PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSJP.L vs. PRIJ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSJP.LPRIJ.L
YTD Return7.68%7.71%
1Y Return16.20%16.10%
3Y Return (Ann)6.23%6.67%
5Y Return (Ann)7.69%8.16%
Sharpe Ratio1.050.00
Daily Std Dev14.42%18,832.73%
Max Drawdown-24.31%-99.49%
Current Drawdown-4.73%-99.48%

Correlation

-0.50.00.51.01.0

The correlation between CSJP.L and PRIJ.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CSJP.L vs. PRIJ.L - Performance Comparison

The year-to-date returns for both investments are quite close, with CSJP.L having a 7.68% return and PRIJ.L slightly higher at 7.71%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%December2024FebruaryMarchAprilMay
38.14%
41.52%
CSJP.L
PRIJ.L

Compare stocks, funds, or ETFs

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


iShares MSCI Japan UCITS ETF USD (Acc)

Amundi Prime Japan UCITS ETF DR (D)

CSJP.L vs. PRIJ.L - Expense Ratio Comparison

CSJP.L has a 0.48% expense ratio, which is higher than PRIJ.L's 0.05% expense ratio.


CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
Expense ratio chart for CSJP.L: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

CSJP.L vs. PRIJ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.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.


CSJP.L
Sharpe ratio
The chart of Sharpe ratio for CSJP.L, currently valued at 1.01, compared to the broader market0.002.004.001.01
Sortino ratio
The chart of Sortino ratio for CSJP.L, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.49
Omega ratio
The chart of Omega ratio for CSJP.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for CSJP.L, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.0014.000.81
Martin ratio
The chart of Martin ratio for CSJP.L, currently valued at 3.92, compared to the broader market0.0020.0040.0060.0080.003.92
PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 0.00, compared to the broader market0.002.004.000.00
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 184.67, compared to the broader market-2.000.002.004.006.008.0010.00184.67
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 93.20, compared to the broader market0.501.001.502.002.5093.20
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.16
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 0.35, compared to the broader market0.0020.0040.0060.0080.000.35

CSJP.L vs. PRIJ.L - Sharpe Ratio Comparison

The current CSJP.L Sharpe Ratio is 1.05, which is higher than the PRIJ.L Sharpe Ratio of 0.00. The chart below compares the 12-month rolling Sharpe Ratio of CSJP.L and PRIJ.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.01
0.00
CSJP.L
PRIJ.L

Dividends

CSJP.L vs. PRIJ.L - Dividend Comparison

CSJP.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.02%0.02%0.02%0.02%0.02%0.02%

Drawdowns

CSJP.L vs. PRIJ.L - Drawdown Comparison

The maximum CSJP.L drawdown since its inception was -24.31%, smaller than the maximum PRIJ.L drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for CSJP.L and PRIJ.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-6.24%
-99.48%
CSJP.L
PRIJ.L

Volatility

CSJP.L vs. PRIJ.L - Volatility Comparison

iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 5.14% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%200.00%400.00%600.00%800.00%December2024FebruaryMarchAprilMay
5.14%
4.93%
CSJP.L
PRIJ.L