FIP vs. SCJ
FIP (FTAI Infrastructure Inc.) is a stock, while SCJ (iShares MSCI Japan Small Cap ETF) is Japan Equities fund tracking the MSCI Japan Small Cap Index. Over the past 3 years, FIP returned 0.70%/yr vs 18.04%/yr for SCJ. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
FIP vs. SCJ - Performance Comparison
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Returns By Period
In the year-to-date period, FIP achieves a -24.68% return, which is significantly lower than SCJ's 16.64% return.
FIP
- 1D
- -8.04%
- 1M
- -22.75%
- 6M
- -40.13%
- YTD
- -24.68%
- 1Y
- -44.45%
- 3Y*
- 0.70%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.33%
SCJ
- 1D
- 0.64%
- 1M
- -1.07%
- 6M
- 11.35%
- YTD
- 16.64%
- 1Y
- 26.55%
- 3Y*
- 18.04%
- 5Y*
- 8.00%
- 10Y*
- 7.62%
- ALL TIME*
- 6.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.17M | $4.20M | $4.71M | |
| $4.49M | $4.49M | $5.17M |
FIP vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | -24.68% | -34.92% | 89.46% | 36.92% | -17.08% |
SCJ iShares MSCI Japan Small Cap ETF | 16.64% | 29.58% | 3.41% | 13.22% | -1.18% |
Correlation
The correlation between FIP and SCJ is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.23 |
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Return for Risk
FIP vs. SCJ — Risk / Return Rank
FIP
SCJ
FIP vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
| FIP | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.27 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.19 | -3.07 |
| Martin ratioReturn relative to average drawdown | -1.46 | 7.12 | -8.58 |
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Drawdowns
FIP vs. SCJ - Drawdown Comparison
The maximum FIP drawdown since its inception was -67.98%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for FIP and SCJ.
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Drawdown Indicators
| FIP | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.98% | -43.52% | -24.46% |
Max Drawdown (1Y)Largest decline over 1 year | -51.03% | -12.17% | -38.86% |
Max Drawdown (3Y)Largest decline over 3 years | -67.98% | -12.43% | -55.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.87% | — |
Current DrawdownCurrent decline from peak | -65.26% | -2.65% | -62.61% |
Average DrawdownAverage peak-to-trough decline | -25.93% | -10.31% | -15.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.39% | 3.74% | +26.65% |
Volatility
FIP vs. SCJ - Volatility Comparison
FTAI Infrastructure Inc. (FIP) has a higher volatility of 17.05% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 6.39%. This indicates that FIP's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIP | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.05% | 6.39% | +10.66% |
Volatility (6M)Calculated over the trailing 6-month period | 49.67% | 14.54% | +35.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.86% | 17.19% | +55.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.02% | 16.02% | +45.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.02% | 16.34% | +44.68% |
Dividends
FIP vs. SCJ - Dividend Comparison
FIP's dividend yield for the trailing twelve months is around 3.50%, more than SCJ's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | 3.50% | 2.60% | 1.65% | 3.08% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCJ iShares MSCI Japan Small Cap ETF | 2.75% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Frequently Asked Questions
FIP and SCJ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIP has higher volatility (17.05%) compared to SCJ (6.39%). In terms of maximum drawdown, FIP dropped -67.98% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.55 vs -0.61), 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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