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PRIJ.L vs. CSJP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRIJ.LCSJP.L
YTD Return8.68%8.40%
1Y Return10.10%10.27%
3Y Return (Ann)3.12%2.69%
5Y Return (Ann)5.62%5.12%
Sharpe Ratio0.680.67
Daily Std Dev16.06%16.46%
Max Drawdown-24.45%-24.31%
Current Drawdown-3.73%-4.09%

Correlation

-0.50.00.51.01.0

The correlation between PRIJ.L and CSJP.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PRIJ.L vs. CSJP.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with PRIJ.L having a 8.68% return and CSJP.L slightly lower at 8.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
2.56%
2.19%
PRIJ.L
CSJP.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRIJ.L vs. CSJP.L - Expense Ratio Comparison

PRIJ.L has a 0.05% expense ratio, which is lower than CSJP.L's 0.48% expense ratio.


CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
Expense ratio chart for CSJP.L: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for PRIJ.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRIJ.L vs. CSJP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L). 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.


PRIJ.L
Sharpe ratio
The chart of Sharpe ratio for PRIJ.L, currently valued at 1.19, compared to the broader market0.002.004.001.19
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.001.65
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.14
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 5.42, compared to the broader market0.0020.0040.0060.0080.00100.005.42
CSJP.L
Sharpe ratio
The chart of Sharpe ratio for CSJP.L, currently valued at 1.17, compared to the broader market0.002.004.001.17
Sortino ratio
The chart of Sortino ratio for CSJP.L, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.0012.001.63
Omega ratio
The chart of Omega ratio for CSJP.L, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for CSJP.L, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for CSJP.L, currently valued at 5.39, compared to the broader market0.0020.0040.0060.0080.00100.005.39

PRIJ.L vs. CSJP.L - Sharpe Ratio Comparison

The current PRIJ.L Sharpe Ratio is 0.68, which roughly equals the CSJP.L Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of PRIJ.L and CSJP.L.


Rolling 12-month Sharpe Ratio0.501.001.50AprilMayJuneJulyAugustSeptember
1.19
1.17
PRIJ.L
CSJP.L

Dividends

PRIJ.L vs. CSJP.L - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 1.74%, while CSJP.L has not paid dividends to shareholders.


TTM20232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
1.74%1.89%2.17%1.82%1.71%1.89%
CSJP.L
iShares MSCI Japan UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIJ.L vs. CSJP.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, roughly equal to the maximum CSJP.L drawdown of -24.31%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and CSJP.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
PRIJ.L
CSJP.L

Volatility

PRIJ.L vs. CSJP.L - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and iShares MSCI Japan UCITS ETF USD (Acc) (CSJP.L) have volatilities of 5.95% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.95%
6.07%
PRIJ.L
CSJP.L