AMRC vs. JLGMX
AMRC (Ameresco, Inc.) is a stock, while JLGMX (JPMorgan Large Cap Growth Fund Class R6) is Large Cap Growth Equities fund actively managed by JPMorgan. Over the past 10 years, AMRC returned 19.06%/yr vs 18.93%/yr for JLGMX. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
AMRC vs. JLGMX - Performance Comparison
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Returns By Period
In the year-to-date period, AMRC achieves a -4.61% return, which is significantly lower than JLGMX's 0.66% return. Both investments have delivered pretty close results over the past 10 years, with AMRC having a 19.06% annualized return and JLGMX not far behind at 18.93%.
AMRC
- 1D
- 22.92%
- 1M
- 10.00%
- 6M
- -11.13%
- YTD
- -4.61%
- 1Y
- 67.31%
- 3Y*
- -17.65%
- 5Y*
- -15.60%
- 10Y*
- 19.06%
- ALL TIME*
- 11.16%
JLGMX
- 1D
- 1.77%
- 1M
- -2.06%
- 6M
- 2.51%
- YTD
- 0.66%
- 1Y
- 5.29%
- 3Y*
- 19.34%
- 5Y*
- 10.50%
- 10Y*
- 18.93%
- ALL TIME*
- 16.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMRC Ameresco, Inc. | $19.72M | $15.26M | $17.95M |
| $0.00 | $0.00 | $0.00 |
AMRC vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMRC Ameresco, Inc. | -4.61% | 24.74% | -25.86% | -44.57% | -29.84% | 55.90% | 198.51% | 24.11% | 63.95% | 56.36% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.66% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Correlation
The correlation between AMRC and JLGMX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.41 |
The correlation between AMRC and JLGMX shifts across timeframes, from 0.36 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMRC vs. JLGMX — Risk / Return Rank
AMRC
JLGMX
AMRC vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameresco, Inc. (AMRC) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMRC | JLGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.45 | +0.74 |
| Martin ratioReturn relative to average drawdown | 2.33 | 1.19 | +1.13 |
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Drawdowns
AMRC vs. JLGMX - Drawdown Comparison
The maximum AMRC drawdown since its inception was -91.12%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for AMRC and JLGMX.
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Drawdown Indicators
| AMRC | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -31.82% | -59.30% |
Max Drawdown (1Y)Largest decline over 1 year | -57.18% | -16.73% | -40.45% |
Max Drawdown (3Y)Largest decline over 3 years | -83.18% | -21.47% | -61.71% |
Max Drawdown (5Y)Largest decline over 5 years | -91.12% | -31.13% | -59.99% |
Max Drawdown (10Y)Largest decline over 10 years | -91.12% | -31.82% | -59.30% |
Current DrawdownCurrent decline from peak | -71.34% | -6.76% | -64.58% |
Average DrawdownAverage peak-to-trough decline | -42.98% | -5.80% | -37.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.01% | 6.24% | +22.77% |
Volatility
AMRC vs. JLGMX - Volatility Comparison
Ameresco, Inc. (AMRC) has a higher volatility of 30.82% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 8.09%. This indicates that AMRC's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMRC | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.82% | 8.09% | +22.73% |
Volatility (6M)Calculated over the trailing 6-month period | 55.47% | 15.36% | +40.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.85% | 18.99% | +67.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.68% | 20.76% | +54.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.13% | 21.81% | +42.32% |
Dividends
AMRC vs. JLGMX - Dividend Comparison
AMRC has not paid dividends to shareholders, while JLGMX's dividend yield for the trailing twelve months is around 10.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMRC Ameresco, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 10.97% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Frequently Asked Questions
AMRC and JLGMX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMRC has higher volatility (30.82%) compared to JLGMX (8.09%). In terms of maximum drawdown, AMRC dropped -91.12% vs JLGMX's -31.82%.
AMRC currently has the higher Sharpe Ratio (0.78 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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