^N225 vs. ^GSPC
Compare and contrast key facts about Nikkei 225 (^N225) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^N225 or ^GSPC.
Correlation
The correlation between ^N225 and ^GSPC is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^N225 vs. ^GSPC - Performance Comparison
Key characteristics
^N225:
0.54
^GSPC:
2.06
^N225:
0.86
^GSPC:
2.74
^N225:
1.14
^GSPC:
1.38
^N225:
0.54
^GSPC:
3.13
^N225:
1.89
^GSPC:
12.84
^N225:
7.35%
^GSPC:
2.07%
^N225:
26.02%
^GSPC:
12.87%
^N225:
-81.87%
^GSPC:
-56.78%
^N225:
-8.93%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, ^N225 achieves a -3.62% return, which is significantly lower than ^GSPC's 1.96% return. Over the past 10 years, ^N225 has underperformed ^GSPC with an annualized return of 8.41%, while ^GSPC has yielded a comparatively higher 11.51% annualized return.
^N225
-3.62%
-1.61%
-4.02%
8.42%
10.09%
8.41%
^GSPC
1.96%
2.12%
8.93%
25.43%
12.52%
11.51%
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Risk-Adjusted Performance
^N225 vs. ^GSPC — Risk-Adjusted Performance Rank
^N225
^GSPC
^N225 vs. ^GSPC - Risk-Adjusted Performance Comparison
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.
Drawdowns
^N225 vs. ^GSPC - Drawdown Comparison
The maximum ^N225 drawdown since its inception was -81.87%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^N225 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^N225 vs. ^GSPC - Volatility Comparison
Nikkei 225 (^N225) has a higher volatility of 6.30% compared to S&P 500 (^GSPC) at 4.00%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.