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TPXG.L vs. ^N225
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TPXG.L and ^N225 is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

TPXG.L vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-0.83%
-1.92%
TPXG.L
^N225

Key characteristics

Sharpe Ratio

TPXG.L:

0.29

^N225:

0.08

Sortino Ratio

TPXG.L:

0.49

^N225:

0.28

Omega Ratio

TPXG.L:

1.07

^N225:

1.04

Calmar Ratio

TPXG.L:

0.36

^N225:

0.08

Martin Ratio

TPXG.L:

1.04

^N225:

0.27

Ulcer Index

TPXG.L:

4.30%

^N225:

7.68%

Daily Std Dev

TPXG.L:

15.66%

^N225:

25.96%

Max Drawdown

TPXG.L:

-49.79%

^N225:

-81.87%

Current Drawdown

TPXG.L:

-1.45%

^N225:

-8.23%

Returns By Period

In the year-to-date period, TPXG.L achieves a 2.83% return, which is significantly higher than ^N225's -2.87% return.


TPXG.L

YTD

2.83%

1M

0.96%

6M

3.71%

1Y

5.47%

5Y*

6.66%

10Y*

N/A

^N225

YTD

-2.87%

1M

-0.71%

6M

1.41%

1Y

1.28%

5Y*

10.89%

10Y*

7.82%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TPXG.L vs. ^N225 — Risk-Adjusted Performance Rank

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

TPXG.L
The Risk-Adjusted Performance Rank of TPXG.L is 1414
Overall Rank
The Sharpe Ratio Rank of TPXG.L is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of TPXG.L is 1212
Sortino Ratio Rank
The Omega Ratio Rank of TPXG.L is 1313
Omega Ratio Rank
The Calmar Ratio Rank of TPXG.L is 1919
Calmar Ratio Rank
The Martin Ratio Rank of TPXG.L is 1414
Martin Ratio Rank

^N225
The Risk-Adjusted Performance Rank of ^N225 is 1212
Overall Rank
The Sharpe Ratio Rank of ^N225 is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 1212
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.

TPXG.L vs. ^N225 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Nikkei 225 (^N225). 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 TPXG.L, currently valued at 0.19, compared to the broader market0.002.004.000.19-0.07
The chart of Sortino ratio for TPXG.L, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.000.380.10
The chart of Omega ratio for TPXG.L, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.01
The chart of Calmar ratio for TPXG.L, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28-0.08
The chart of Martin ratio for TPXG.L, currently valued at 0.71, compared to the broader market0.0020.0040.0060.0080.00100.000.71-0.25
TPXG.L
^N225

The current TPXG.L Sharpe Ratio is 0.29, which is higher than the ^N225 Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of TPXG.L and ^N225, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.19
-0.07
TPXG.L
^N225

Drawdowns

TPXG.L vs. ^N225 - Drawdown Comparison

The maximum TPXG.L drawdown since its inception was -49.79%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for TPXG.L and ^N225. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.81%
-9.78%
TPXG.L
^N225

Volatility

TPXG.L vs. ^N225 - Volatility Comparison

The current volatility for Amundi Japan Topix UCITS ETF JPY (TPXG.L) is 4.02%, while Nikkei 225 (^N225) has a volatility of 5.04%. This indicates that TPXG.L experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.02%
5.04%
TPXG.L
^N225
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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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