ATST.L vs. JGGI.L
Compare and contrast key facts about Alliance Trust plc (ATST.L) and JP Morgan Global Growth & Income plc (JGGI.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATST.L or JGGI.L.
Key characteristics
| ATST.L | JGGI.L | |
|---|---|---|
| YTD Return | 15.18% | 20.72% |
| 1Y Return | 21.80% | 24.97% |
| 3Y Return (Ann) | 8.08% | 12.31% |
| 5Y Return (Ann) | 11.48% | 15.20% |
| 10Y Return (Ann) | 12.48% | 13.10% |
| Sharpe Ratio | 1.81 | 1.88 |
| Sortino Ratio | 2.46 | 2.65 |
| Omega Ratio | 1.33 | 1.34 |
| Calmar Ratio | 2.71 | 2.97 |
| Martin Ratio | 7.38 | 10.61 |
| Ulcer Index | 2.95% | 2.36% |
| Daily Std Dev | 12.01% | 13.33% |
| Max Drawdown | -41.44% | -54.88% |
| Current Drawdown | -0.63% | 0.00% |
Fundamentals
| ATST.L | JGGI.L | |
|---|---|---|
| Market Cap | £3.41B | £2.95B |
| EPS | £2.12 | £1.29 |
| PE Ratio | 5.73 | 4.57 |
| Total Revenue (TTM) | £652.76M | £486.70M |
| Gross Profit (TTM) | £635.13M | £478.89M |
| EBITDA (TTM) | £295.69M | £374.60M |
Correlation
The correlation between ATST.L and JGGI.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ATST.L vs. JGGI.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.18% return, which is significantly lower than JGGI.L's 20.72% return. Both investments have delivered pretty close results over the past 10 years, with ATST.L having a 12.48% annualized return and JGGI.L not far ahead at 13.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATST.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) and JP Morgan Global Growth & Income plc (JGGI.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.
Dividends
ATST.L vs. JGGI.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.06%, less than JGGI.L's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.06% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
JGGI.L JP Morgan Global Growth & Income plc | 3.30% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
ATST.L vs. JGGI.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for ATST.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. JGGI.L - Volatility Comparison
The current volatility for Alliance Trust plc (ATST.L) is 3.56%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 3.90%. This indicates that ATST.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ATST.L vs. JGGI.L - Financials Comparison
This section allows you to compare key financial metrics between Alliance Trust plc and JP Morgan Global Growth & Income plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities