CWK vs. JLL
CWK (Cushman & Wakefield plc) and JLL (Jones Lang LaSalle Incorporated) are both stocks. Both operate in the Real Estate - Services industry within the Real Estate sector. Over the past 5 years, CWK returned -6.90%/yr vs 7.39%/yr for JLL. A 0.76 correlation means they provide meaningful diversification when combined.
Performance
CWK vs. JLL - Performance Comparison
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Returns By Period
In the year-to-date period, CWK achieves a -21.80% return, which is significantly lower than JLL's -14.03% return.
CWK
- 1D
- -3.51%
- 1M
- -8.59%
- YTD
- -21.80%
- 6M
- -22.43%
- 1Y
- 25.84%
- 3Y*
- 14.02%
- 5Y*
- -6.90%
- 10Y*
- —
JLL
- 1D
- -2.28%
- 1M
- -8.13%
- YTD
- -14.03%
- 6M
- -12.24%
- 1Y
- 28.60%
- 3Y*
- 25.04%
- 5Y*
- 7.39%
- 10Y*
- 9.60%
CWK vs. JLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CWK Cushman & Wakefield plc | -21.80% | 23.78% | 21.11% | -13.32% | -43.97% | 49.97% | -27.45% | 41.26% | -18.75% |
JLL Jones Lang LaSalle Incorporated | -14.03% | 32.92% | 34.03% | 18.51% | -40.83% | 81.53% | -14.77% | 38.32% | -24.12% |
Correlation
The correlation between CWK and JLL is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.76 |
The correlation between CWK and JLL has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
Fundamentals
CWK:
$2.98B
JLL:
$13.83B
CWK:
$0.31
JLL:
$18.60
CWK:
40.40
JLL:
15.55
CWK:
0.00
JLL:
0.65
CWK:
0.28
JLL:
0.52
CWK:
1.53
JLL:
1.89
CWK:
$10.54B
JLL:
$26.76B
CWK:
$1.39B
JLL:
$14.76B
CWK:
$309.80M
JLL:
$1.33B
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Return for Risk
CWK vs. JLL — Risk / Return Rank
CWK
JLL
CWK vs. JLL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cushman & Wakefield plc (CWK) and Jones Lang LaSalle Incorporated (JLL). 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.
| CWK | JLL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.31 | -0.49 |
| Martin ratioReturn relative to average drawdown | 1.83 | 3.30 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWK | JLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.86 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.21 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.21 | -0.30 |
Drawdowns
CWK vs. JLL - Drawdown Comparison
The maximum CWK drawdown since its inception was -71.84%, smaller than the maximum JLL drawdown of -85.92%. Use the drawdown chart below to compare losses from any high point for CWK and JLL.
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Drawdown Indicators
| CWK | JLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.84% | -85.92% | +14.08% |
Max Drawdown (1Y)Largest decline over 1 year | -31.40% | -21.89% | -9.51% |
Max Drawdown (3Y)Largest decline over 3 years | -48.97% | -30.59% | -18.38% |
Max Drawdown (5Y)Largest decline over 5 years | -71.84% | -55.54% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.54% | — |
Current DrawdownCurrent decline from peak | -45.24% | -19.35% | -25.89% |
Average DrawdownAverage peak-to-trough decline | -32.87% | -30.93% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.12% | 8.68% | +5.44% |
Volatility
CWK vs. JLL - Volatility Comparison
Cushman & Wakefield plc (CWK) has a higher volatility of 11.64% compared to Jones Lang LaSalle Incorporated (JLL) at 10.24%. This indicates that CWK's price experiences larger fluctuations and is considered to be riskier than JLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CWK | JLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.64% | 10.24% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 34.23% | 27.84% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.77% | 33.51% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.50% | 35.05% | +7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.20% | 36.37% | +10.83% |
Dividends
CWK vs. JLL - Dividend Comparison
Neither CWK nor JLL has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWK Cushman & Wakefield 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% |
JLL Jones Lang LaSalle Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.49% | 0.65% | 0.48% | 0.63% | 0.35% |
Financials
CWK vs. JLL - Financials Comparison
This section allows you to compare key financial metrics between Cushman & Wakefield plc and Jones Lang LaSalle Incorporated. 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
CWK vs. JLL - Profitability Comparison
CWK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cushman & Wakefield plc reported a gross profit of 0.00 and revenue of 2.54B. Therefore, the gross margin over that period was 0.0%.
JLL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jones Lang LaSalle Incorporated reported a gross profit of 3.45B and revenue of 6.39B. Therefore, the gross margin over that period was 54.0%.
CWK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cushman & Wakefield plc reported an operating income of 58.70M and revenue of 2.54B, resulting in an operating margin of 2.3%.
JLL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jones Lang LaSalle Incorporated reported an operating income of 204.60M and revenue of 6.39B, resulting in an operating margin of 3.2%.
CWK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cushman & Wakefield plc reported a net income of -12.60M and revenue of 2.54B, resulting in a net margin of -0.5%.
JLL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jones Lang LaSalle Incorporated reported a net income of 159.00M and revenue of 6.39B, resulting in a net margin of 2.5%.
Frequently Asked Questions
CWK and JLL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWK has higher volatility (11.64%) compared to JLL (10.24%). In terms of maximum drawdown, CWK dropped -71.84% vs JLL's -85.92%.
JLL currently has the higher Sharpe Ratio (0.86 vs 0.61), 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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