OLN vs. SCJ
OLN (Olin Corporation) is a stock, while SCJ (iShares MSCI Japan Small Cap ETF) is Japan Equities fund tracking the MSCI Japan Small Cap Index. Over the past 10 years, OLN returned 3.39%/yr vs 7.52%/yr for SCJ. At a 0.37 correlation, their price movements are largely independent.
Performance
OLN vs. SCJ - Performance Comparison
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Returns By Period
In the year-to-date period, OLN achieves a 21.49% return, which is significantly higher than SCJ's 14.88% return. Over the past 10 years, OLN has underperformed SCJ with an annualized return of 3.39%, while SCJ has yielded a comparatively higher 7.52% annualized return.
OLN
- 1D
- -3.22%
- 1M
- -12.55%
- YTD
- 21.49%
- 6M
- 23.81%
- 1Y
- 28.10%
- 3Y*
- -18.93%
- 5Y*
- -11.17%
- 10Y*
- 3.39%
SCJ
- 1D
- 0.46%
- 1M
- 5.01%
- YTD
- 14.88%
- 6M
- 16.33%
- 1Y
- 29.92%
- 3Y*
- 18.10%
- 5Y*
- 7.46%
- 10Y*
- 7.52%
OLN vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLN Olin Corporation | 21.49% | -36.15% | -36.29% | 3.46% | -6.63% | 138.55% | 50.81% | -10.77% | -41.88% | 42.51% |
SCJ iShares MSCI Japan Small Cap ETF | 14.88% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 31.61% |
Correlation
The correlation between OLN and SCJ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.37 |
The correlation between OLN and SCJ shifts across timeframes, from 0.18 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OLN vs. SCJ — Risk / Return Rank
OLN
SCJ
OLN vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Olin Corporation (OLN) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
| OLN | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 2.47 | -1.57 |
| Martin ratioReturn relative to average drawdown | 2.11 | 8.35 | -6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OLN | SCJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.87 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.47 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.46 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.30 | -0.16 |
Drawdowns
OLN vs. SCJ - Drawdown Comparison
The maximum OLN drawdown since its inception was -73.80%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for OLN and SCJ.
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Drawdown Indicators
| OLN | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.80% | -43.52% | -30.28% |
Max Drawdown (1Y)Largest decline over 1 year | -31.45% | -12.17% | -19.28% |
Max Drawdown (3Y)Largest decline over 3 years | -69.26% | -12.43% | -56.83% |
Max Drawdown (5Y)Largest decline over 5 years | -71.87% | -33.25% | -38.62% |
Max Drawdown (10Y)Largest decline over 10 years | -73.80% | -38.87% | -34.93% |
Current DrawdownCurrent decline from peak | -59.26% | -1.36% | -57.90% |
Average DrawdownAverage peak-to-trough decline | -24.95% | -10.38% | -14.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.37% | 3.59% | +9.78% |
Volatility
OLN vs. SCJ - Volatility Comparison
Olin Corporation (OLN) has a higher volatility of 13.09% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.03%. This indicates that OLN's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLN | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.09% | 4.03% | +9.06% |
Volatility (6M)Calculated over the trailing 6-month period | 39.40% | 13.11% | +26.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.78% | 16.08% | +39.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.90% | 15.80% | +29.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.14% | 16.28% | +30.86% |
Dividends
OLN vs. SCJ - Dividend Comparison
OLN's dividend yield for the trailing twelve months is around 3.21%, more than SCJ's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLN Olin Corporation | 3.21% | 3.84% | 2.37% | 1.48% | 1.51% | 1.39% | 3.26% | 4.64% | 3.98% | 2.25% | 3.12% | 4.63% |
SCJ iShares MSCI Japan Small Cap ETF | 2.73% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Frequently Asked Questions
OLN and SCJ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OLN has higher volatility (13.09%) compared to SCJ (4.03%). In terms of maximum drawdown, OLN dropped -73.80% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.87 vs 0.51), 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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