JVA vs. ^N225
JVA (Coffee Holding Co., Inc.) is a stock, while ^N225 (Nikkei 225) is an index. Over the past 10 years, JVA returned -3.59%/yr vs 11.10%/yr for ^N225. At a 0.06 correlation, their price movements are largely independent.
Performance
JVA vs. ^N225 - Performance Comparison
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Different Trading Currencies
JVA is traded in USD, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JVA achieves a -12.42% return, which is significantly lower than ^N225's 32.90% return. Over the past 10 years, JVA has underperformed ^N225 with an annualized return of -3.59%, while ^N225 has yielded a comparatively higher 11.10% annualized return.
JVA
- 1D
- 0.30%
- 1M
- -24.08%
- YTD
- -12.42%
- 6M
- -7.66%
- 1Y
- -20.97%
- 3Y*
- 31.63%
- 5Y*
- -8.54%
- 10Y*
- -3.59%
^N225
- 1D
- 0.00%
- 1M
- 4.78%
- YTD
- 32.90%
- 6M
- 32.08%
- 1Y
- 59.47%
- 3Y*
- 23.71%
- 5Y*
- 10.26%
- 10Y*
- 11.10%
JVA vs. ^N225 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVA Coffee Holding Co., Inc. | -12.42% | 13.45% | 275.82% | -55.39% | -52.75% | 14.32% | -16.52% | 30.31% | -17.14% | -8.39% |
^N225 Nikkei 225 | 32.90% | 26.56% | 7.17% | 19.21% | -20.48% | -5.90% | 22.42% | 19.73% | -10.20% | 23.76% |
Correlation
The correlation between JVA and ^N225 is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.06 |
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Return for Risk
JVA vs. ^N225 — Risk / Return Rank
JVA
^N225
JVA vs. ^N225 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coffee Holding Co., Inc. (JVA) and Nikkei 225 (^N225). 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.
| JVA | ^N225 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.27 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 3.99 | -4.45 |
| Martin ratioReturn relative to average drawdown | -0.84 | 12.69 | -13.53 |
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Drawdowns
JVA vs. ^N225 - Drawdown Comparison
The maximum JVA drawdown since its inception was -97.57%, which is greater than ^N225's maximum drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for JVA and ^N225.
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Drawdown Indicators
| JVA | ^N225 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.57% | -52.46% | -45.11% |
Max Drawdown (1Y)Largest decline over 1 year | -45.96% | -14.75% | -31.21% |
Max Drawdown (3Y)Largest decline over 3 years | -70.32% | -24.78% | -45.54% |
Max Drawdown (5Y)Largest decline over 5 years | -88.42% | -36.26% | -52.16% |
Max Drawdown (10Y)Largest decline over 10 years | -90.85% | -37.97% | -52.88% |
Current DrawdownCurrent decline from peak | -87.89% | -4.52% | -83.37% |
Average DrawdownAverage peak-to-trough decline | -78.34% | -13.67% | -64.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.97% | 4.55% | +20.42% |
Volatility
JVA vs. ^N225 - Volatility Comparison
Coffee Holding Co., Inc. (JVA) has a higher volatility of 25.08% compared to Nikkei 225 (^N225) at 9.50%. This indicates that JVA's price experiences larger fluctuations and is considered to be riskier than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JVA | ^N225 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.08% | 9.50% | +15.58% |
Volatility (6M)Calculated over the trailing 6-month period | 50.60% | 21.58% | +29.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.18% | 26.53% | +33.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.66% | 23.92% | +43.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.01% | 21.58% | +39.43% |
Frequently Asked Questions
JVA and ^N225 have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JVA has higher volatility (25.08%) compared to ^N225 (9.50%). In terms of maximum drawdown, JVA dropped -97.57% vs ^N225's -52.46%.
^N225 currently has the higher Sharpe Ratio (2.23 vs -0.35), 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.
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