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SVNDY vs. JPXGY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SVNDY and JPXGY is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SVNDY vs. JPXGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seven & i Holdings Co Ltd ADR (SVNDY) and Japan Exchange Group Inc ADR (JPXGY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
35.58%
-9.59%
SVNDY
JPXGY

Key characteristics

Sharpe Ratio

SVNDY:

0.33

JPXGY:

-0.43

Sortino Ratio

SVNDY:

1.01

JPXGY:

-0.41

Omega Ratio

SVNDY:

1.13

JPXGY:

0.95

Calmar Ratio

SVNDY:

0.48

JPXGY:

-0.50

Martin Ratio

SVNDY:

1.24

JPXGY:

-0.88

Ulcer Index

SVNDY:

11.92%

JPXGY:

14.49%

Daily Std Dev

SVNDY:

44.41%

JPXGY:

29.95%

Max Drawdown

SVNDY:

-40.94%

JPXGY:

-51.86%

Current Drawdown

SVNDY:

-9.67%

JPXGY:

-23.92%

Fundamentals

Market Cap

SVNDY:

$41.41B

JPXGY:

$10.98B

EPS

SVNDY:

$0.27

JPXGY:

$0.39

PE Ratio

SVNDY:

59.11

JPXGY:

27.05

PEG Ratio

SVNDY:

1.48

JPXGY:

15.51

Total Revenue (TTM)

SVNDY:

$8.93T

JPXGY:

$81.71B

Gross Profit (TTM)

SVNDY:

$2.37T

JPXGY:

$55.82B

EBITDA (TTM)

SVNDY:

$673.12B

JPXGY:

$53.01B

Returns By Period

In the year-to-date period, SVNDY achieves a 0.77% return, which is significantly higher than JPXGY's -6.32% return.


SVNDY

YTD

0.77%

1M

1.22%

6M

35.57%

1Y

13.63%

5Y*

6.75%

10Y*

5.19%

JPXGY

YTD

-6.32%

1M

-1.40%

6M

-9.60%

1Y

-14.40%

5Y*

5.50%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SVNDY vs. JPXGY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVNDY
The Risk-Adjusted Performance Rank of SVNDY is 5959
Overall Rank
The Sharpe Ratio Rank of SVNDY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SVNDY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SVNDY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SVNDY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SVNDY is 5959
Martin Ratio Rank

JPXGY
The Risk-Adjusted Performance Rank of JPXGY is 2222
Overall Rank
The Sharpe Ratio Rank of JPXGY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of JPXGY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of JPXGY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of JPXGY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of JPXGY is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVNDY vs. JPXGY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seven & i Holdings Co Ltd ADR (SVNDY) and Japan Exchange Group Inc ADR (JPXGY). 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.


Sharpe ratio
The chart of Sharpe ratio for SVNDY, currently valued at 0.33, compared to the broader market-2.000.002.004.000.33-0.43
The chart of Sortino ratio for SVNDY, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.006.001.01-0.41
The chart of Omega ratio for SVNDY, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.95
The chart of Calmar ratio for SVNDY, currently valued at 0.48, compared to the broader market0.002.004.006.000.48-0.50
The chart of Martin ratio for SVNDY, currently valued at 1.24, compared to the broader market-10.000.0010.0020.0030.001.24-0.88
SVNDY
JPXGY

The current SVNDY Sharpe Ratio is 0.33, which is higher than the JPXGY Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of SVNDY and JPXGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.33
-0.43
SVNDY
JPXGY

Dividends

SVNDY vs. JPXGY - Dividend Comparison

SVNDY has not paid dividends to shareholders, while JPXGY's dividend yield for the trailing twelve months is around 1.80%.


TTM20242023202220212020201920182017201620152014
SVNDY
Seven & i Holdings Co Ltd ADR
0.00%0.00%3.13%2.68%3.02%3.91%3.56%2.88%2.92%3.31%2.00%7.95%
JPXGY
Japan Exchange Group Inc ADR
1.80%1.69%2.24%3.84%2.80%2.06%3.45%3.90%2.57%3.10%1.07%0.00%

Drawdowns

SVNDY vs. JPXGY - Drawdown Comparison

The maximum SVNDY drawdown since its inception was -40.94%, smaller than the maximum JPXGY drawdown of -51.86%. Use the drawdown chart below to compare losses from any high point for SVNDY and JPXGY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.67%
-23.92%
SVNDY
JPXGY

Volatility

SVNDY vs. JPXGY - Volatility Comparison

Seven & i Holdings Co Ltd ADR (SVNDY) and Japan Exchange Group Inc ADR (JPXGY) have volatilities of 6.12% and 6.38%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
6.12%
6.38%
SVNDY
JPXGY

Financials

SVNDY vs. JPXGY - Financials Comparison

This section allows you to compare key financial metrics between Seven & i Holdings Co Ltd ADR and Japan Exchange Group Inc ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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