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JD Sports Fashion plc (JD.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00BM8Q5M07
SectorConsumer Cyclical
IndustryApparel Retail

Highlights

Market Cap£6.23B
EPS£0.04
PE Ratio30.04
PEG Ratio0.89
Revenue (TTM)£10.49B
Gross Profit (TTM)£4.84B
EBITDA (TTM)£1.26B
Year Range£103.00 - £177.75
Target Price£170.46
Short %62.00%

Share Price Chart


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Compare to other instruments

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JD Sports Fashion plc

Popular comparisons: JD.L vs. RMS.PA, JD.L vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in JD Sports Fashion plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%December2024FebruaryMarchAprilMay
7,012.06%
369.65%
JD.L (JD Sports Fashion plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

JD Sports Fashion plc had a return of -32.42% year-to-date (YTD) and -30.37% in the last 12 months. Over the past 10 years, JD Sports Fashion plc had an annualized return of 21.63%, outperforming the S&P 500 benchmark which had an annualized return of 10.41%.


PeriodReturnBenchmark
Year-To-Date-32.42%6.17%
1 month-16.62%-2.72%
6 months-11.26%17.29%
1 year-30.37%23.80%
5 years (annualized)-1.71%11.47%
10 years (annualized)21.63%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-29.47%0.73%14.08%-14.05%
2023-14.83%23.18%5.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JD.L is 16, indicating that it is in the bottom 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JD.L is 1616
JD Sports Fashion plc(JD.L)
The Sharpe Ratio Rank of JD.L is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of JD.L is 1919Sortino Ratio Rank
The Omega Ratio Rank of JD.L is 1818Omega Ratio Rank
The Calmar Ratio Rank of JD.L is 1717Calmar Ratio Rank
The Martin Ratio Rank of JD.L is 1313Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JD Sports Fashion plc (JD.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JD.L
Sharpe ratio
The chart of Sharpe ratio for JD.L, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.004.00-0.66
Sortino ratio
The chart of Sortino ratio for JD.L, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.006.00-0.72
Omega ratio
The chart of Omega ratio for JD.L, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for JD.L, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for JD.L, currently valued at -1.30, compared to the broader market-10.000.0010.0020.0030.00-1.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market-10.000.0010.0020.0030.007.61

Sharpe Ratio

The current JD Sports Fashion plc Sharpe ratio is -0.66. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JD Sports Fashion plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
-0.66
1.59
JD.L (JD Sports Fashion plc)
Benchmark (^GSPC)

Dividends

Dividend History

JD Sports Fashion plc granted a 0.01% dividend yield in the last twelve months. The annual payout for that period amounted to £0.01 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.01£0.01£0.00£0.01£0.00£0.02£0.02£0.02£0.00£0.00£0.00£0.00

Dividend yield

0.01%0.01%0.00%0.01%0.00%0.01%0.02%0.02%0.00%0.01%0.01%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for JD Sports Fashion plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024£0.00£0.00£0.00£0.00
2023£0.00£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2021£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00
2020£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2019£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00
2018£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00
2017£0.00£0.00£0.00£0.00£0.00£0.01£0.00£0.00£0.00£0.00£0.00£0.00
2016£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2015£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2014£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00
2013£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.0%
JD Sports Fashion plc has a dividend yield of 0.01%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%20.9%
JD Sports Fashion plc has a payout ratio of 20.89%, which is quite average when compared to the overall market. This suggests that JD Sports Fashion plc strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-51.57%
-3.53%
JD.L (JD Sports Fashion plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JD Sports Fashion plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JD Sports Fashion plc was 86.91%, occurring on Dec 4, 1998. Recovery took 506 trading sessions.

The current JD Sports Fashion plc drawdown is 51.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.91%Mar 20, 1997403Dec 4, 1998506Feb 16, 2001909
-69.31%May 29, 2007379Dec 17, 2008167Sep 18, 2009546
-66.73%Feb 13, 202025Mar 18, 2020205Jan 11, 2021230
-61.77%Nov 19, 2021224Oct 12, 2022
-60.51%Jun 10, 2002192Apr 16, 2003713Aug 22, 2006905

Volatility

Volatility Chart

The current JD Sports Fashion plc volatility is 10.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
10.05%
4.79%
JD.L (JD Sports Fashion plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of JD Sports Fashion plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items