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NFTY vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

NFTY vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust India NIFTY 50 Equal Weight ETF (NFTY) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NFTY 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, NFTY achieves a -6.80% return, which is significantly lower than ^N225's 32.90% return. Over the past 10 years, NFTY has underperformed ^N225 with an annualized return of 8.70%, while ^N225 has yielded a comparatively higher 11.10% annualized return.


NFTY

1D
-0.41%
1M
1.28%
YTD
-6.80%
6M
-6.38%
1Y
-7.03%
3Y*
6.25%
5Y*
5.83%
10Y*
8.70%

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

NFTY vs. ^N225 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-6.80%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%21.78%
^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 NFTY and ^N225 is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.11

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

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2012

0.11

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Return for Risk

NFTY vs. ^N225 — Risk / Return Rank

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

NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 44
Martin Ratio Rank

^N225
^N225 Risk / Return Rank: 9696
Overall Rank
^N225 Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9797
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9494
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9797
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9696
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.

NFTY vs. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust India NIFTY 50 Equal Weight ETF (NFTY) 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.


NFTY^N225Difference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.44

3.99

-4.43

Martin ratioReturn relative to average drawdown

-1.07

12.69

-13.76

NFTY vs. ^N225 - Sharpe Ratio Comparison

The current NFTY Sharpe Ratio is -0.48, which is lower than the ^N225 Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of NFTY and ^N225, 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

NFTY vs. ^N225 - Drawdown Comparison

The maximum NFTY drawdown since its inception was -47.67%, smaller than the maximum ^N225 drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for NFTY and ^N225.


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Drawdown Indicators


NFTY^N225Difference

Max Drawdown

Largest peak-to-trough decline

-47.67%

-52.46%

+4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.14%

-14.75%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-24.78%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-36.26%

+14.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

-37.97%

-9.70%

Current Drawdown

Current decline from peak

-14.80%

-4.52%

-10.28%

Average Drawdown

Average peak-to-trough decline

-9.61%

-13.67%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

4.55%

+2.05%

Volatility

NFTY vs. ^N225 - Volatility Comparison

The current volatility for First Trust India NIFTY 50 Equal Weight ETF (NFTY) is 4.34%, while Nikkei 225 (^N225) has a volatility of 9.50%. This indicates that NFTY 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


NFTY^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

9.50%

-5.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

21.58%

-8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

26.53%

-11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

23.92%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

21.58%

-0.87%

Frequently Asked Questions


NFTY and ^N225 have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^N225 has higher volatility (9.50%) compared to NFTY (4.34%). In terms of maximum drawdown, NFTY dropped -47.67% vs ^N225's -52.46%.

^N225 currently has the higher Sharpe Ratio (2.23 vs -0.48), 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

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