^N225 vs. EWJ

In the year-to-date period, ^N225 achieves a -5.35% return, which is significantly lower than EWJ's 6.48% return. Over the past 10 years, ^N225 has outperformed EWJ with an annualized return of 6.86%, while EWJ has yielded a comparatively lower 4.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and iShares MSCI Japan ETF (EWJ). 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.

The current ^N225 Sharpe Ratio is -0.06, which is lower than the EWJ Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ^N225 and EWJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^N225 drawdown since its inception was -81.87%, which is greater than EWJ's maximum drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for ^N225 and EWJ. For additional features, visit the drawdowns tool.

Nikkei 225 (^N225) and iShares MSCI Japan ETF (EWJ) have volatilities of 4.25% and 4.20%, 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.