AIE.L vs. JII.L

In the year-to-date period, AIE.L achieves a -7.83% return, which is significantly lower than JII.L's 2.49% return.

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This table presents a comparison of risk-adjusted performance metrics for Ashoka India Equity Investment Trust plc (AIE.L) and JPMorgan Indian Inv Trust (JII.L). 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 AIE.L Sharpe Ratio is -0.04, which is lower than the JII.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of AIE.L and JII.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither AIE.L nor JII.L has paid dividends to shareholders.

The maximum AIE.L drawdown since its inception was -41.42%, smaller than the maximum JII.L drawdown of -71.89%. Use the drawdown chart below to compare losses from any high point for AIE.L and JII.L.

The current volatility for Ashoka India Equity Investment Trust plc (AIE.L) is 4.59%, while JPMorgan Indian Inv Trust (JII.L) has a volatility of 7.39%. This indicates that AIE.L experiences smaller price fluctuations and is considered to be less risky than JII.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Ashoka India Equity Investment Trust plc and JPMorgan Indian Inv Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.