^N225 vs. ^GSPC
Compare and contrast key facts about Nikkei 225 (^N225) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^N225 or ^GSPC.
Correlation
The correlation between ^N225 and ^GSPC is 0.05, 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.
Performance
^N225 vs. ^GSPC - Performance Comparison
Key characteristics
^N225:
-0.07
^GSPC:
0.48
^N225:
0.16
^GSPC:
0.80
^N225:
1.03
^GSPC:
1.12
^N225:
-0.03
^GSPC:
0.49
^N225:
-0.08
^GSPC:
1.90
^N225:
9.84%
^GSPC:
4.90%
^N225:
29.83%
^GSPC:
19.37%
^N225:
-81.87%
^GSPC:
-56.78%
^N225:
-11.62%
^GSPC:
-7.82%
Returns By Period
In the year-to-date period, ^N225 achieves a -6.46% return, which is significantly lower than ^GSPC's -3.70% return. Over the past 10 years, ^N225 has underperformed ^GSPC with an annualized return of 6.75%, while ^GSPC has yielded a comparatively higher 10.43% annualized return.
^N225
-6.46%
13.04%
-5.24%
-2.32%
13.40%
6.75%
^GSPC
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
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Risk-Adjusted Performance
^N225 vs. ^GSPC — Risk-Adjusted Performance Rank
^N225
^GSPC
^N225 vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nikkei 225 (^N225) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^N225 drawdown since its inception was -81.87%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^N225 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^N225 vs. ^GSPC - Volatility Comparison
The current volatility for Nikkei 225 (^N225) is 3.63%, while S&P 500 (^GSPC) has a volatility of 5.62%. This indicates that ^N225 experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.