CJPRY vs. FLJP
CJPRY (Central Japan Railway Co) is a stock, while FLJP (Franklin FTSE Japan ETF) is Japan Equities fund tracking the FTSE Japan RIC Capped Index. Over the past 5 years, CJPRY returned -2.84%/yr vs 9.38%/yr for FLJP. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
CJPRY vs. FLJP - Performance Comparison
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Returns By Period
In the year-to-date period, CJPRY achieves a -10.55% return, which is significantly lower than FLJP's 14.80% return.
CJPRY
- 1D
- -5.24%
- 1M
- 14.85%
- 6M
- -11.13%
- YTD
- -10.55%
- 1Y
- 1.91%
- 3Y*
- -0.63%
- 5Y*
- -2.84%
- 10Y*
- -3.49%
- ALL TIME*
- 1.20%
FLJP
- 1D
- -0.98%
- 1M
- -1.06%
- 6M
- 8.11%
- YTD
- 14.80%
- 1Y
- 29.28%
- 3Y*
- 17.41%
- 5Y*
- 9.38%
- 10Y*
- —
- ALL TIME*
- 7.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.21M | $1.72M | $2.08M | |
| $34.44M | $45.56M | $43.61M |
CJPRY vs. FLJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CJPRY Central Japan Railway Co | -10.55% | 47.89% | -25.84% | 3.96% | -8.21% | -6.15% | -29.44% | -5.23% | 18.00% | -2.77% |
FLJP Franklin FTSE Japan ETF | 14.80% | 26.79% | 6.99% | 20.00% | -16.57% | 0.99% | 15.76% | 18.99% | -14.01% | 2.53% |
Correlation
The correlation between CJPRY and FLJP is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.47 |
The correlation between CJPRY and FLJP shifts across timeframes, from 0.29 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CJPRY vs. FLJP — Risk / Return Rank
CJPRY
FLJP
CJPRY vs. FLJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Japan Railway Co (CJPRY) and Franklin FTSE Japan ETF (FLJP). 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.
| CJPRY | FLJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 2.27 | -2.10 |
| Martin ratioReturn relative to average drawdown | 0.37 | 7.59 | -7.22 |
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Drawdowns
CJPRY vs. FLJP - Drawdown Comparison
The maximum CJPRY drawdown since its inception was -62.98%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for CJPRY and FLJP.
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Drawdown Indicators
| CJPRY | FLJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -32.49% | -30.49% |
Max Drawdown (1Y)Largest decline over 1 year | -35.30% | -13.30% | -22.00% |
Max Drawdown (3Y)Largest decline over 3 years | -35.30% | -14.17% | -21.13% |
Max Drawdown (5Y)Largest decline over 5 years | -44.53% | -32.49% | -12.04% |
Max Drawdown (10Y)Largest decline over 10 years | -62.98% | — | — |
Current DrawdownCurrent decline from peak | -48.08% | -4.24% | -43.84% |
Average DrawdownAverage peak-to-trough decline | -26.93% | -9.25% | -17.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.42% | 3.98% | +12.44% |
Volatility
CJPRY vs. FLJP - Volatility Comparison
Central Japan Railway Co (CJPRY) has a higher volatility of 9.43% compared to Franklin FTSE Japan ETF (FLJP) at 7.24%. This indicates that CJPRY's price experiences larger fluctuations and is considered to be riskier than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CJPRY | FLJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.43% | 7.24% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 16.93% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.16% | 20.04% | +9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 18.12% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.06% | 17.94% | +7.12% |
Dividends
CJPRY vs. FLJP - Dividend Comparison
CJPRY has not paid dividends to shareholders, while FLJP's dividend yield for the trailing twelve months is around 4.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CJPRY Central Japan Railway Co | 0.00% | 0.40% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.35% | 0.73% | 0.55% |
FLJP Franklin FTSE Japan ETF | 4.29% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
CJPRY and FLJP have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CJPRY has higher volatility (9.43%) compared to FLJP (7.24%). In terms of maximum drawdown, CJPRY dropped -62.98% vs FLJP's -32.49%.
FLJP currently has the higher Sharpe Ratio (1.51 vs 0.21), 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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