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 12.28%/yr vs 17.75%/yr for SCJ. At a 0.22 correlation, their price movements are largely independent.
Performance
FIP vs. SCJ - Performance Comparison
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Returns By Period
In the year-to-date period, FIP achieves a -1.40% return, which is significantly lower than SCJ's 16.18% return.
FIP
- 1D
- -1.10%
- 1M
- -6.85%
- 6M
- -7.05%
- YTD
- -1.40%
- 1Y
- -26.47%
- 3Y*
- 12.28%
- 5Y*
- —
- 10Y*
- —
SCJ
- 1D
- -1.77%
- 1M
- 1.86%
- 6M
- 11.28%
- YTD
- 16.18%
- 1Y
- 30.29%
- 3Y*
- 17.75%
- 5Y*
- 7.55%
- 10Y*
- 7.77%
FIP vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | -1.40% | -34.92% | 89.46% | 36.92% | -17.08% |
SCJ iShares MSCI Japan Small Cap ETF | 16.18% | 29.58% | 3.41% | 13.22% | -1.18% |
Correlation
The correlation between FIP and SCJ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2022 | 0.22 |
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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 | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.50 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.92 | 8.37 | -9.29 |
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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 | -43.97% | -12.17% | -31.80% |
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 | -54.52% | -3.04% | -51.48% |
Average DrawdownAverage peak-to-trough decline | -25.44% | -10.33% | -15.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.70% | 3.63% | +25.07% |
Volatility
FIP vs. SCJ - Volatility Comparison
FTAI Infrastructure Inc. (FIP) has a higher volatility of 20.39% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 5.33%. 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 | 20.39% | 5.33% | +15.06% |
Volatility (6M)Calculated over the trailing 6-month period | 48.67% | 14.08% | +34.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.72% | 16.84% | +54.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.86% | 15.91% | +44.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.86% | 16.29% | +44.57% |
Dividends
FIP vs. SCJ - Dividend Comparison
FIP's dividend yield for the trailing twelve months is around 2.67%, less than SCJ's 2.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIP FTAI Infrastructure Inc. | 2.67% | 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 | 2.76% | 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 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIP has higher volatility (20.39%) compared to SCJ (5.33%). In terms of maximum drawdown, FIP dropped -67.98% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.81 vs -0.37), 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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