JPXN vs. SONY

Last updated Apr 2, 2026

Compare and contrast key facts about iShares JPX-Nikkei 400 ETF (JPXN) and Sony Group Corporation (SONY).

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.

Performance

JPXN vs. SONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares JPX-Nikkei 400 ETF (JPXN) and Sony Group Corporation (SONY). The values are adjusted to include any dividend payments, if applicable.

JPXN vs. SONY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPXN iShares JPX-Nikkei 400 ETF	8.03%	26.03%	6.48%	19.69%	-16.29%	0.16%	15.12%	19.40%	-14.87%	24.41%
SONY Sony Group Corporation	-17.50%	21.65%	12.49%	24.95%	-39.26%	25.64%	49.70%	41.89%	7.96%	61.31%

Returns By Period

In the year-to-date period, JPXN achieves a 8.03% return, which is significantly higher than SONY's -17.50% return. Over the past 10 years, JPXN has underperformed SONY with an annualized return of 8.96%, while SONY has yielded a comparatively higher 16.21% annualized return.

JPXN

• 1D: 2.18%
• 1M: -4.41%
• YTD: 8.03%
• 6M: 12.46%
• 1Y: 32.64%
• 3Y*: 17.31%
• 5Y*: 7.27%
• 10Y*: 8.96%

SONY

• 1D: 2.03%
• 1M: -6.92%
• YTD: -17.50%
• 6M: -26.51%
• 1Y: -15.86%
• 3Y*: 5.77%
• 5Y*: 0.31%
• 10Y*: 16.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JPXN vs. SONY — Risk / Return Rank

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

JPXN

JPXN Risk / Return Rank: 81
JPXN Sharpe Ratio Rank: 81
JPXN Sortino Ratio Rank: 82
JPXN Omega Ratio Rank: 78
JPXN Calmar Ratio Rank: 82
JPXN Martin Ratio Rank: 81

SONY

SONY Risk / Return Rank: 19
SONY Sharpe Ratio Rank: 18
SONY Sortino Ratio Rank: 17
SONY Omega Ratio Rank: 18
SONY Calmar Ratio Rank: 25
SONY Martin Ratio Rank: 19

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.

JPXN vs. SONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares JPX-Nikkei 400 ETF (JPXN) and Sony Group Corporation (SONY). 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.

	JPXN	SONY	Difference
Sharpe ratio Return per unit of total volatility	1.59	-0.52	+2.11
Sortino ratio Return per unit of downside risk	2.24	-0.60	+2.84
Omega ratio Gain probability vs. loss probability	1.31	0.93	+0.38
Calmar ratio Return relative to maximum drawdown	2.45	-0.49	+2.93
Martin ratio Return relative to average drawdown	9.35	-1.16	+10.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPXN vs. SONY - Sharpe Ratio Comparison

The current JPXN Sharpe Ratio is 1.59, which is higher than the SONY Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of JPXN and SONY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JPXN	SONY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	-0.52	+2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.01	+0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.56	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.23	+0.02

Correlation

The correlation between JPXN and SONY is 0.61, 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

JPXN vs. SONY - Dividend Comparison

JPXN's dividend yield for the trailing twelve months is around 2.91%, more than SONY's 0.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPXN iShares JPX-Nikkei 400 ETF	2.91%	3.14%	2.29%	2.57%	1.47%	2.63%	1.27%	1.92%	1.60%	1.50%	2.07%	1.32%
SONY Sony Group Corporation	0.38%	0.59%	0.58%	0.59%	0.69%	0.43%	0.46%	0.54%	0.56%	0.45%	0.63%	0.34%

Drawdowns

JPXN vs. SONY - Drawdown Comparison

The maximum JPXN drawdown since its inception was -55.54%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for JPXN and SONY.

Drawdown Indicators

	JPXN	SONY	Difference
Max Drawdown Largest peak-to-trough decline	-55.54%	-93.18%	+37.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.11%	-34.20%	+21.09%
Max Drawdown (5Y) Largest decline over 5 years	-33.21%	-50.56%	+17.35%
Max Drawdown (10Y) Largest decline over 10 years	-33.21%	-50.56%	+17.35%
Current Drawdown Current decline from peak	-7.51%	-30.20%	+22.69%
Average Drawdown Average peak-to-trough decline	-15.14%	-42.23%	+27.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	14.33%	-10.90%

Volatility

JPXN vs. SONY - Volatility Comparison

iShares JPX-Nikkei 400 ETF (JPXN) and Sony Group Corporation (SONY) have volatilities of 8.66% and 8.47%, 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.

Volatility by Period

	JPXN	SONY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.66%	8.47%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	14.41%	20.31%	-5.90%
Volatility (1Y) Calculated over the trailing 1-year period	20.68%	30.72%	-10.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.59%	28.68%	-11.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	28.95%	-11.88%