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 -2.50%/yr vs 13.50%/yr for EWJV. At a 0.46 correlation, their price movements are largely independent.
Performance
NTTYY vs. EWJV - Performance Comparison
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Returns By Period
In the year-to-date period, NTTYY achieves a -11.63% return, which is significantly lower than EWJV's 12.37% return.
NTTYY
- 1D
- -0.04%
- 1M
- -7.48%
- YTD
- -11.63%
- 6M
- -10.88%
- 1Y
- -13.82%
- 3Y*
- -6.93%
- 5Y*
- -2.50%
- 10Y*
- 1.63%
EWJV
- 1D
- -3.02%
- 1M
- -1.22%
- YTD
- 12.37%
- 6M
- 11.97%
- 1Y
- 37.31%
- 3Y*
- 22.92%
- 5Y*
- 13.50%
- 10Y*
- —
NTTYY vs. EWJV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | -11.63% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 21.92% |
EWJV iShares MSCI Japan Value ETF | 12.37% | 33.96% | 11.59% | 23.60% | -6.02% | 5.48% | 2.41% | 9.40% |
Correlation
The correlation between NTTYY and EWJV is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2019 | 0.46 |
The correlation between NTTYY and EWJV has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.
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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 | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.35 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.54 | -3.22 |
| Martin ratioReturn relative to average drawdown | -1.26 | 7.55 | -8.81 |
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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 | -20.61% | -14.74% | -5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -29.20% | -14.74% | -14.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -25.39% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | — | — |
Current DrawdownCurrent decline from peak | -28.88% | -6.17% | -22.71% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -6.18% | -16.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.95% | 4.96% | +5.99% |
Volatility
NTTYY vs. EWJV - Volatility Comparison
The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 4.52%, while iShares MSCI Japan Value ETF (EWJV) has a volatility of 5.81%. This indicates that NTTYY experiences smaller price fluctuations and is considered to be less risky 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 | 4.52% | 5.81% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 15.22% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 19.70% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 18.07% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 18.57% | +1.74% |
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 5.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 5.06% | 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 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWJV has higher volatility (5.81%) compared to NTTYY (4.52%). In terms of maximum drawdown, NTTYY dropped -63.81% vs EWJV's -30.05%.
EWJV currently has the higher Sharpe Ratio (1.90 vs -0.81), 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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