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JPXGY vs. SVNDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JPXGY and SVNDY is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JPXGY vs. SVNDY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JPXGY:

-0.13

SVNDY:

0.36

Sortino Ratio

JPXGY:

-0.33

SVNDY:

1.08

Omega Ratio

JPXGY:

0.96

SVNDY:

1.13

Calmar Ratio

JPXGY:

-0.36

SVNDY:

0.55

Martin Ratio

JPXGY:

-0.78

SVNDY:

1.52

Ulcer Index

JPXGY:

13.87%

SVNDY:

11.12%

Daily Std Dev

JPXGY:

29.31%

SVNDY:

44.92%

Max Drawdown

JPXGY:

-51.86%

SVNDY:

-40.94%

Current Drawdown

JPXGY:

-20.67%

SVNDY:

-13.91%

Fundamentals

Market Cap

JPXGY:

$11.24B

SVNDY:

$38.93B

EPS

JPXGY:

$0.41

SVNDY:

$0.46

PE Ratio

JPXGY:

26.17

SVNDY:

32.74

PEG Ratio

JPXGY:

10.05

SVNDY:

2.40

PS Ratio

JPXGY:

0.07

SVNDY:

0.00

PB Ratio

JPXGY:

4.72

SVNDY:

1.39

Total Revenue (TTM)

JPXGY:

$40.34B

SVNDY:

$6.04T

Gross Profit (TTM)

JPXGY:

$22.83B

SVNDY:

$1.62T

EBITDA (TTM)

JPXGY:

$27.27B

SVNDY:

$414.45B

Returns By Period

In the year-to-date period, JPXGY achieves a -2.33% return, which is significantly higher than SVNDY's -3.96% return. Over the past 10 years, JPXGY has outperformed SVNDY with an annualized return of 6.55%, while SVNDY has yielded a comparatively lower 3.76% annualized return.


JPXGY

YTD

-2.33%

1M

-1.17%

6M

-8.26%

1Y

-3.85%

3Y*

13.75%

5Y*

2.65%

10Y*

6.55%

SVNDY

YTD

-3.96%

1M

1.69%

6M

-13.01%

1Y

16.14%

3Y*

4.07%

5Y*

8.04%

10Y*

3.76%

*Annualized

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Japan Exchange Group Inc ADR

Seven & i Holdings Co Ltd ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JPXGY vs. SVNDY — Risk-Adjusted Performance Rank

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

JPXGY
The Risk-Adjusted Performance Rank of JPXGY is 3131
Overall Rank
The Sharpe Ratio Rank of JPXGY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of JPXGY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of JPXGY is 2727
Omega Ratio Rank
The Calmar Ratio Rank of JPXGY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of JPXGY is 3333
Martin Ratio Rank

SVNDY
The Risk-Adjusted Performance Rank of SVNDY is 6868
Overall Rank
The Sharpe Ratio Rank of SVNDY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SVNDY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SVNDY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SVNDY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SVNDY is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPXGY vs. SVNDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Japan Exchange Group Inc ADR (JPXGY) and Seven & i Holdings Co Ltd ADR (SVNDY). 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.


The current JPXGY Sharpe Ratio is -0.13, which is lower than the SVNDY Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of JPXGY and SVNDY, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JPXGY vs. SVNDY - Dividend Comparison

Neither JPXGY nor SVNDY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JPXGY
Japan Exchange Group Inc ADR
0.00%1.69%2.24%3.84%2.80%2.06%3.45%3.90%2.57%3.10%1.07%0.00%
SVNDY
Seven & i Holdings Co Ltd ADR
0.00%0.00%3.13%2.68%3.02%3.91%3.56%2.88%2.92%3.31%2.00%7.95%

Drawdowns

JPXGY vs. SVNDY - Drawdown Comparison

The maximum JPXGY drawdown since its inception was -51.86%, which is greater than SVNDY's maximum drawdown of -40.94%. Use the drawdown chart below to compare losses from any high point for JPXGY and SVNDY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JPXGY vs. SVNDY - Volatility Comparison

Japan Exchange Group Inc ADR (JPXGY) and Seven & i Holdings Co Ltd ADR (SVNDY) have volatilities of 5.64% and 5.70%, 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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Financials

JPXGY vs. SVNDY - Financials Comparison

This section allows you to compare key financial metrics between Japan Exchange Group Inc ADR and Seven & i Holdings Co 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


0.00500.00B1.00T1.50T2.00T2.50T3.00T3.50TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
40.34B
3.30T
(JPXGY) Total Revenue
(SVNDY) Total Revenue
Values in USD except per share items