Benchmark (^GSPC)