PortfoliosLab logoPortfoliosLab logo
AMDI.L vs. JEGA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMDI.L vs. JEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares AMD Options ETP (AMDI.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AMDI.L vs. JEGA.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AMDI.L achieves a -21.20% return, which is significantly lower than JEGA.L's -0.36% return.


AMDI.L

1D
-0.99%
1M
-3.57%
YTD
-21.20%
6M
-21.49%
1Y
3Y*
5Y*
10Y*

JEGA.L

1D
0.37%
1M
-5.66%
YTD
-0.36%
6M
1.96%
1Y
3.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMDI.L vs. JEGA.L - Expense Ratio Comparison

AMDI.L has a 0.55% expense ratio, which is higher than JEGA.L's 0.35% expense ratio.


Return for Risk

AMDI.L vs. JEGA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMDI.L

JEGA.L
JEGA.L Risk / Return Rank: 1919
Overall Rank
JEGA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMDI.L vs. JEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares AMD Options ETP (AMDI.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMDI.L vs. JEGA.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


AMDI.LJEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.96

-1.24

Correlation

The correlation between AMDI.L and JEGA.L is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AMDI.L vs. JEGA.L - Dividend Comparison

AMDI.L's dividend yield for the trailing twelve months is around 0.38%, while JEGA.L has not paid dividends to shareholders.


Drawdowns

AMDI.L vs. JEGA.L - Drawdown Comparison

The maximum AMDI.L drawdown since its inception was -45.70%, which is greater than JEGA.L's maximum drawdown of -7.93%. Use the drawdown chart below to compare losses from any high point for AMDI.L and JEGA.L.


Loading graphics...

Drawdown Indicators


AMDI.LJEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.70%

-7.93%

-37.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

Current Drawdown

Current decline from peak

-42.50%

-5.66%

-36.84%

Average Drawdown

Average peak-to-trough decline

-18.66%

-1.20%

-17.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

AMDI.L vs. JEGA.L - Volatility Comparison


Loading graphics...

Volatility by Period


AMDI.LJEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

50.98%

11.15%

+39.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.98%

9.54%

+41.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.98%

9.54%

+41.44%