EZJ vs. ^N225
Compare and contrast key facts about ProShares Ultra MSCI Japan (EZJ) and Nikkei 225 (^N225).
EZJ is a passively managed fund by ProShares that tracks the performance of the MSCI Japan Index (200%). It was launched on Jun 2, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EZJ or ^N225.
Correlation
The correlation between EZJ and ^N225 is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EZJ vs. ^N225 - Performance Comparison
Key characteristics
EZJ:
-0.04
^N225:
0.45
EZJ:
0.19
^N225:
0.75
EZJ:
1.02
^N225:
1.12
EZJ:
-0.04
^N225:
0.45
EZJ:
-0.12
^N225:
1.56
EZJ:
10.97%
^N225:
7.39%
EZJ:
35.70%
^N225:
26.01%
EZJ:
-58.63%
^N225:
-81.87%
EZJ:
-31.16%
^N225:
-6.01%
Returns By Period
In the year-to-date period, EZJ achieves a -0.27% return, which is significantly higher than ^N225's -0.53% return. Over the past 10 years, EZJ has underperformed ^N225 with an annualized return of 4.63%, while ^N225 has yielded a comparatively higher 8.67% annualized return.
EZJ
-0.27%
2.50%
-10.75%
-4.20%
-0.38%
4.63%
^N225
-0.53%
2.54%
0.23%
8.59%
11.05%
8.67%
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Risk-Adjusted Performance
EZJ vs. ^N225 — Risk-Adjusted Performance Rank
EZJ
^N225
EZJ vs. ^N225 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) 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.
Drawdowns
EZJ vs. ^N225 - Drawdown Comparison
The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for EZJ and ^N225. For additional features, visit the drawdowns tool.
Volatility
EZJ vs. ^N225 - Volatility Comparison
ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 8.10% compared to Nikkei 225 (^N225) at 6.15%. This indicates that EZJ's price experiences larger fluctuations and is considered to be riskier than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.