CACX.L vs. ^N225
CACX.L (Lyxor CAC 40 (DR) UCITS ETF - Dist) is Europe Equities fund tracking the Euronext Paris CAC 40 NR EUR, while ^N225 (Nikkei 225) is an index. Over the past 10 years, CACX.L returned 11.41%/yr vs 11.08%/yr for ^N225. At a 0.15 correlation, their price movements are largely independent.
Performance
CACX.L vs. ^N225 - Performance Comparison
Loading charts...
Different Trading Currencies
CACX.L is traded in GBp, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CACX.L achieves a 2.38% return, which is significantly lower than ^N225's 30.32% return. Both investments have delivered pretty close results over the past 10 years, with CACX.L having a 11.41% annualized return and ^N225 not far behind at 11.08%.
CACX.L
- 1D
- 0.06%
- 1M
- 2.38%
- YTD
- 2.38%
- 6M
- 2.87%
- 1Y
- 11.26%
- 3Y*
- 7.92%
- 5Y*
- 7.66%
- 10Y*
- 11.41%
^N225
- 1D
- 0.00%
- 1M
- 6.03%
- YTD
- 30.32%
- 6M
- 27.86%
- 1Y
- 61.64%
- 3Y*
- 19.14%
- 5Y*
- 10.75%
- 10Y*
- 11.08%
CACX.L vs. ^N225 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 2.38% | 19.60% | -4.39% | 16.83% | -0.56% | 22.14% | 0.79% | 26.03% | -5.19% | 19.33% |
^N225 Nikkei 225 | 30.32% | 17.94% | 8.72% | 13.25% | -11.23% | -5.05% | 17.82% | 15.96% | -4.44% | 13.06% |
Correlation
The correlation between CACX.L and ^N225 is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.15 |
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
CACX.L vs. ^N225 — Risk / Return Rank
CACX.L
^N225
CACX.L vs. ^N225 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and Nikkei 225 (^N225). 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.
| CACX.L | ^N225 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.45 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 4.71 | -3.76 |
| Martin ratioReturn relative to average drawdown | 2.88 | 13.90 | -11.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CACX.L | ^N225 | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.65 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.49 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.54 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.35 | -0.19 |
Drawdowns
CACX.L vs. ^N225 - Drawdown Comparison
The maximum CACX.L drawdown since its inception was -54.68%, which is greater than ^N225's maximum drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for CACX.L and ^N225.
Loading charts...
Drawdown Indicators
| CACX.L | ^N225 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -35.55% | -19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -13.44% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.77% | -22.75% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -23.10% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -24.67% | -8.16% |
Current DrawdownCurrent decline from peak | -3.75% | -2.26% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -19.48% | -8.69% | -10.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 4.48% | -0.58% |
Volatility
CACX.L vs. ^N225 - Volatility Comparison
The current volatility for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) is 3.34%, while Nikkei 225 (^N225) has a volatility of 7.04%. This indicates that CACX.L experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CACX.L | ^N225 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 7.04% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 19.40% | -8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 23.90% | -9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 22.81% | -6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 21.19% | -3.52% |
Frequently Asked Questions
CACX.L and ^N225 have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CACX.L and ^N225
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