DSW.L vs. JABLX

Last updated Jun 5, 2026

DSW.L (DSW Capital plc) is a stock, while JABLX (Janus Henderson VIT Balanced Portfolio) is Diversified Portfolio fund managed by Janus Henderson. Over the past 3 years, DSW.L returned -6.65%/yr vs 11.23%/yr for JABLX. At a 0.03 correlation, their price movements are largely independent.

Performance

DSW.L vs. JABLX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in DSW Capital plc (DSW.L) and Janus Henderson VIT Balanced Portfolio (JABLX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DSW.L is traded in GBp, while JABLX is traded in USD. To make them comparable, the JABLX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DSW.L achieves a -36.09% return, which is significantly lower than JABLX's 4.09% return.

DSW.L

• 1D: 4.68%
• 1M: -5.56%
• YTD: -36.09%
• 6M: -18.17%
• 1Y: -21.25%
• 3Y*: -6.65%
• 5Y*: —
• 10Y*: —

JABLX

• 1D: 0.28%
• 1M: 2.48%
• YTD: 4.09%
• 6M: 3.07%
• 1Y: 15.97%
• 3Y*: 11.23%
• 5Y*: 9.11%
• 10Y*: 11.31%

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

DSW.L vs. JABLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DSW.L DSW Capital plc	-36.09%	8.06%	29.73%	-53.23%	-1.82%	9.17%
JABLX Janus Henderson VIT Balanced Portfolio	4.09%	6.93%	17.44%	9.64%	-6.41%	-0.24%

Correlation

The correlation between DSW.L and JABLX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Dec 17, 2021	0.03

Return for Risk

DSW.L vs. JABLX — Risk / Return Rank

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

DSW.L

DSW.L Risk / Return Rank: 20
DSW.L Sharpe Ratio Rank: 21
DSW.L Sortino Ratio Rank: 22
DSW.L Omega Ratio Rank: 19
DSW.L Calmar Ratio Rank: 23
DSW.L Martin Ratio Rank: 17

JABLX

JABLX Risk / Return Rank: 34
JABLX Sharpe Ratio Rank: 36
JABLX Sortino Ratio Rank: 36
JABLX Omega Ratio Rank: 36
JABLX Calmar Ratio Rank: 26
JABLX Martin Ratio Rank: 36

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.

DSW.L vs. JABLX - Risk-Adjusted Trends 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.

	DSW.L	JABLX	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	1.75	-2.22
Sortino ratio: Return per unit of downside risk	-0.38	2.40	-2.78
Omega ratio: Gain probability vs. loss probability	0.93	1.32	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.53	1.96	-2.49
Martin ratio: Return relative to average drawdown	-1.14	6.12	-7.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSW.L vs. JABLX - Sharpe Ratio Comparison

The current DSW.L Sharpe Ratio is -0.47, which is lower than the JABLX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of DSW.L and JABLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DSW.L	JABLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	1.75	-2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.42	0.92	-1.34

Drawdowns

DSW.L vs. JABLX - Drawdown Comparison

The maximum DSW.L drawdown since its inception was -65.46%, which is greater than JABLX's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for DSW.L and JABLX.

Drawdown Indicators

	DSW.L	JABLX	Difference
Max Drawdown Largest peak-to-trough decline	-65.46%	-16.88%	-48.58%
Max Drawdown (1Y) Largest decline over 1 year	-42.86%	-8.01%	-34.85%
Max Drawdown (3Y) Largest decline over 3 years	-42.86%	-16.88%	-25.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-16.88%	—
Current Drawdown Current decline from peak	-63.31%	0.00%	-63.31%
Average Drawdown Average peak-to-trough decline	-42.97%	-2.89%	-40.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.29%	2.56%	+16.73%

Volatility

DSW.L vs. JABLX - Volatility Comparison

DSW Capital plc (DSW.L) has a higher volatility of 17.70% compared to Janus Henderson VIT Balanced Portfolio (JABLX) at 2.38%. This indicates that DSW.L's price experiences larger fluctuations and is considered to be riskier than JABLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSW.L	JABLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.70%	2.38%	+15.32%
Volatility (6M) Calculated over the trailing 6-month period	36.50%	6.59%	+29.91%
Volatility (1Y) Calculated over the trailing 1-year period	48.67%	8.96%	+39.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.83%	11.13%	+35.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.83%	12.45%	+34.38%

Dividends

DSW.L vs. JABLX - Dividend Comparison

DSW.L's dividend yield for the trailing twelve months is around 7.53%, more than JABLX's 4.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSW.L DSW Capital plc	7.53%	4.81%	2.69%	6.31%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JABLX Janus Henderson VIT Balanced Portfolio	4.97%	5.16%	2.02%	2.01%	4.78%	1.58%	3.14%	4.43%	5.22%	1.71%	3.64%	5.22%

Frequently Asked Questions

Can I hold both DSW.L and JABLX in my portfolio?

DSW.L and JABLX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.