JVA vs. ^N225

Last updated Apr 2, 2026

Compare and contrast key facts about Coffee Holding Co., Inc. (JVA) and Nikkei 225 (^N225).

Performance

JVA vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coffee Holding Co., Inc. (JVA) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

JVA vs. ^N225 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVA Coffee Holding Co., Inc.	8.49%	13.45%	275.82%	-55.39%	-52.75%	14.32%	-16.52%	30.31%	-17.14%	-8.39%
^N225 Nikkei 225	-0.20%	26.56%	7.17%	19.21%	-20.48%	-5.90%	22.42%	19.73%	-10.20%	23.76%

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 8.49% return, which is significantly higher than ^N225's -0.06% return. Over the past 10 years, JVA has underperformed ^N225 with an annualized return of 0.91%, while ^N225 has yielded a comparatively higher 8.30% annualized return.

JVA

• 1D: -3.53%
• 1M: 33.99%
• YTD: 8.49%
• 6M: -9.86%
• 1Y: 6.84%
• 3Y*: 31.06%
• 5Y*: -2.95%
• 10Y*: 0.91%

^N225

• 1D: 0.00%
• 1M: -12.84%
• YTD: -0.06%
• 6M: 6.16%
• 1Y: 35.11%
• 3Y*: 14.74%
• 5Y*: 3.57%
• 10Y*: 8.30%

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

Return for Risk

JVA vs. ^N225 — Risk / Return Rank

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

JVA

JVA Risk / Return Rank: 47
JVA Sharpe Ratio Rank: 44
JVA Sortino Ratio Rank: 47
JVA Omega Ratio Rank: 45
JVA Calmar Ratio Rank: 51
JVA Martin Ratio Rank: 49

^N225

^N225 Risk / Return Rank: 92
^N225 Sharpe Ratio Rank: 94
^N225 Sortino Ratio Rank: 97
^N225 Omega Ratio Rank: 94
^N225 Calmar Ratio Rank: 87
^N225 Martin Ratio Rank: 87

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.

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.

	JVA	^N225	Difference
Sharpe ratio Return per unit of total volatility	0.10	1.25	-1.15
Sortino ratio Return per unit of downside risk	0.72	1.91	-1.20
Omega ratio Gain probability vs. loss probability	1.09	1.25	-0.16
Calmar ratio Return relative to maximum drawdown	0.40	1.74	-1.34
Martin ratio Return relative to average drawdown	0.78	6.12	-5.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JVA vs. ^N225 - Sharpe Ratio Comparison

The current JVA Sharpe Ratio is 0.10, which is lower than the ^N225 Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of JVA and ^N225, 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

	JVA	^N225	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	1.25	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.16	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.40	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.19	-0.19

Correlation

The correlation between JVA and ^N225 is 0.06, 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.

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 -52.37%. Use the drawdown chart below to compare losses from any high point for JVA and ^N225.

Drawdown Indicators

	JVA	^N225	Difference
Max Drawdown Largest peak-to-trough decline	-97.57%	-81.87%	-15.70%
Max Drawdown (1Y) Largest decline over 1 year	-45.96%	-13.23%	-32.73%
Max Drawdown (5Y) Largest decline over 5 years	-88.79%	-26.26%	-62.53%
Max Drawdown (10Y) Largest decline over 10 years	-90.85%	-31.80%	-59.05%
Current Drawdown Current decline from peak	-85.00%	-7.92%	-77.08%
Average Drawdown Average peak-to-trough decline	-78.29%	-34.31%	-43.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.79%	4.61%	+19.18%

Volatility

JVA vs. ^N225 - Volatility Comparison

Coffee Holding Co., Inc. (JVA) has a higher volatility of 30.83% compared to Nikkei 225 (^N225) at 9.66%. 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.

Volatility by Period

	JVA	^N225	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.83%	9.66%	+21.17%
Volatility (6M) Calculated over the trailing 6-month period	45.41%	18.72%	+26.69%
Volatility (1Y) Calculated over the trailing 1-year period	70.66%	28.11%	+42.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.03%	23.18%	+43.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.97%	21.27%	+39.70%