EDIN.L vs. JGGI.L
Compare and contrast key facts about Edinburgh Investment Trust (EDIN.L) and JP Morgan Global Growth & Income plc (JGGI.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDIN.L or JGGI.L.
Key characteristics
| EDIN.L | JGGI.L | |
|---|---|---|
| YTD Return | 9.39% | 20.72% |
| 1Y Return | 14.05% | 24.97% |
| 3Y Return (Ann) | 9.00% | 12.31% |
| 5Y Return (Ann) | 8.63% | 15.20% |
| 10Y Return (Ann) | 5.13% | 13.10% |
| Sharpe Ratio | 1.20 | 1.88 |
| Sortino Ratio | 1.74 | 2.65 |
| Omega Ratio | 1.21 | 1.34 |
| Calmar Ratio | 1.91 | 2.97 |
| Martin Ratio | 5.07 | 10.61 |
| Ulcer Index | 2.60% | 2.36% |
| Daily Std Dev | 11.07% | 13.33% |
| Max Drawdown | -58.64% | -54.88% |
| Current Drawdown | -6.80% | 0.00% |
Fundamentals
| EDIN.L | JGGI.L | |
|---|---|---|
| Market Cap | £1.07B | £2.95B |
| EPS | £0.82 | £1.29 |
| PE Ratio | 8.84 | 4.57 |
| Total Revenue (TTM) | £98.51M | £486.70M |
| Gross Profit (TTM) | £96.06M | £478.89M |
| EBITDA (TTM) | -£1.47M | £374.60M |
Correlation
The correlation between EDIN.L and JGGI.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EDIN.L vs. JGGI.L - Performance Comparison
In the year-to-date period, EDIN.L achieves a 9.39% return, which is significantly lower than JGGI.L's 20.72% return. Over the past 10 years, EDIN.L has underperformed JGGI.L with an annualized return of 5.13%, while JGGI.L has yielded a comparatively higher 13.10% annualized 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
EDIN.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Edinburgh Investment Trust (EDIN.L) and JP Morgan Global Growth & Income plc (JGGI.L). 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
EDIN.L vs. JGGI.L - Dividend Comparison
EDIN.L's dividend yield for the trailing twelve months is around 3.80%, more than JGGI.L's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIN.L Edinburgh Investment Trust | 3.80% | 3.87% | 3.96% | 4.56% | 5.17% | 4.50% | 4.52% | 3.66% | 3.43% | 0.75% | 0.04% | 3.77% |
JGGI.L JP Morgan Global Growth & Income plc | 3.30% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
EDIN.L vs. JGGI.L - Drawdown Comparison
The maximum EDIN.L drawdown since its inception was -58.64%, which is greater than JGGI.L's maximum drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for EDIN.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
EDIN.L vs. JGGI.L - Volatility Comparison
Edinburgh Investment Trust (EDIN.L) has a higher volatility of 4.37% compared to JP Morgan Global Growth & Income plc (JGGI.L) at 3.90%. This indicates that EDIN.L's price experiences larger fluctuations and is considered to be riskier than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EDIN.L vs. JGGI.L - Financials Comparison
This section allows you to compare key financial metrics between Edinburgh Investment Trust and JP Morgan Global Growth & Income plc. 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