VNP.TO vs. ZJPN.TO
VNP.TO (5N Plus Inc.) is a stock, while ZJPN.TO (BMO Japan Index ETF) is Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap Index. Over the past 3 years, VNP.TO returned 136.13%/yr vs 19.11%/yr for ZJPN.TO. At a 0.22 correlation, their price movements are largely independent.
Performance
VNP.TO vs. ZJPN.TO - Performance Comparison
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Returns By Period
In the year-to-date period, VNP.TO achieves a 142.21% return, which is significantly higher than ZJPN.TO's 16.83% return.
VNP.TO
- 1D
- -4.37%
- 1M
- 21.11%
- YTD
- 142.21%
- 6M
- 122.27%
- 1Y
- 431.85%
- 3Y*
- 136.13%
- 5Y*
- 69.47%
- 10Y*
- 34.90%
ZJPN.TO
- 1D
- 0.94%
- 1M
- 8.50%
- YTD
- 16.83%
- 6M
- 16.80%
- 1Y
- 31.72%
- 3Y*
- 19.11%
- 5Y*
- —
- 10Y*
- —
VNP.TO vs. ZJPN.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VNP.TO 5N Plus Inc. | 142.21% | 140.11% | 95.24% | 29.90% | 30.49% |
ZJPN.TO BMO Japan Index ETF | 16.83% | 19.62% | 16.50% | 16.10% | -2.46% |
Correlation
The correlation between VNP.TO and ZJPN.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.22 |
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Return for Risk
VNP.TO vs. ZJPN.TO — Risk / Return Rank
VNP.TO
ZJPN.TO
VNP.TO vs. ZJPN.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 5N Plus Inc. (VNP.TO) and BMO Japan Index ETF (ZJPN.TO). 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.
| VNP.TO | ZJPN.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.31 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 22.72 | 2.51 | +20.21 |
| Martin ratioReturn relative to average drawdown | 68.28 | 8.78 | +59.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNP.TO | ZJPN.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.95 | 1.67 | +6.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.89 | -0.68 |
Drawdowns
VNP.TO vs. ZJPN.TO - Drawdown Comparison
The maximum VNP.TO drawdown since its inception was -92.70%, which is greater than ZJPN.TO's maximum drawdown of -17.03%. Use the drawdown chart below to compare losses from any high point for VNP.TO and ZJPN.TO.
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Drawdown Indicators
| VNP.TO | ZJPN.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.70% | -17.03% | -75.67% |
Max Drawdown (1Y)Largest decline over 1 year | -19.17% | -12.72% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -43.71% | -14.45% | -29.26% |
Max Drawdown (5Y)Largest decline over 5 years | -66.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.45% | — | — |
Current DrawdownCurrent decline from peak | -9.93% | 0.00% | -9.93% |
Average DrawdownAverage peak-to-trough decline | -66.93% | -4.36% | -62.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 3.63% | +2.73% |
Volatility
VNP.TO vs. ZJPN.TO - Volatility Comparison
5N Plus Inc. (VNP.TO) has a higher volatility of 16.49% compared to BMO Japan Index ETF (ZJPN.TO) at 4.75%. This indicates that VNP.TO's price experiences larger fluctuations and is considered to be riskier than ZJPN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNP.TO | ZJPN.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 4.75% | +11.74% |
Volatility (6M)Calculated over the trailing 6-month period | 41.04% | 14.75% | +26.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.74% | 19.10% | +35.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.89% | 17.03% | +35.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.47% | 17.03% | +33.44% |
Dividends
VNP.TO vs. ZJPN.TO - Dividend Comparison
VNP.TO has not paid dividends to shareholders, while ZJPN.TO's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
VNP.TO 5N Plus Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZJPN.TO BMO Japan Index ETF | 1.18% | 1.45% | 1.79% | 2.05% | 1.97% |
Frequently Asked Questions
VNP.TO and ZJPN.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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