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BMK.L vs. SJVN.NS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMK.L and SJVN.NS is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BMK.L vs. SJVN.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Benchmark Holdings plc (BMK.L) and SJVN Limited (SJVN.NS). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-65.39%
648.01%
BMK.L
SJVN.NS

Key characteristics

Sharpe Ratio

BMK.L:

-0.09

SJVN.NS:

0.29

Sortino Ratio

BMK.L:

0.16

SJVN.NS:

0.81

Omega Ratio

BMK.L:

1.02

SJVN.NS:

1.11

Calmar Ratio

BMK.L:

-0.05

SJVN.NS:

0.50

Martin Ratio

BMK.L:

-0.25

SJVN.NS:

1.00

Ulcer Index

BMK.L:

14.70%

SJVN.NS:

16.11%

Daily Std Dev

BMK.L:

39.59%

SJVN.NS:

55.51%

Max Drawdown

BMK.L:

-81.50%

SJVN.NS:

-42.15%

Current Drawdown

BMK.L:

-76.72%

SJVN.NS:

-27.11%

Fundamentals

Market Cap

BMK.L:

£245.92M

SJVN.NS:

₹457.66B

EPS

BMK.L:

-£0.06

SJVN.NS:

₹2.57

Total Revenue (TTM)

BMK.L:

£90.37M

SJVN.NS:

₹29.23B

Gross Profit (TTM)

BMK.L:

£25.89M

SJVN.NS:

₹21.05B

EBITDA (TTM)

BMK.L:

£10.55M

SJVN.NS:

₹24.21B

Returns By Period

In the year-to-date period, BMK.L achieves a -2.06% return, which is significantly lower than SJVN.NS's 24.41% return. Over the past 10 years, BMK.L has underperformed SJVN.NS with an annualized return of -10.50%, while SJVN.NS has yielded a comparatively higher 24.53% annualized return.


BMK.L

YTD

-2.06%

1M

-14.49%

6M

-19.64%

1Y

-3.61%

5Y*

-5.38%

10Y*

-10.50%

SJVN.NS

YTD

24.41%

1M

7.83%

6M

-15.04%

1Y

26.14%

5Y*

43.98%

10Y*

24.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BMK.L vs. SJVN.NS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Benchmark Holdings plc (BMK.L) and SJVN Limited (SJVN.NS). 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.


Sharpe ratio
The chart of Sharpe ratio for BMK.L, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.170.37
The chart of Sortino ratio for BMK.L, currently valued at 0.03, compared to the broader market-4.00-2.000.002.004.000.030.90
The chart of Omega ratio for BMK.L, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.13
The chart of Calmar ratio for BMK.L, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.60
The chart of Martin ratio for BMK.L, currently valued at -0.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.511.18
BMK.L
SJVN.NS

The current BMK.L Sharpe Ratio is -0.09, which is lower than the SJVN.NS Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of BMK.L and SJVN.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
0.37
BMK.L
SJVN.NS

Dividends

BMK.L vs. SJVN.NS - Dividend Comparison

BMK.L has not paid dividends to shareholders, while SJVN.NS's dividend yield for the trailing twelve months is around 1.61%.


TTM20232022202120202019201820172016201520142013
BMK.L
Benchmark Holdings 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%
SJVN.NS
SJVN Limited
1.61%1.95%4.96%7.18%8.85%8.45%8.22%8.11%3.67%3.30%3.99%4.49%

Drawdowns

BMK.L vs. SJVN.NS - Drawdown Comparison

The maximum BMK.L drawdown since its inception was -81.50%, which is greater than SJVN.NS's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for BMK.L and SJVN.NS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.24%
-28.32%
BMK.L
SJVN.NS

Volatility

BMK.L vs. SJVN.NS - Volatility Comparison

Benchmark Holdings plc (BMK.L) has a higher volatility of 10.99% compared to SJVN Limited (SJVN.NS) at 10.32%. This indicates that BMK.L's price experiences larger fluctuations and is considered to be riskier than SJVN.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.99%
10.32%
BMK.L
SJVN.NS

Financials

BMK.L vs. SJVN.NS - Financials Comparison

This section allows you to compare key financial metrics between Benchmark Holdings plc and SJVN Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BMK.L values in GBp, SJVN.NS values in INR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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