CWK vs. JLL

Last updated Apr 1, 2026

Compare and contrast key facts about Cushman & Wakefield plc (CWK) and Jones Lang LaSalle Incorporated (JLL).

Performance

CWK vs. JLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cushman & Wakefield plc (CWK) and Jones Lang LaSalle Incorporated (JLL). The values are adjusted to include any dividend payments, if applicable.

CWK vs. JLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CWK Cushman & Wakefield plc	-24.27%	23.78%	21.11%	-13.32%	-43.97%	49.97%	-27.45%	41.26%	-18.75%
JLL Jones Lang LaSalle Incorporated	-9.56%	32.92%	34.03%	18.51%	-40.83%	81.53%	-14.77%	38.32%	-24.12%

Fundamentals

Market Cap CWK : $2.91B JLL : $14.66B
EPS CWK : $0.38 JLL : $16.41
PE Ratio CWK : 32.68 JLL : 18.55
PEG Ratio CWK : 0.00 JLL : 0.78
PS Ratio CWK : 0.28 JLL : 0.56
PB Ratio CWK : 1.49 JLL : 1.95
Total Revenue (TTM) CWK : $10.29B JLL : $26.12B
Gross Profit (TTM) CWK : $1.25B JLL : $14.19B
EBITDA (TTM) CWK : $312.40M JLL : $1.52B

Returns By Period

In the year-to-date period, CWK achieves a -24.27% return, which is significantly lower than JLL's -9.56% return.

CWK

• 1D: 2.94%
• 1M: -8.58%
• YTD: -24.27%
• 6M: -22.99%
• 1Y: 19.96%
• 3Y*: 5.17%
• 5Y*: -5.77%
• 10Y*: —

JLL

• 1D: 2.46%
• 1M: -3.56%
• YTD: -9.56%
• 6M: 2.02%
• 1Y: 22.75%
• 3Y*: 27.89%
• 5Y*: 10.52%
• 10Y*: 10.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CWK vs. JLL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWK

CWK Risk / Return Rank: 56
CWK Sharpe Ratio Rank: 58
CWK Sortino Ratio Rank: 54
CWK Omega Ratio Rank: 53
CWK Calmar Ratio Rank: 57
CWK Martin Ratio Rank: 60

JLL

JLL Risk / Return Rank: 63
JLL Sharpe Ratio Rank: 65
JLL Sortino Ratio Rank: 58
JLL Omega Ratio Rank: 59
JLL Calmar Ratio Rank: 66
JLL Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	0.44	0.65	-0.21
Sortino ratio Return per unit of downside risk	0.90	1.06	-0.16
Omega ratio Gain probability vs. loss probability	1.12	1.15	-0.03
Calmar ratio Return relative to maximum drawdown	0.65	1.09	-0.44
Martin ratio Return relative to average drawdown	1.69	2.90	-1.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CWK vs. JLL - Sharpe Ratio Comparison

The current CWK Sharpe Ratio is 0.44, which is lower than the JLL Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CWK and JLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CWK	JLL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	0.65	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.30	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.21	-0.31

Correlation

The correlation between CWK and JLL is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CWK vs. JLL - Dividend Comparison

Neither CWK nor JLL has paid dividends to shareholders.

	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%

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.

Drawdown Indicators

	CWK	JLL	Difference
Max Drawdown Largest 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 (5Y) Largest decline over 5 years	-71.84%	-55.54%	-16.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.54%	—
Current Drawdown Current decline from peak	-46.97%	-15.15%	-31.82%
Average Drawdown Average peak-to-trough decline	-32.67%	-31.04%	-1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.03%	8.20%	+3.83%

Volatility

CWK vs. JLL - Volatility Comparison

Cushman & Wakefield plc (CWK) has a higher volatility of 10.07% compared to Jones Lang LaSalle Incorporated (JLL) at 7.61%. 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.

Volatility by Period

	CWK	JLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.07%	7.61%	+2.46%
Volatility (6M) Calculated over the trailing 6-month period	33.49%	26.90%	+6.59%
Volatility (1Y) Calculated over the trailing 1-year period	45.88%	35.29%	+10.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.29%	34.72%	+7.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.37%	36.34%	+11.03%

Financials

CWK vs. JLL - Profitability Comparison

The chart below illustrates the profitability comparison between Cushman & Wakefield plc and Jones Lang LaSalle Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Cushman & Wakefield plc reported a gross profit of 0.00 and revenue of 2.91B. 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 Apr 2026, Jones Lang LaSalle Incorporated reported a gross profit of 4.83B and revenue of 7.61B. Therefore, the gross margin over that period was 63.4%.

CWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Cushman & Wakefield plc reported an operating income of 176.90M and revenue of 2.91B, resulting in an operating margin of 6.1%.

JLL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Jones Lang LaSalle Incorporated reported an operating income of 506.90M and revenue of 7.61B, resulting in an operating margin of 6.7%.

CWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Cushman & Wakefield plc reported a net income of -22.40M and revenue of 2.91B, resulting in a net margin of -0.8%.

JLL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Jones Lang LaSalle Incorporated reported a net income of 401.70M and revenue of 7.61B, resulting in a net margin of 5.3%.