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 -4.63%/yr vs 10.41%/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 -7.65% return, which is significantly lower than ^N225's 31.77% return. Over the past 10 years, JVA has underperformed ^N225 with an annualized return of -4.63%, while ^N225 has yielded a comparatively higher 10.41% annualized return.
JVA
- 1D
- -0.14%
- 1M
- 3.56%
- 6M
- -8.13%
- YTD
- -7.65%
- 1Y
- -18.57%
- 3Y*
- 33.98%
- 5Y*
- -6.80%
- 10Y*
- -4.63%
^N225
- 1D
- 0.00%
- 1M
- -2.01%
- 6M
- 24.30%
- YTD
- 31.77%
- 1Y
- 58.03%
- 3Y*
- 21.90%
- 5Y*
- 10.76%
- 10Y*
- 10.41%
JVA vs. ^N225 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JVA Coffee Holding Co., Inc. | -7.65% | 13.45% | 275.82% | -55.39% | -52.75% | 14.32% | -16.52% | 30.31% | -17.14% | -8.39% |
^N225 Nikkei 225 | 31.77% | 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 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
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 Aug 21, 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 | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 4.13 | -4.53 |
| Martin ratioReturn relative to average drawdown | -0.71 | 12.85 | -13.56 |
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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 -51.91%. 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% | -51.91% | -45.66% |
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 | -87.23% | -5.33% | -81.90% |
Average DrawdownAverage peak-to-trough decline | -78.37% | -13.38% | -64.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.27% | 4.67% | +21.60% |
Volatility
JVA vs. ^N225 - Volatility Comparison
The current volatility for Coffee Holding Co., Inc. (JVA) is 6.23%, while Nikkei 225 (^N225) has a volatility of 9.40%. This indicates that JVA experiences smaller price fluctuations and is considered to be less risky 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 | 6.23% | 9.40% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 49.15% | 22.65% | +26.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.87% | 27.54% | +32.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.61% | 24.16% | +43.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.93% | 21.71% | +39.22% |
Frequently Asked Questions
JVA and ^N225 have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^N225 has higher volatility (9.40%) compared to JVA (6.23%). In terms of maximum drawdown, JVA dropped -97.57% vs ^N225's -51.91%.
^N225 currently has the higher Sharpe Ratio (2.21 vs -0.31), 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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