DSW.L vs. JABLX
Compare and contrast key facts about DSW Capital plc (DSW.L) and Janus Henderson VIT Balanced Portfolio (JABLX).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSW.L or JABLX.
Key characteristics
| DSW.L | JABLX | |
|---|---|---|
| YTD Return | -2.91% | 6.69% |
| 1Y Return | -18.62% | 16.01% |
| Sharpe Ratio | -0.56 | 1.92 |
| Daily Std Dev | 44.98% | 8.41% |
| Max Drawdown | -62.76% | -27.07% |
| Current Drawdown | -60.24% | -0.37% |
Correlation
The correlation between DSW.L and JABLX is 0.22, 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.
Performance
DSW.L vs. JABLX - Performance Comparison
In the year-to-date period, DSW.L achieves a -2.91% return, which is significantly lower than JABLX's 6.69% 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
DSW.L vs. JABLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DSW Capital plc (DSW.L) and Janus Henderson VIT Balanced Portfolio (JABLX). 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
DSW.L vs. JABLX - Dividend Comparison
DSW.L's dividend yield for the trailing twelve months is around 0.06%, less than JABLX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSW.L DSW Capital plc | 0.06% | 0.06% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JABLX Janus Henderson VIT Balanced Portfolio | 1.88% | 2.01% | 4.78% | 1.58% | 3.63% | 4.43% | 2.36% | 1.71% | 3.64% | 5.22% | 4.36% | 7.07% |
Drawdowns
DSW.L vs. JABLX - Drawdown Comparison
The maximum DSW.L drawdown since its inception was -62.76%, which is greater than JABLX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for DSW.L and JABLX. For additional features, visit the drawdowns tool.
Volatility
DSW.L vs. JABLX - Volatility Comparison
The current volatility for DSW Capital plc (DSW.L) is 1.53%, while Janus Henderson VIT Balanced Portfolio (JABLX) has a volatility of 2.49%. This indicates that DSW.L experiences smaller price fluctuations and is considered to be less risky than JABLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.