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FIP vs. SCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIP vs. SCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTAI Infrastructure Inc. (FIP) and iShares MSCI Japan Small Cap ETF (SCJ). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)2025202420232022
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

Compare historical risk-adjusted metric ranks over the past 12 months.

FIP
FIP Risk / Return Rank: 1414
Overall Rank
FIP Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FIP Sortino Ratio Rank: 1919
Sortino Ratio Rank
FIP Omega Ratio Rank: 2020
Omega Ratio Rank
FIP Calmar Ratio Rank: 99
Calmar Ratio Rank
FIP Martin Ratio Rank: 66
Martin Ratio Rank

SCJ
SCJ Risk / Return Rank: 6161
Overall Rank
SCJ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 6464
Sortino Ratio Rank
SCJ Omega Ratio Rank: 6161
Omega Ratio Rank
SCJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
SCJ Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


FIPSCJDifference
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

FIP vs. SCJ - Sharpe Ratio Comparison

The current FIP Sharpe Ratio is -0.61, which is lower than the SCJ Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FIP and SCJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FIPSCJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-65.26%

-2.65%

-62.61%

Average Drawdown

Average peak-to-trough decline

-25.93%

-10.31%

-15.62%

Ulcer Index

Depth 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


FIPSCJDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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