^N225 vs. SCJ
Compare and contrast key facts about Nikkei 225 (^N225) and iShares MSCI Japan Small Cap ETF (SCJ).
SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^N225 or SCJ.
Performance
^N225 vs. SCJ - Performance Comparison
Returns By Period
In the year-to-date period, ^N225 achieves a 14.21% return, which is significantly higher than SCJ's 2.34% return. Over the past 10 years, ^N225 has outperformed SCJ with an annualized return of 8.39%, while SCJ has yielded a comparatively lower 5.48% annualized return.
^N225
14.21%
-1.95%
-1.46%
13.80%
10.68%
8.39%
SCJ
2.34%
-4.81%
1.18%
11.19%
1.20%
5.48%
Key characteristics
| ^N225 | SCJ | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.72 |
| Sortino Ratio | 1.09 | 1.07 |
| Omega Ratio | 1.18 | 1.13 |
| Calmar Ratio | 0.74 | 0.53 |
| Martin Ratio | 2.80 | 2.91 |
| Ulcer Index | 6.72% | 3.75% |
| Daily Std Dev | 26.18% | 15.22% |
| Max Drawdown | -81.87% | -43.52% |
| Current Drawdown | -9.48% | -11.71% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ^N225 and SCJ is 0.23, 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.
Risk-Adjusted Performance
^N225 vs. SCJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and iShares MSCI Japan Small Cap ETF (SCJ). 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.
Drawdowns
^N225 vs. SCJ - Drawdown Comparison
The maximum ^N225 drawdown since its inception was -81.87%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for ^N225 and SCJ. For additional features, visit the drawdowns tool.
Volatility
^N225 vs. SCJ - Volatility Comparison
Nikkei 225 (^N225) has a higher volatility of 7.24% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.53%. This indicates that ^N225's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.