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JPNL.L vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPNL.L vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPNL.L is traded in GBp, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPNL.L achieves a 14.78% return, which is significantly lower than ^N225's 31.65% return. Over the past 10 years, JPNL.L has underperformed ^N225 with an annualized return of 9.84%, while ^N225 has yielded a comparatively higher 11.40% annualized return.


JPNL.L

1D
-0.07%
1M
5.50%
YTD
14.78%
6M
14.36%
1Y
31.62%
3Y*
14.93%
5Y*
9.61%
10Y*
9.84%

^N225

1D
0.00%
1M
12.70%
YTD
31.65%
6M
27.40%
1Y
61.15%
3Y*
18.83%
5Y*
11.00%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPNL.L vs. ^N225 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
14.78%17.96%7.74%12.66%-5.98%1.37%8.23%15.36%-9.97%14.63%
^N225
Nikkei 225
31.65%17.94%8.72%13.25%-11.23%-5.05%17.82%15.96%-4.44%13.06%

Correlation

The correlation between JPNL.L and ^N225 is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2012

0.38

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Return for Risk

JPNL.L vs. ^N225 — Risk / Return Rank

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

JPNL.L
JPNL.L Risk / Return Rank: 6060
Overall Rank
JPNL.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JPNL.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
JPNL.L Omega Ratio Rank: 6161
Omega Ratio Rank
JPNL.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
JPNL.L Martin Ratio Rank: 5757
Martin Ratio Rank

^N225
^N225 Risk / Return Rank: 9696
Overall Rank
^N225 Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9797
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9595
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9797
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9696
Martin Ratio Rank
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.

JPNL.L vs. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) and Nikkei 225 (^N225). 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.


JPNL.L^N225Difference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.37

1.47

-0.11

Calmar ratioReturn relative to maximum drawdown

3.26

4.90

-1.64

Martin ratioReturn relative to average drawdown

9.96

14.52

-4.56

JPNL.L vs. ^N225 - Sharpe Ratio Comparison

The current JPNL.L Sharpe Ratio is 1.93, which is lower than the ^N225 Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of JPNL.L and ^N225, 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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Sharpe Ratios by Period


JPNL.L^N225Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.77

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.50

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.56

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.35

+0.38

Drawdowns

JPNL.L vs. ^N225 - Drawdown Comparison

The maximum JPNL.L drawdown since its inception was -25.42%, smaller than the maximum ^N225 drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for JPNL.L and ^N225.


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Drawdown Indicators


JPNL.L^N225Difference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-35.55%

+10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-13.44%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-22.75%

+9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-23.10%

+4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-24.67%

-0.75%

Current Drawdown

Current decline from peak

-0.35%

-1.26%

+0.91%

Average Drawdown

Average peak-to-trough decline

-5.36%

-8.69%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.48%

-1.11%

Volatility

JPNL.L vs. ^N225 - Volatility Comparison

The current volatility for Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) is 3.61%, while Nikkei 225 (^N225) has a volatility of 6.97%. This indicates that JPNL.L experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPNL.L^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

6.97%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

19.36%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

23.82%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

22.77%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

21.18%

-3.34%

Frequently Asked Questions


JPNL.L and ^N225 have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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