ADYEY vs. SCJ
ADYEY (Adyen NV) is a stock, while SCJ (iShares MSCI Japan Small Cap ETF) is Japan Equities fund tracking the MSCI Japan Small Cap Index. Over the past 5 years, ADYEY returned -17.91%/yr vs 7.94%/yr for SCJ. At a 0.40 correlation, their price movements are largely independent.
Performance
ADYEY vs. SCJ - Performance Comparison
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Returns By Period
In the year-to-date period, ADYEY achieves a -39.70% return, which is significantly lower than SCJ's 16.05% return.
ADYEY
- 1D
- -2.92%
- 1M
- -5.77%
- 6M
- -40.70%
- YTD
- -39.70%
- 1Y
- -46.05%
- 3Y*
- -17.91%
- 5Y*
- -17.91%
- 10Y*
- —
SCJ
- 1D
- -1.02%
- 1M
- 0.00%
- 6M
- 11.45%
- YTD
- 16.05%
- 1Y
- 30.46%
- 3Y*
- 17.63%
- 5Y*
- 7.94%
- 10Y*
- 7.74%
ADYEY vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ADYEY Adyen NV | -39.70% | 8.94% | 13.82% | -6.67% | -47.57% | 13.45% | 181.82% | 30.36% |
SCJ iShares MSCI Japan Small Cap ETF | 16.05% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 4.85% |
Correlation
The correlation between ADYEY and SCJ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2019 | 0.40 |
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Return for Risk
ADYEY vs. SCJ — Risk / Return Rank
ADYEY
SCJ
ADYEY vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adyen NV (ADYEY) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADYEY | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.32 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.52 | -3.43 |
| Martin ratioReturn relative to average drawdown | -1.57 | 8.39 | -9.96 |
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Drawdowns
ADYEY vs. SCJ - Drawdown Comparison
The maximum ADYEY drawdown since its inception was -79.84%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for ADYEY and SCJ.
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Drawdown Indicators
| ADYEY | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.84% | -43.52% | -36.32% |
Max Drawdown (1Y)Largest decline over 1 year | -50.66% | -12.17% | -38.49% |
Max Drawdown (3Y)Largest decline over 3 years | -64.34% | -12.43% | -51.91% |
Max Drawdown (5Y)Largest decline over 5 years | -79.84% | -33.25% | -46.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.87% | — |
Current DrawdownCurrent decline from peak | -70.59% | -3.15% | -67.44% |
Average DrawdownAverage peak-to-trough decline | -38.96% | -10.33% | -28.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.39% | 3.64% | +25.75% |
Volatility
ADYEY vs. SCJ - Volatility Comparison
Adyen NV (ADYEY) has a higher volatility of 13.21% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 5.04%. This indicates that ADYEY's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADYEY | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.21% | 5.04% | +8.17% |
Volatility (6M)Calculated over the trailing 6-month period | 37.95% | 14.04% | +23.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.54% | 16.81% | +25.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.76% | 15.91% | +36.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.62% | 16.29% | +34.33% |
Dividends
ADYEY vs. SCJ - Dividend Comparison
ADYEY has not paid dividends to shareholders, while SCJ's dividend yield for the trailing twelve months is around 2.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADYEY Adyen NV | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCJ iShares MSCI Japan Small Cap ETF | 2.76% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Frequently Asked Questions
ADYEY and SCJ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADYEY has higher volatility (13.21%) compared to SCJ (5.04%). In terms of maximum drawdown, ADYEY dropped -79.84% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.82 vs -1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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