PortfoliosLab logoPortfoliosLab logo
^N225 vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

^N225 vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a ¥10,000 investment in Nikkei 225 (^N225) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

^N225 is traded in JPY, while V50A.DE is traded in EUR. To make them comparable, the V50A.DE values have been converted to JPY using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^N225 achieves a 27.57% return, which is significantly higher than V50A.DE's 7.28% return. Over the past 10 years, ^N225 has underperformed V50A.DE with an annualized return of 14.49%, while V50A.DE has yielded a comparatively higher 15.59% annualized return.


^N225

1D
-3.56%
1M
2.40%
YTD
27.57%
6M
26.96%
1Y
70.16%
3Y*
25.79%
5Y*
17.27%
10Y*
14.49%

V50A.DE

1D
0.00%
1M
3.15%
YTD
7.28%
6M
9.83%
1Y
28.44%
3Y*
23.79%
5Y*
18.93%
10Y*
15.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^N225 vs. V50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^N225
Nikkei 225
27.57%26.18%19.22%28.24%-9.37%4.91%16.01%18.20%-12.08%19.10%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.28%37.47%16.59%35.91%-1.94%26.86%0.99%25.75%-18.04%20.71%

Correlation

The correlation between ^N225 and V50A.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.25

Compare stocks, funds, or ETFs

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


Return for Risk

^N225 vs. V50A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^N225
^N225 Risk / Return Rank: 9494
Overall Rank
^N225 Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9393
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9595
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9595
Martin Ratio Rank

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
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.

^N225 vs. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). 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.


^N225V50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.20

Calmar ratioReturn relative to maximum drawdown

5.46

2.55

+2.91

Martin ratioReturn relative to average drawdown

19.16

8.80

+10.36

^N225 vs. V50A.DE - Sharpe Ratio Comparison

The current ^N225 Sharpe Ratio is 2.89, which is higher than the V50A.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ^N225 and V50A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


^N225V50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.64

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.88

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.70

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

-0.01

Drawdowns

^N225 vs. V50A.DE - Drawdown Comparison

The maximum ^N225 drawdown since its inception was -81.87%, which is greater than V50A.DE's maximum drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for ^N225 and V50A.DE.


Loading charts...

Drawdown Indicators


^N225V50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.87%

-54.95%

-26.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-11.14%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-26.26%

-16.88%

-9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-23.96%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-40.07%

+8.27%

Current Drawdown

Current decline from peak

-6.11%

-1.30%

-4.81%

Average Drawdown

Average peak-to-trough decline

-35.65%

-15.21%

-20.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.23%

+0.48%

Volatility

^N225 vs. V50A.DE - Volatility Comparison

Nikkei 225 (^N225) has a higher volatility of 8.16% compared to Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) at 5.15%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


^N225V50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

5.15%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

13.66%

+6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

17.30%

+7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

21.33%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

22.16%

-1.28%

Frequently Asked Questions


^N225 and V50A.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ^N225 and V50A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer