JPXN vs. PEP
Compare and contrast key facts about iShares JPX-Nikkei 400 ETF (JPXN) and PepsiCo, Inc. (PEP).
JPXN is a passively managed fund by iShares that tracks the performance of the JPX-Nikkei Index 400. It was launched on Oct 26, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPXN or PEP.
Performance
JPXN vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, JPXN achieves a 6.77% return, which is significantly higher than PEP's -3.81% return. Over the past 10 years, JPXN has underperformed PEP with an annualized return of 5.74%, while PEP has yielded a comparatively higher 8.01% annualized return.
JPXN
6.77%
-3.91%
-0.40%
12.00%
4.45%
5.74%
PEP
-3.81%
-8.80%
-10.08%
-1.28%
6.62%
8.01%
Key characteristics
| JPXN | PEP | |
|---|---|---|
| Sharpe Ratio | 0.81 | -0.11 |
| Sortino Ratio | 1.17 | -0.05 |
| Omega Ratio | 1.15 | 0.99 |
| Calmar Ratio | 1.01 | -0.12 |
| Martin Ratio | 3.79 | -0.38 |
| Ulcer Index | 3.64% | 4.91% |
| Daily Std Dev | 17.04% | 16.34% |
| Max Drawdown | -54.97% | -40.41% |
| Current Drawdown | -7.50% | -14.88% |
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Correlation
The correlation between JPXN and PEP is 0.31, 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.
Risk-Adjusted Performance
JPXN vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares JPX-Nikkei 400 ETF (JPXN) and PepsiCo, Inc. (PEP). 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.
Dividends
JPXN vs. PEP - Dividend Comparison
JPXN's dividend yield for the trailing twelve months is around 2.61%, less than PEP's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPXN iShares JPX-Nikkei 400 ETF | 2.61% | 2.58% | 1.47% | 2.63% | 1.27% | 1.92% | 1.60% | 1.50% | 2.07% | 1.32% | 1.42% | 1.18% |
PEP PepsiCo, Inc. | 3.29% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
JPXN vs. PEP - Drawdown Comparison
The maximum JPXN drawdown since its inception was -54.97%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for JPXN and PEP. For additional features, visit the drawdowns tool.
Volatility
JPXN vs. PEP - Volatility Comparison
The current volatility for iShares JPX-Nikkei 400 ETF (JPXN) is 4.49%, while PepsiCo, Inc. (PEP) has a volatility of 4.94%. This indicates that JPXN experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.