CAJPY vs. LCJP.L
Compare and contrast key facts about Canon Inc. (CAJPY) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L).
LCJP.L is a passively managed fund by Amundi that tracks the performance of the TOPIX TR JPY. It was launched on Feb 28, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAJPY or LCJP.L.
Key characteristics
| CAJPY | LCJP.L | |
|---|---|---|
| YTD Return | 8.79% | 7.48% |
| 1Y Return | 19.60% | 14.08% |
| 3Y Return (Ann) | 9.58% | 7.05% |
| 5Y Return (Ann) | 3.11% | 7.14% |
| Sharpe Ratio | 0.88 | 0.93 |
| Daily Std Dev | 21.19% | 14.36% |
| Max Drawdown | -62.41% | -26.61% |
| Current Drawdown | -13.51% | -4.97% |
Correlation
The correlation between CAJPY and LCJP.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CAJPY vs. LCJP.L - Performance Comparison
In the year-to-date period, CAJPY achieves a 8.79% return, which is significantly higher than LCJP.L's 7.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CAJPY vs. LCJP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canon Inc. (CAJPY) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L). 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.
Dividends
CAJPY vs. LCJP.L - Dividend Comparison
CAJPY's dividend yield for the trailing twelve months is around 3.07%, while LCJP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAJPY Canon Inc. | 3.07% | 3.34% | 4.07% | 3.61% | 3.79% | 5.35% | 4.65% | 5.37% | 9.52% | 8.12% | 5.72% | 7.72% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CAJPY vs. LCJP.L - Drawdown Comparison
The maximum CAJPY drawdown since its inception was -62.41%, which is greater than LCJP.L's maximum drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for CAJPY and LCJP.L. For additional features, visit the drawdowns tool.
Volatility
CAJPY vs. LCJP.L - Volatility Comparison
Canon Inc. (CAJPY) has a higher volatility of 9.20% compared to Amundi MSCI Japan UCITS ETF Acc (LCJP.L) at 4.41%. This indicates that CAJPY's price experiences larger fluctuations and is considered to be riskier than LCJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.