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

Correlation

The correlation between JPXGY and SVNDY is 0.17, 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.


-0.50.00.51.00.2

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.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
80.34%
41.84%
JPXGY
SVNDY

Key characteristics

Sharpe Ratio

JPXGY:

-0.43

SVNDY:

0.33

Sortino Ratio

JPXGY:

-0.41

SVNDY:

1.01

Omega Ratio

JPXGY:

0.95

SVNDY:

1.13

Calmar Ratio

JPXGY:

-0.50

SVNDY:

0.48

Martin Ratio

JPXGY:

-0.88

SVNDY:

1.24

Ulcer Index

JPXGY:

14.49%

SVNDY:

11.92%

Daily Std Dev

JPXGY:

29.95%

SVNDY:

44.41%

Max Drawdown

JPXGY:

-51.86%

SVNDY:

-40.94%

Current Drawdown

JPXGY:

-23.92%

SVNDY:

-9.67%

Fundamentals

Market Cap

JPXGY:

$10.98B

SVNDY:

$41.41B

EPS

JPXGY:

$0.39

SVNDY:

$0.27

PE Ratio

JPXGY:

27.05

SVNDY:

59.11

PEG Ratio

JPXGY:

15.51

SVNDY:

1.48

Total Revenue (TTM)

JPXGY:

$81.71B

SVNDY:

$8.93T

Gross Profit (TTM)

JPXGY:

$55.82B

SVNDY:

$2.37T

EBITDA (TTM)

JPXGY:

$53.01B

SVNDY:

$673.12B

Returns By Period

In the year-to-date period, JPXGY achieves a -6.32% return, which is significantly lower than SVNDY's 0.77% return.


JPXGY

YTD

-6.32%

1M

-1.40%

6M

-9.60%

1Y

-14.40%

5Y*

5.50%

10Y*

N/A

SVNDY

YTD

0.77%

1M

1.22%

6M

35.57%

1Y

13.63%

5Y*

6.75%

10Y*

5.19%

*Annualized

Compare stocks, funds, or ETFs

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


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 2222
Overall Rank
The Sharpe Ratio Rank of JPXGY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of JPXGY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of JPXGY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of JPXGY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of JPXGY is 2626
Martin Ratio Rank

SVNDY
The Risk-Adjusted Performance Rank of SVNDY is 5959
Overall Rank
The Sharpe Ratio Rank of SVNDY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SVNDY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SVNDY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SVNDY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SVNDY is 5959
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.


Sharpe ratio
The chart of Sharpe ratio for JPXGY, currently valued at -0.43, compared to the broader market-2.000.002.004.00-0.430.33
The chart of Sortino ratio for JPXGY, currently valued at -0.41, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.411.01
The chart of Omega ratio for JPXGY, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.13
The chart of Calmar ratio for JPXGY, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.500.48
The chart of Martin ratio for JPXGY, currently valued at -0.88, compared to the broader market-10.000.0010.0020.0030.00-0.881.24
JPXGY
SVNDY

The current JPXGY Sharpe Ratio is -0.43, which is lower than the SVNDY Sharpe Ratio of 0.33. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.43
0.33
JPXGY
SVNDY

Dividends

JPXGY vs. SVNDY - Dividend Comparison

JPXGY's dividend yield for the trailing twelve months is around 1.80%, while SVNDY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JPXGY
Japan Exchange Group Inc ADR
1.80%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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.92%
-9.67%
JPXGY
SVNDY

Volatility

JPXGY vs. SVNDY - Volatility Comparison

Japan Exchange Group Inc ADR (JPXGY) and Seven & i Holdings Co Ltd ADR (SVNDY) have volatilities of 6.38% and 6.12%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
6.38%
6.12%
JPXGY
SVNDY

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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