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HSJP.L vs. PRIJ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HSJP.LPRIJ.L
YTD Return8.19%5.47%
1Y Return11.31%8.60%
3Y Return (Ann)6.21%4.73%
Sharpe Ratio0.840.00
Daily Std Dev14.25%18,832.76%
Max Drawdown-16.22%-99.49%
Current Drawdown-5.57%-99.49%

Correlation

-0.50.00.51.01.0

The correlation between HSJP.L and PRIJ.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

HSJP.L vs. PRIJ.L - Performance Comparison

In the year-to-date period, HSJP.L achieves a 8.19% return, which is significantly higher than PRIJ.L's 5.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%2024FebruaryMarchAprilMayJune
39.71%
28.95%
HSJP.L
PRIJ.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSBC Japan Sustainable Equity UCITS ETF USD

Amundi Prime Japan UCITS ETF DR (D)

HSJP.L vs. PRIJ.L - Expense Ratio Comparison

HSJP.L has a 0.18% expense ratio, which is higher than PRIJ.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


HSJP.L
HSBC Japan Sustainable Equity UCITS ETF USD
Expense ratio chart for HSJP.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

HSJP.L vs. PRIJ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L). 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.


HSJP.L
Sharpe ratio
The chart of Sharpe ratio for HSJP.L, currently valued at 0.73, compared to the broader market0.002.004.006.000.73
Sortino ratio
The chart of Sortino ratio for HSJP.L, currently valued at 1.11, compared to the broader market0.005.0010.001.11
Omega ratio
The chart of Omega ratio for HSJP.L, currently valued at 1.13, compared to the broader market1.002.003.001.13
Calmar ratio
The chart of Calmar ratio for HSJP.L, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.72
Martin ratio
The chart of Martin ratio for HSJP.L, currently valued at 3.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.04
PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 0.00, compared to the broader market0.002.004.006.000.00
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 184.60, compared to the broader market0.005.0010.00184.60
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 92.78, compared to the broader market1.002.003.0092.78
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.000.09
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 0.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.16

HSJP.L vs. PRIJ.L - Sharpe Ratio Comparison

The current HSJP.L Sharpe Ratio is 0.84, which is higher than the PRIJ.L Sharpe Ratio of 0.00. The chart below compares the 12-month rolling Sharpe Ratio of HSJP.L and PRIJ.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002024FebruaryMarchAprilMayJune
0.73
0.00
HSJP.L
PRIJ.L

Dividends

HSJP.L vs. PRIJ.L - Dividend Comparison

HSJP.L has not paid dividends to shareholders, while PRIJ.L's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019
HSJP.L
HSBC Japan Sustainable Equity UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.02%0.02%0.02%0.02%0.02%0.02%

Drawdowns

HSJP.L vs. PRIJ.L - Drawdown Comparison

The maximum HSJP.L drawdown since its inception was -16.22%, smaller than the maximum PRIJ.L drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for HSJP.L and PRIJ.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-5.14%
-99.48%
HSJP.L
PRIJ.L

Volatility

HSJP.L vs. PRIJ.L - Volatility Comparison

HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) have volatilities of 3.98% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%200.00%400.00%600.00%800.00%2024FebruaryMarchAprilMayJune
3.98%
3.89%
HSJP.L
PRIJ.L