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JPNL.L vs. TPXG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPNL.L vs. TPXG.L - 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 Amundi Japan Topix UCITS ETF JPY (TPXG.L). The values are adjusted to include any dividend payments, if applicable.

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JPNL.L vs. TPXG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
9.03%17.96%7.74%12.66%-5.98%1.37%8.23%15.36%-9.97%7.76%
TPXG.L
Amundi Japan Topix UCITS ETF JPY
9.18%18.33%8.12%13.45%-6.05%2.07%7.12%8.68%-2.90%7.54%

Returns By Period

The year-to-date returns for both investments are quite close, with JPNL.L having a 9.03% return and TPXG.L slightly higher at 9.18%.


JPNL.L

1D
4.35%
1M
-2.85%
YTD
9.03%
6M
13.38%
1Y
29.27%
3Y*
14.47%
5Y*
8.10%
10Y*
9.58%

TPXG.L

1D
4.19%
1M
-2.73%
YTD
9.18%
6M
13.71%
1Y
29.81%
3Y*
14.80%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPNL.L vs. TPXG.L - Expense Ratio Comparison

JPNL.L has a 0.45% expense ratio, which is higher than TPXG.L's 0.20% expense ratio.


Return for Risk

JPNL.L vs. TPXG.L — 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: 7676
Overall Rank
JPNL.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JPNL.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
JPNL.L Omega Ratio Rank: 8181
Omega Ratio Rank
JPNL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
JPNL.L Martin Ratio Rank: 6363
Martin Ratio Rank

TPXG.L
TPXG.L Risk / Return Rank: 7777
Overall Rank
TPXG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TPXG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
TPXG.L Omega Ratio Rank: 7979
Omega Ratio Rank
TPXG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
TPXG.L Martin Ratio Rank: 6868
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. TPXG.L - 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 Amundi Japan Topix UCITS ETF JPY (TPXG.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.


JPNL.LTPXG.LDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.64

+0.06

Sortino ratio

Return per unit of downside risk

2.31

2.27

+0.04

Omega ratio

Gain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

1.95

2.09

-0.13

Martin ratio

Return relative to average drawdown

6.92

7.41

-0.49

JPNL.L vs. TPXG.L - Sharpe Ratio Comparison

The current JPNL.L Sharpe Ratio is 1.69, which is comparable to the TPXG.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JPNL.L and TPXG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPNL.LTPXG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.64

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.74

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.83

-0.12

Correlation

The correlation between JPNL.L and TPXG.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JPNL.L vs. TPXG.L - Dividend Comparison

JPNL.L's dividend yield for the trailing twelve months is around 0.66%, while TPXG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
0.66%0.71%0.74%1.23%1.83%1.37%1.14%1.98%1.84%1.43%1.96%1.77%
TPXG.L
Amundi Japan Topix UCITS ETF JPY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPNL.L vs. TPXG.L - Drawdown Comparison

The maximum JPNL.L drawdown since its inception was -25.42%, which is greater than TPXG.L's maximum drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for JPNL.L and TPXG.L.


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Drawdown Indicators


JPNL.LTPXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-22.96%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-10.57%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-18.00%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-5.34%

-5.17%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.39%

-4.46%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.40%

+0.18%

Volatility

JPNL.L vs. TPXG.L - Volatility Comparison

Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) and Amundi Japan Topix UCITS ETF JPY (TPXG.L) have volatilities of 8.39% and 8.23%, 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.


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Volatility by Period


JPNL.LTPXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

8.23%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

13.92%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

18.64%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

20.57%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

24.77%

-6.88%