PortfoliosLab logo
Japan Exchange Group Inc ADR (JPXGY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

Highlights

Market Cap

$11.12B

EPS (TTM)

$0.41

PE Ratio

25.88

PEG Ratio

9.81

Total Revenue (TTM)

$40.34B

Gross Profit (TTM)

$22.83B

EBITDA (TTM)

$27.27B

Year Range

$9.33 - $14.08

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Japan Exchange Group Inc ADR

Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Japan Exchange Group Inc ADR (JPXGY) returned -4.72% year-to-date (YTD) and -8.03% over the past 12 months. Over the past 10 years, JPXGY returned 6.18% annually, underperforming the S&P 500 benchmark at 10.84%.


JPXGY

YTD

-4.72%

1M

-4.54%

6M

-7.62%

1Y

-8.03%

3Y*

12.94%

5Y*

2.14%

10Y*

6.18%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of JPXGY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-6.85%1.05%-3.21%8.48%-3.59%-4.72%
20246.17%16.40%4.65%-12.73%-0.42%-0.56%0.41%-1.28%11.25%-8.48%1.87%-6.07%7.92%
20235.81%-1.97%3.41%6.51%1.04%6.31%0.41%0.25%7.60%5.29%4.33%3.61%51.31%
2022-6.67%-8.10%2.33%-20.03%4.95%-8.83%9.46%-4.68%-9.00%-2.57%7.72%1.58%-32.01%
2021-8.60%-7.82%10.79%-0.21%-0.32%-4.73%1.58%5.46%5.24%-5.03%-8.32%0.97%-12.33%
20203.07%-8.09%6.76%6.57%14.30%7.40%2.37%9.59%8.40%-12.64%1.88%3.12%47.68%
20198.30%0.52%3.18%-8.93%-4.46%2.45%-7.09%7.33%0.54%5.86%2.12%4.51%13.42%
20183.20%-3.18%8.57%0.41%2.65%-2.38%-4.62%-0.42%0.06%2.98%0.32%-9.97%-3.50%
20174.54%-7.27%4.13%-1.55%15.58%11.90%-1.02%-5.08%5.25%1.05%3.09%-5.52%25.10%
2016-12.29%11.39%0.53%2.13%-13.07%-16.38%25.98%8.92%0.05%-3.75%-0.05%-3.68%-7.26%
20150.07%6.50%7.34%-10.54%-7.84%14.62%-3.81%1.42%5.46%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JPXGY is 30, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JPXGY is 3030
Overall Rank
The Sharpe Ratio Rank of JPXGY is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of JPXGY is 2727
Sortino Ratio Rank
The Omega Ratio Rank of JPXGY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of JPXGY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of JPXGY is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Japan Exchange Group Inc ADR (JPXGY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Japan Exchange Group Inc ADR Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.28
  • 5-Year: 0.08
  • 10-Year: 0.21
  • All Time: 0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Japan Exchange Group Inc ADR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Japan Exchange Group Inc ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.00$0.19$0.24$0.28$0.31$0.26$0.31$0.32$0.22$0.22$0.08

Dividend yield

0.00%1.69%2.24%3.84%2.80%2.06%3.45%3.90%2.57%3.10%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Japan Exchange Group Inc ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2023$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.24
2022$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.28
2021$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.31
2020$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.26
2019$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.31
2018$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.32
2017$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.22
2016$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.22
2015$0.08$0.00$0.00$0.00$0.08

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Japan Exchange Group Inc ADR. 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 Japan Exchange Group Inc ADR was 51.86%, occurring on Oct 13, 2022. Recovery took 342 trading sessions.

The current Japan Exchange Group Inc ADR drawdown is 22.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.86%Sep 30, 2020514Oct 13, 2022342Feb 26, 2024856
-36.59%Aug 7, 2015224Jun 28, 2016234Jun 2, 2017458
-30.48%Apr 9, 2024251Apr 8, 2025
-23.28%Jun 18, 2018291Aug 13, 2019164Apr 7, 2020455
-13.85%Jan 25, 201815Feb 14, 201854May 3, 201869
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Japan Exchange Group Inc ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Japan Exchange Group Inc ADR, comparing actual results with analytics estimates.


0.100.150.200.25AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
0.09
Actual
Estimate

Valuation

The Valuation section provides an overview of how Japan Exchange Group Inc ADR is priced in the market compared to other companies in the Financial Data & Stock Exchanges industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for JPXGY, comparing it with other companies in the Financial Data & Stock Exchanges industry. Currently, JPXGY has a P/E ratio of 25.9. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for JPXGY compared to other companies in the Financial Data & Stock Exchanges industry. JPXGY currently has a PEG ratio of 9.8. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for JPXGY relative to other companies in the Financial Data & Stock Exchanges industry. Currently, JPXGY has a P/S ratio of 0.1. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for JPXGY in comparison with other companies in the Financial Data & Stock Exchanges industry. Currently, JPXGY has a P/B value of 4.6. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items