NTTYY vs. EWJV
NTTYY (Nippon Telegraph and Telephone Corp ADR) is a stock, while EWJV (iShares MSCI Japan Value ETF) is Japan Equities fund tracking the MSCI Japan Value Index. Over the past 5 years, NTTYY returned -0.69%/yr vs 15.16%/yr for EWJV. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
NTTYY vs. EWJV - Performance Comparison
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Returns By Period
In the year-to-date period, NTTYY achieves a -4.88% return, which is significantly lower than EWJV's 18.63% return.
NTTYY
- 1D
- -3.27%
- 1M
- 5.59%
- 6M
- -4.52%
- YTD
- -4.88%
- 1Y
- -8.62%
- 3Y*
- -4.08%
- 5Y*
- -0.69%
- 10Y*
- 1.42%
- ALL TIME*
- 2.97%
EWJV
- 1D
- -0.93%
- 1M
- 3.26%
- 6M
- 10.80%
- YTD
- 18.63%
- 1Y
- 38.59%
- 3Y*
- 23.29%
- 5Y*
- 15.16%
- 10Y*
- —
- ALL TIME*
- 12.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.65M | $10.31M | $8.29M | |
| $2.66M | $3.83M | $4.14M |
NTTYY vs. EWJV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | -4.88% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 21.92% |
EWJV iShares MSCI Japan Value ETF | 18.63% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 9.40% |
Correlation
The correlation between NTTYY and EWJV is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2019 | 0.45 |
The correlation between NTTYY and EWJV shifts across timeframes, from 0.38 (1 year) to 0.49 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
NTTYY vs. EWJV — Risk / Return Rank
NTTYY
EWJV
NTTYY vs. EWJV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and iShares MSCI Japan Value ETF (EWJV). 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.
| NTTYY | EWJV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.38 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.75 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.44 | 8.02 | -8.46 |
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Drawdowns
NTTYY vs. EWJV - Drawdown Comparison
The maximum NTTYY drawdown since its inception was -63.81%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for NTTYY and EWJV.
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Drawdown Indicators
| NTTYY | EWJV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.81% | -30.05% | -33.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.14% | -14.74% | -6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.36% | -14.74% | -14.62% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -25.39% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | — | — |
Current DrawdownCurrent decline from peak | -23.45% | -0.94% | -22.51% |
Average DrawdownAverage peak-to-trough decline | -23.04% | -6.14% | -16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 5.05% | +7.31% |
Volatility
NTTYY vs. EWJV - Volatility Comparison
Nippon Telegraph and Telephone Corp ADR (NTTYY) has a higher volatility of 6.53% compared to iShares MSCI Japan Value ETF (EWJV) at 6.05%. This indicates that NTTYY's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTTYY | EWJV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.05% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 15.73% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 19.21% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 18.13% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 18.57% | +1.69% |
Dividends
NTTYY vs. EWJV - Dividend Comparison
NTTYY has not paid dividends to shareholders, while EWJV's dividend yield for the trailing twelve months is around 4.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 4.79% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% |
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 1.77% | 1.73% | 0.00% | 0.00% | 1.83% | 0.00% | 1.71% | 3.52% | 2.53% | 2.63% | 1.94% |
Frequently Asked Questions
NTTYY and EWJV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTTYY has higher volatility (6.53%) compared to EWJV (6.05%). In terms of maximum drawdown, NTTYY dropped -63.81% vs EWJV's -30.05%.
EWJV currently has the higher Sharpe Ratio (2.11 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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