PESI vs. SCJ
PESI (Perma-Fix Environmental Services, Inc.) 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, PESI returned 6.25%/yr vs 7.55%/yr for SCJ. At a 0.11 correlation, their price movements are largely independent.
Performance
PESI vs. SCJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PESI achieves a -22.64% return, which is significantly lower than SCJ's 14.35% return. Over the past 10 years, PESI has underperformed SCJ with an annualized return of 6.25%, while SCJ has yielded a comparatively higher 7.55% annualized return.
PESI
- 1D
- -4.32%
- 1M
- -23.25%
- YTD
- -22.64%
- 6M
- -27.10%
- 1Y
- -1.22%
- 3Y*
- -5.66%
- 5Y*
- 6.86%
- 10Y*
- 6.25%
SCJ
- 1D
- 0.36%
- 1M
- 5.04%
- YTD
- 14.35%
- 6M
- 16.37%
- 1Y
- 30.15%
- 3Y*
- 17.70%
- 5Y*
- 7.36%
- 10Y*
- 7.55%
PESI vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PESI Perma-Fix Environmental Services, Inc. | -22.64% | 13.73% | 40.84% | 122.66% | -44.23% | 6.03% | -34.40% | 287.23% | -35.62% | -6.41% |
SCJ iShares MSCI Japan Small Cap ETF | 14.35% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 31.61% |
Correlation
The correlation between PESI and SCJ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.11 |
The correlation between PESI and SCJ shifts across timeframes, from 0.11 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PESI vs. SCJ — Risk / Return Rank
PESI
SCJ
PESI vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perma-Fix Environmental Services, Inc. (PESI) 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.
| PESI | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.34 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.49 | -2.52 |
| Martin ratioReturn relative to average drawdown | -0.07 | 8.42 | -8.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PESI | SCJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.88 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.47 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.46 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.30 | -0.31 |
Drawdowns
PESI vs. SCJ - Drawdown Comparison
The maximum PESI drawdown since its inception was -89.92%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for PESI and SCJ.
Loading charts...
Drawdown Indicators
| PESI | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.92% | -43.52% | -46.40% |
Max Drawdown (1Y)Largest decline over 1 year | -45.37% | -12.17% | -33.20% |
Max Drawdown (3Y)Largest decline over 3 years | -58.00% | -12.43% | -45.57% |
Max Drawdown (5Y)Largest decline over 5 years | -58.00% | -33.25% | -24.75% |
Max Drawdown (10Y)Largest decline over 10 years | -65.61% | -38.87% | -26.74% |
Current DrawdownCurrent decline from peak | -45.43% | -1.82% | -43.61% |
Average DrawdownAverage peak-to-trough decline | -51.19% | -10.38% | -40.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.57% | 3.59% | +13.98% |
Volatility
PESI vs. SCJ - Volatility Comparison
Perma-Fix Environmental Services, Inc. (PESI) has a higher volatility of 23.21% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.03%. This indicates that PESI'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.
Loading charts...
Volatility by Period
| PESI | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.21% | 4.03% | +19.18% |
Volatility (6M)Calculated over the trailing 6-month period | 39.66% | 13.13% | +26.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.48% | 16.11% | +47.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.33% | 15.81% | +43.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.37% | 16.29% | +43.08% |
Dividends
PESI vs. SCJ - Dividend Comparison
PESI has not paid dividends to shareholders, while SCJ's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PESI Perma-Fix Environmental Services, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCJ iShares MSCI Japan Small Cap ETF | 2.75% | 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
PESI and SCJ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PESI has higher volatility (23.21%) compared to SCJ (4.03%). In terms of maximum drawdown, PESI dropped -89.92% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.88 vs -0.02), 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.
Find the right allocation for PESI and SCJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer