ATT.L vs. JAM.L
Compare and contrast key facts about Allianz Technology Trust plc (ATT.L) and JPMorgan American Investment Trust (JAM.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATT.L or JAM.L.
Key characteristics
| ATT.L | JAM.L | |
|---|---|---|
| YTD Return | 25.04% | 23.96% |
| 1Y Return | 41.87% | 35.30% |
| 3Y Return (Ann) | 2.39% | 13.05% |
| 5Y Return (Ann) | 19.05% | 18.60% |
| 10Y Return (Ann) | 21.27% | 15.83% |
| Sharpe Ratio | 1.35 | 2.31 |
| Sortino Ratio | 1.92 | 3.25 |
| Omega Ratio | 1.26 | 1.43 |
| Calmar Ratio | 1.60 | 4.48 |
| Martin Ratio | 4.77 | 14.52 |
| Ulcer Index | 8.89% | 2.37% |
| Daily Std Dev | 31.23% | 14.85% |
| Max Drawdown | -45.95% | -58.93% |
| Current Drawdown | -7.55% | 0.00% |
Fundamentals
| ATT.L | JAM.L | |
|---|---|---|
| Market Cap | £1.46B | £1.92B |
| EPS | £1.32 | £2.32 |
| PE Ratio | 2.89 | 4.61 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | £520.73M | £434.59M |
| Gross Profit (TTM) | £512.82M | £429.89M |
| EBITDA (TTM) | £511.67M | £299.53M |
Correlation
The correlation between ATT.L and JAM.L is 0.64, 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
ATT.L vs. JAM.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with ATT.L having a 25.04% return and JAM.L slightly lower at 23.96%. Over the past 10 years, ATT.L has outperformed JAM.L with an annualized return of 21.27%, while JAM.L has yielded a comparatively lower 15.83% annualized return. 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
ATT.L vs. JAM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz Technology Trust plc (ATT.L) and JPMorgan American Investment Trust (JAM.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
ATT.L vs. JAM.L - Dividend Comparison
ATT.L has not paid dividends to shareholders, while JAM.L's dividend yield for the trailing twelve months is around 0.76%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATT.L Allianz Technology Trust plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JAM.L JPMorgan American Investment Trust | 0.76% | 0.84% | 1.02% | 0.88% | 1.13% | 1.35% | 1.44% | 1.23% | 1.29% | 0.55% | 0.01% | 1.05% |
Drawdowns
ATT.L vs. JAM.L - Drawdown Comparison
The maximum ATT.L drawdown since its inception was -45.95%, smaller than the maximum JAM.L drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for ATT.L and JAM.L. For additional features, visit the drawdowns tool.
Volatility
ATT.L vs. JAM.L - Volatility Comparison
Allianz Technology Trust plc (ATT.L) has a higher volatility of 6.85% compared to JPMorgan American Investment Trust (JAM.L) at 5.46%. This indicates that ATT.L's price experiences larger fluctuations and is considered to be riskier than JAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ATT.L vs. JAM.L - Financials Comparison
This section allows you to compare key financial metrics between Allianz Technology Trust plc and JPMorgan American Investment 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.
Total Revenue: Total amount of money received from sales and other business activities