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JPY vs. SCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPY vs. SCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Japanese Equity ETF (JPY) and iShares MSCI Japan Small Cap ETF (SCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPY achieves a 18.35% return, which is significantly higher than SCJ's 16.74% return.


JPY

1D
-0.31%
1M
3.62%
YTD
18.35%
6M
18.98%
1Y
38.86%
3Y*
5Y*
10Y*

SCJ

1D
0.63%
1M
2.38%
YTD
16.74%
6M
17.56%
1Y
33.28%
3Y*
18.86%
5Y*
8.17%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPY vs. SCJ - Yearly Performance Comparison


2026 (YTD)2025
JPY
Lazard Japanese Equity ETF
18.35%39.95%
SCJ
iShares MSCI Japan Small Cap ETF
16.74%34.28%

Correlation

The correlation between JPY and SCJ is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

0.80

The correlation between JPY and SCJ has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

JPY vs. SCJ — Risk / Return Rank

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

JPY
JPY Risk / Return Rank: 5757
Overall Rank
JPY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JPY Sortino Ratio Rank: 5858
Sortino Ratio Rank
JPY Omega Ratio Rank: 6060
Omega Ratio Rank
JPY Calmar Ratio Rank: 5454
Calmar Ratio Rank
JPY Martin Ratio Rank: 5252
Martin Ratio Rank

SCJ
SCJ Risk / Return Rank: 6060
Overall Rank
SCJ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 6363
Sortino Ratio Rank
SCJ Omega Ratio Rank: 6262
Omega Ratio Rank
SCJ Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCJ Martin Ratio Rank: 5555
Martin Ratio Rank
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.

JPY vs. SCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Japanese Equity ETF (JPY) and iShares MSCI Japan Small Cap ETF (SCJ). 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.


JPYSCJDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.36

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.58

2.75

-0.17

Martin ratioReturn relative to average drawdown

8.73

9.22

-0.49

JPY vs. SCJ - Sharpe Ratio Comparison

The current JPY Sharpe Ratio is 1.94, which is comparable to the SCJ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of JPY and SCJ, 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

JPY vs. SCJ - Drawdown Comparison

The maximum JPY drawdown since its inception was -15.13%, smaller than the maximum SCJ drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for JPY and SCJ.


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Drawdown Indicators


JPYSCJDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-43.52%

+28.39%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-12.17%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.87%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-2.52%

-10.36%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

3.62%

+0.84%

Volatility

JPY vs. SCJ - Volatility Comparison

Lazard Japanese Equity ETF (JPY) has a higher volatility of 5.07% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.50%. This indicates that JPY's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPYSCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.50%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

13.41%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.14%

16.38%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

15.85%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

16.28%

+4.78%

JPY vs. SCJ - Expense Ratio Comparison

JPY has a 0.60% expense ratio, which is higher than SCJ's 0.49% expense ratio.


Dividends

JPY vs. SCJ - Dividend Comparison

JPY's dividend yield for the trailing twelve months is around 1.17%, less than SCJ's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
JPY
Lazard Japanese Equity ETF
1.17%2.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCJ
iShares MSCI Japan Small Cap ETF
2.75%3.14%1.79%1.99%1.18%1.87%0.89%1.85%1.44%1.45%2.73%1.53%

Frequently Asked Questions


JPY and SCJ have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPY has higher volatility (5.07%) compared to SCJ (4.50%). In terms of maximum drawdown, JPY dropped -15.13% vs SCJ's -43.52%.

On 1-year performance, JPY leads with 38.86% vs 33.28% for SCJ. On fees, SCJ is cheaper at 0.49% per year. On volatility, SCJ has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JPY has performed better with a 38.86% return vs 33.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCJ is cheaper with a 0.49% expense ratio, compared with 0.60% for JPY.

SCJ has the higher dividend yield at 2.75%, compared with 1.17% for JPY.

They also come from different issuers: Lazard and iShares. Their fees differ too: 0.60% for JPY and 0.49% for SCJ.

SCJ currently has the higher Sharpe Ratio (2.04 vs 1.94), 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

Find the right allocation for JPY and SCJ

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