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

Key characteristics


PRIJ.LLCJP.L
YTD Return4.90%5.22%
1Y Return12.16%12.74%
3Y Return (Ann)4.47%4.44%
5Y Return (Ann)6.51%6.31%
Sharpe Ratio0.900.93
Daily Std Dev13.44%13.54%
Max Drawdown-24.45%-26.61%
Current Drawdown-7.08%-6.97%

Correlation

-0.50.00.51.01.0

The correlation between PRIJ.L and LCJP.L is 0.96, 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. LCJP.L - Performance Comparison

In the year-to-date period, PRIJ.L achieves a 4.90% return, which is significantly lower than LCJP.L's 5.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%35.00%40.00%45.00%50.00%2024FebruaryMarchAprilMayJune
39.53%
38.49%
PRIJ.L
LCJP.L

Compare stocks, funds, or ETFs

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


Amundi Prime Japan UCITS ETF DR (D)

Amundi MSCI Japan UCITS ETF Acc

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

PRIJ.L has a 0.05% expense ratio, which is lower than LCJP.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LCJP.L
Amundi MSCI Japan UCITS ETF Acc
Expense ratio chart for LCJP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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. LCJP.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 Amundi MSCI Japan UCITS ETF Acc (LCJP.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 0.81, compared to the broader market0.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for PRIJ.L, currently valued at 1.20, compared to the broader market0.005.0010.001.20
Omega ratio
The chart of Omega ratio for PRIJ.L, currently valued at 1.14, compared to the broader market1.002.003.001.14
Calmar ratio
The chart of Calmar ratio for PRIJ.L, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for PRIJ.L, currently valued at 2.75, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.75
LCJP.L
Sharpe ratio
The chart of Sharpe ratio for LCJP.L, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Sortino ratio
The chart of Sortino ratio for LCJP.L, currently valued at 1.24, compared to the broader market0.005.0010.001.24
Omega ratio
The chart of Omega ratio for LCJP.L, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for LCJP.L, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for LCJP.L, currently valued at 2.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.83

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

The current PRIJ.L Sharpe Ratio is 0.90, which roughly equals the LCJP.L Sharpe Ratio of 0.93. The chart below compares the 12-month rolling Sharpe Ratio of PRIJ.L and LCJP.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002024FebruaryMarchAprilMayJune
0.81
0.83
PRIJ.L
LCJP.L

Dividends

PRIJ.L vs. LCJP.L - Dividend Comparison

PRIJ.L's dividend yield for the trailing twelve months is around 0.02%, while LCJP.L has not paid dividends to shareholders.


TTM20232022202120202019
PRIJ.L
Amundi Prime Japan UCITS ETF DR (D)
0.02%0.02%0.02%0.02%0.02%0.02%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRIJ.L vs. LCJP.L - Drawdown Comparison

The maximum PRIJ.L drawdown since its inception was -24.45%, smaller than the maximum LCJP.L drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for PRIJ.L and LCJP.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-7.35%
-7.33%
PRIJ.L
LCJP.L

Volatility

PRIJ.L vs. LCJP.L - Volatility Comparison

Amundi Prime Japan UCITS ETF DR (D) (PRIJ.L) and Amundi MSCI Japan UCITS ETF Acc (LCJP.L) have volatilities of 4.14% and 4.18%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.14%
4.18%
PRIJ.L
LCJP.L