FTAI vs. SCJ

Last updated Jun 4, 2026

FTAI (Fortress Transportation and Infrastructure Investors LLC) 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 10 years, FTAI returned 45.29%/yr vs 7.55%/yr for SCJ. At a 0.27 correlation, their price movements are largely independent.

Performance

FTAI vs. SCJ - Performance Comparison

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

Returns By Period

In the year-to-date period, FTAI achieves a 25.91% return, which is significantly higher than SCJ's 14.35% return. Over the past 10 years, FTAI has outperformed SCJ with an annualized return of 45.29%, while SCJ has yielded a comparatively lower 7.55% annualized return.

FTAI

• 1D: 0.47%
• 1M: 3.09%
• YTD: 25.91%
• 6M: 44.95%
• 1Y: 101.80%
• 3Y*: 106.46%
• 5Y*: 58.52%
• 10Y*: 45.29%

SCJ

• 1D: 0.36%
• 1M: 5.04%
• YTD: 14.35%
• 6M: 16.37%
• 1Y: 30.15%
• 3Y*: 17.70%
• 5Y*: 7.36%
• 10Y*: 7.55%

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

FTAI vs. SCJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTAI Fortress Transportation and Infrastructure Investors LLC	25.91%	38.01%	214.72%	181.65%	-36.67%	29.27%	33.15%	48.05%	-22.18%	62.27%
SCJ iShares MSCI Japan Small Cap ETF	14.35%	29.58%	3.41%	13.22%	-12.75%	-2.95%	7.46%	16.16%	-17.17%	31.61%

Correlation

The correlation between FTAI and SCJ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since May 18, 2015	0.27

The correlation between FTAI and SCJ shifts across timeframes, from 0.27 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FTAI vs. SCJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTAI

FTAI Risk / Return Rank: 82
FTAI Sharpe Ratio Rank: 83
FTAI Sortino Ratio Rank: 83
FTAI Omega Ratio Rank: 80
FTAI Calmar Ratio Rank: 83
FTAI Martin Ratio Rank: 83

SCJ

SCJ Risk / Return Rank: 53
SCJ Sharpe Ratio Rank: 55
SCJ Sortino Ratio Rank: 55
SCJ Omega Ratio Rank: 54
SCJ Calmar Ratio Rank: 50
SCJ Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTAI vs. SCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortress Transportation and Infrastructure Investors LLC (FTAI) 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.

	FTAI	SCJ	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.88	-0.26
Sortino ratio: Return per unit of downside risk	2.56	2.67	-0.11
Omega ratio: Gain probability vs. loss probability	1.31	1.34	-0.03
Calmar ratio: Return relative to maximum drawdown	3.29	2.49	+0.80
Martin ratio: Return relative to average drawdown	8.19	8.42	-0.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTAI vs. SCJ - Sharpe Ratio Comparison

The current FTAI Sharpe Ratio is 1.62, which is comparable to the SCJ Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FTAI 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.

Sharpe Ratios by Period

	FTAI	SCJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	1.88	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.47	+0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.46	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.30	+0.41

Drawdowns

FTAI vs. SCJ - Drawdown Comparison

The maximum FTAI drawdown since its inception was -72.79%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for FTAI and SCJ.

Drawdown Indicators

	FTAI	SCJ	Difference
Max Drawdown Largest peak-to-trough decline	-72.79%	-43.52%	-29.27%
Max Drawdown (1Y) Largest decline over 1 year	-31.15%	-12.17%	-18.98%
Max Drawdown (3Y) Largest decline over 3 years	-52.11%	-12.43%	-39.68%
Max Drawdown (5Y) Largest decline over 5 years	-54.08%	-33.25%	-20.83%
Max Drawdown (10Y) Largest decline over 10 years	-72.79%	-38.87%	-33.92%
Current Drawdown Current decline from peak	-20.06%	-1.82%	-18.24%
Average Drawdown Average peak-to-trough decline	-17.36%	-10.38%	-6.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.47%	3.59%	+8.88%

Volatility

FTAI vs. SCJ - Volatility Comparison

Fortress Transportation and Infrastructure Investors LLC (FTAI) has a higher volatility of 23.43% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.03%. This indicates that FTAI'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.

Volatility by Period

	FTAI	SCJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.43%	4.03%	+19.40%
Volatility (6M) Calculated over the trailing 6-month period	46.47%	13.13%	+33.34%
Volatility (1Y) Calculated over the trailing 1-year period	63.12%	16.11%	+47.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.23%	15.81%	+40.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.04%	16.29%	+34.75%

Dividends

FTAI vs. SCJ - Dividend Comparison

FTAI's dividend yield for the trailing twelve months is around 0.61%, less than SCJ's 2.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTAI Fortress Transportation and Infrastructure Investors LLC	0.61%	0.64%	0.83%	2.59%	7.54%	4.56%	5.63%	6.76%	9.21%	6.62%	9.92%	4.26%
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

Can I hold both FTAI and SCJ in my portfolio?

FTAI and SCJ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTAI or SCJ?

FTAI has higher volatility (23.43%) compared to SCJ (4.03%). In terms of maximum drawdown, FTAI dropped -72.79% vs SCJ's -43.52%.

Which has better risk-adjusted returns?

SCJ currently has the higher Sharpe Ratio (1.88 vs 1.62), 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.