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KOD.L vs. LCJP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOD.L vs. LCJP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Kodal Minerals plc (KOD.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KOD.L is traded in GBp, while LCJP.L is traded in GBP. To make them comparable, the LCJP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, KOD.L achieves a -6.06% return, which is significantly lower than LCJP.L's 16.47% return.


KOD.L

1D
0.00%
1M
-1.59%
YTD
-6.06%
6M
-10.14%
1Y
12.73%
3Y*
-21.67%
5Y*
6.15%
10Y*
21.98%

LCJP.L

1D
-0.28%
1M
3.99%
YTD
16.47%
6M
15.75%
1Y
35.49%
3Y*
15.67%
5Y*
10.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOD.L vs. LCJP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KOD.L
Kodal Minerals plc
-6.06%-27.47%22.97%37.04%-12.20%192.86%147.06%-66.67%-26.09%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
16.47%17.61%8.90%14.05%-7.13%2.24%12.26%14.63%-4.50%

Correlation

The correlation between KOD.L and LCJP.L is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.05

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Return for Risk

KOD.L vs. LCJP.L — Risk / Return Rank

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

KOD.L
KOD.L Risk / Return Rank: 4848
Overall Rank
KOD.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
KOD.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
KOD.L Omega Ratio Rank: 4848
Omega Ratio Rank
KOD.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
KOD.L Martin Ratio Rank: 4747
Martin Ratio Rank

LCJP.L
LCJP.L Risk / Return Rank: 5959
Overall Rank
LCJP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LCJP.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LCJP.L Omega Ratio Rank: 5858
Omega Ratio Rank
LCJP.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LCJP.L Martin Ratio Rank: 5858
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.

KOD.L vs. LCJP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kodal Minerals plc (KOD.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L). 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.


KOD.LLCJP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.10

1.35

-0.25

Calmar ratioReturn relative to maximum drawdown

0.28

3.21

-2.93

Martin ratioReturn relative to average drawdown

0.50

10.25

-9.74

KOD.L vs. LCJP.L - Sharpe Ratio Comparison

The current KOD.L Sharpe Ratio is 0.17, which is lower than the LCJP.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of KOD.L and LCJP.L, 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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Sharpe Ratios by Period


KOD.LLCJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

1.84

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.64

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.52

-0.58

Drawdowns

KOD.L vs. LCJP.L - Drawdown Comparison

The maximum KOD.L drawdown since its inception was -99.05%, which is greater than LCJP.L's maximum drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for KOD.L and LCJP.L.


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Drawdown Indicators


KOD.LLCJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.05%

-26.61%

-72.44%

Max Drawdown (1Y)

Largest decline over 1 year

-46.43%

-10.64%

-35.79%

Max Drawdown (3Y)

Largest decline over 3 years

-67.47%

-14.62%

-52.85%

Max Drawdown (5Y)

Largest decline over 5 years

-72.37%

-18.58%

-53.79%

Max Drawdown (10Y)

Largest decline over 10 years

-95.12%

Current Drawdown

Current decline from peak

-88.19%

-0.28%

-87.91%

Average Drawdown

Average peak-to-trough decline

-89.53%

-5.49%

-84.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.00%

3.34%

+22.66%

Volatility

KOD.L vs. LCJP.L - Volatility Comparison

Kodal Minerals plc (KOD.L) has a higher volatility of 10.96% compared to Amundi MSCI Japan UCITS ETF Acc (LCJP.L) at 3.73%. This indicates that KOD.L's price experiences larger fluctuations and is considered to be riskier than LCJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOD.LLCJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.96%

3.73%

+7.23%

Volatility (6M)

Calculated over the trailing 6-month period

53.98%

15.10%

+38.88%

Volatility (1Y)

Calculated over the trailing 1-year period

78.83%

18.58%

+60.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.61%

15.97%

+63.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.59%

16.82%

+91.77%

Dividends

KOD.L vs. LCJP.L - Dividend Comparison

Neither KOD.L nor LCJP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOD.L and LCJP.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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