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JPXGY vs. SPXCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JPXGY vs. SPXCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Japan Exchange Group Inc ADR (JPXGY) and Singapore Exchange Ltd ADR (SPXCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPXGY achieves a 27.30% return, which is significantly lower than SPXCY's 46.08% return. Over the past 10 years, JPXGY has underperformed SPXCY with an annualized return of 7.64%, while SPXCY has yielded a comparatively higher 17.17% annualized return.


JPXGY

1D
-0.95%
1M
3.43%
6M
24.43%
YTD
27.30%
1Y
36.11%
3Y*
18.22%
5Y*
4.52%
10Y*
7.64%
ALL TIME*
5.94%

SPXCY

1D
0.61%
1M
1.82%
6M
38.77%
YTD
46.08%
1Y
58.14%
3Y*
42.05%
5Y*
20.55%
10Y*
17.17%
ALL TIME*
14.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.19M$3.04M$3.12M
$785.20K$901.93K$828.07K

JPXGY vs. SPXCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPXGY
Japan Exchange Group Inc ADR
27.30%-2.44%6.91%48.22%-34.52%-14.05%45.60%10.20%-8.94%24.11%
SPXCY
Singapore Exchange Ltd ADR
46.08%44.72%31.77%13.47%-1.07%2.94%10.33%30.40%-1.39%15.08%

Correlation

The correlation between JPXGY and SPXCY is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since May 13, 2015

0.20

Fundamentals

Market Cap

JPXGY:

$13.86B

SPXCY:

$20.32B

EPS

JPXGY:

¥90.66

SPXCY:

SGD 36.43

PE Ratio

JPXGY:

23.57

SPXCY:

1.34

PEG Ratio

JPXGY:

1.44

SPXCY:

0.13

PS Ratio

JPXGY:

9.76

SPXCY:

0.64

PB Ratio

JPXGY:

6.87

SPXCY:

0.76

Total Revenue (TTM)

JPXGY:

¥225.01B

SPXCY:

SGD 2.74B

Gross Profit (TTM)

JPXGY:

¥169.15B

SPXCY:

SGD 1.57B

EBITDA (TTM)

JPXGY:

¥155.67B

SPXCY:

SGD 1.62B

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Return for Risk

JPXGY vs. SPXCY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPXGY
JPXGY Risk / Return Rank: 7676
Overall Rank
JPXGY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JPXGY Sortino Ratio Rank: 7474
Sortino Ratio Rank
JPXGY Omega Ratio Rank: 7272
Omega Ratio Rank
JPXGY Calmar Ratio Rank: 8080
Calmar Ratio Rank
JPXGY Martin Ratio Rank: 7878
Martin Ratio Rank

SPXCY
SPXCY Risk / Return Rank: 9797
Overall Rank
SPXCY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SPXCY Sortino Ratio Rank: 9797
Sortino Ratio Rank
SPXCY Omega Ratio Rank: 9595
Omega Ratio Rank
SPXCY Calmar Ratio Rank: 9898
Calmar Ratio Rank
SPXCY Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPXGY vs. SPXCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Japan Exchange Group Inc ADR (JPXGY) and Singapore Exchange Ltd ADR (SPXCY). 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.


JPXGYSPXCYDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.21

1.48

-0.27

Calmar ratioReturn relative to maximum drawdown

2.12

7.47

-5.35

Martin ratioReturn relative to average drawdown

4.50

17.16

-12.66

JPXGY vs. SPXCY - Sharpe Ratio Comparison

The current JPXGY Sharpe Ratio is 1.12, which is lower than the SPXCY Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of JPXGY and SPXCY, 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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Drawdowns

JPXGY vs. SPXCY - Drawdown Comparison

The maximum JPXGY drawdown since its inception was -54.38%, which is greater than SPXCY's maximum drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for JPXGY and SPXCY.


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Drawdown Indicators


JPXGYSPXCYDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-31.90%

-22.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.40%

-7.90%

-10.50%

Max Drawdown (3Y)

Largest decline over 3 years

-29.03%

-14.06%

-14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-53.69%

-31.90%

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-54.38%

-31.90%

-22.48%

Current Drawdown

Current decline from peak

-3.35%

-0.78%

-2.57%

Average Drawdown

Average peak-to-trough decline

-17.77%

-9.27%

-8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

3.43%

+5.23%

Volatility

JPXGY vs. SPXCY - Volatility Comparison

Japan Exchange Group Inc ADR (JPXGY) has a higher volatility of 9.92% compared to Singapore Exchange Ltd ADR (SPXCY) at 5.17%. This indicates that JPXGY's price experiences larger fluctuations and is considered to be riskier than SPXCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPXGYSPXCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

5.17%

+4.75%

Volatility (6M)

Calculated over the trailing 6-month period

27.09%

16.28%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

34.89%

20.96%

+13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.96%

22.74%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.96%

23.05%

+4.91%

Dividends

JPXGY vs. SPXCY - Dividend Comparison

JPXGY has not paid dividends to shareholders, while SPXCY's dividend yield for the trailing twelve months is around 1.79%.


PositionTTM20252024202320222021202020192018201720162015
JPXGY
Japan Exchange Group Inc ADR
0.00%1.89%0.99%1.00%0.00%0.00%0.00%0.00%0.00%1.34%3.11%1.08%
SPXCY
Singapore Exchange Ltd ADR
1.79%2.26%2.83%3.34%3.47%3.38%3.92%3.17%4.30%4.69%7.69%3.59%

Financials

JPXGY vs. SPXCY - Financials Comparison

This section allows you to compare key financial metrics between Japan Exchange Group Inc ADR and Singapore Exchange Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

JPXGY vs. SPXCY - Profitability Comparison

The chart below illustrates the profitability comparison between Japan Exchange Group Inc ADR and Singapore Exchange Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

JPXGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Japan Exchange Group Inc ADR reported a gross profit of 50.70B and revenue of 66.76B. Therefore, the gross margin over that period was 76.0%.

SPXCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Singapore Exchange Ltd ADR reported a gross profit of 0.00 and revenue of 733.77M. Therefore, the gross margin over that period was 0.0%.

JPXGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Japan Exchange Group Inc ADR reported an operating income of 43.31B and revenue of 66.76B, resulting in an operating margin of 64.9%.

SPXCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Singapore Exchange Ltd ADR reported an operating income of 427.87M and revenue of 733.77M, resulting in an operating margin of 58.3%.

JPXGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Japan Exchange Group Inc ADR reported a net income of 29.96B and revenue of 66.76B, resulting in a net margin of 44.9%.

SPXCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Singapore Exchange Ltd ADR reported a net income of 341.59M and revenue of 733.77M, resulting in a net margin of 46.6%.


Frequently Asked Questions


JPXGY and SPXCY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPXGY has higher volatility (9.92%) compared to SPXCY (5.17%). In terms of maximum drawdown, JPXGY dropped -54.38% vs SPXCY's -31.90%.

SPXCY currently has the higher Sharpe Ratio (2.82 vs 1.12), 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.

Portfolio Optimizer

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