FPH vs. JLL

Last updated Aug 4, 2026

FPH (Five Point Holdings, LLC) and JLL (Jones Lang LaSalle Incorporated) are both stocks. Both are in the Real Estate sector — FPH in Real Estate - Development, JLL in Real Estate - Services. Over the past 5 years, FPH returned -8.73%/yr vs 8.60%/yr for JLL. Their 0.34 correlation means their historical movements had little consistent relationship.

Performance

FPH vs. JLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Five Point Holdings, LLC (FPH) and Jones Lang LaSalle Incorporated (JLL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FPH achieves a -8.23% return, which is significantly lower than JLL's 8.79% return.

FPH

• 1D: -1.16%
• 1M: -1.72%
• 6M: -0.58%
• YTD: -8.23%
• 1Y: -3.39%
• 3Y*: 15.73%
• 5Y*: -8.73%
• 10Y*: —
• ALL TIME*: -11.10%

JLL

• 1D: 3.11%
• 1M: 11.79%
• 6M: 3.43%
• YTD: 8.79%
• 1Y: 37.95%
• 3Y*: 29.55%
• 5Y*: 8.60%
• 10Y*: 12.31%
• ALL TIME*: 9.59%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FPH Five Point Holdings, LLC	$981.99K	$762.34K	$834.14K
JLL Jones Lang LaSalle Incorporated	$146.80M	$132.92M	$122.79M

FPH vs. JLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FPH Five Point Holdings, LLC	-8.23%	47.88%	23.13%	31.76%	-64.37%	19.78%	-21.44%	0.14%	-50.78%	-7.24%
JLL Jones Lang LaSalle Incorporated	8.79%	32.92%	34.03%	18.51%	-40.83%	81.53%	-14.77%	38.32%	-14.54%	23.66%

Correlation

The correlation between FPH and JLL is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (3Y) Balances recent behavior with more history.	0.34
Correlation (5Y) Shows whether the relationship held over a longer period.	0.36
Correlation (All Time) Calculated using the full available price history since May 10, 2017	0.34

Fundamentals

Market Cap FPH : $364.69M JLL : $16.84B
EPS FPH : $0.53 JLL : $15.30
PE Ratio FPH : 9.62 JLL : 23.92
PEG Ratio FPH : 0.03 JLL : 1.00
PS Ratio FPH : 6.58 JLL : 0.64
PB Ratio FPH : 0.34 JLL : 2.32
Total Revenue (TTM) FPH : $116.87M JLL : $27.43B
Gross Profit (TTM) FPH : $38.27M JLL : $18.58B
EBITDA (TTM) FPH : $165.40M JLL : $1.26B

Return for Risk

FPH vs. JLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FPH

FPH Risk / Return Rank: 36
FPH Sharpe Ratio Rank: 38
FPH Sortino Ratio Rank: 32
FPH Omega Ratio Rank: 32
FPH Calmar Ratio Rank: 39
FPH Martin Ratio Rank: 40

JLL

JLL Risk / Return Rank: 75
JLL Sharpe Ratio Rank: 78
JLL Sortino Ratio Rank: 71
JLL Omega Ratio Rank: 74
JLL Calmar Ratio Rank: 76
JLL Martin Ratio Rank: 74

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FPH vs. JLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Five Point Holdings, LLC (FPH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FPH	JLL	Difference
Sharpe ratio: Return per unit of total volatility	-0.12	1.11	-1.23
Sortino ratio: Return per unit of downside risk	0.02	1.58	-1.56
Omega ratio: Gain probability vs. loss probability	1.00	1.22	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.12	1.74	-1.87
Martin ratio: Return relative to average drawdown	-0.21	3.81	-4.02

FPH vs. JLL - Sharpe Ratio Comparison

The current FPH Sharpe Ratio is -0.12, which is lower than the JLL Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FPH and JLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FPH vs. JLL - Drawdown Comparison

The maximum FPH drawdown since its inception was -87.96%, roughly equal to the maximum JLL drawdown of -85.92%. Use the drawdown chart below to compare losses from any high point for FPH and JLL.

Drawdown Indicators

	FPH	JLL	Difference
Max Drawdown Largest peak-to-trough decline	-87.96%	-85.92%	-2.04%
Max Drawdown (1Y) Largest decline over 1 year	-27.43%	-21.89%	-5.54%
Max Drawdown (3Y) Largest decline over 3 years	-37.68%	-30.59%	-7.09%
Max Drawdown (5Y) Largest decline over 5 years	-76.62%	-55.54%	-21.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.54%	—
Current Drawdown Current decline from peak	-68.81%	0.00%	-68.81%
Average Drawdown Average peak-to-trough decline	-60.71%	-30.81%	-29.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.35%	9.99%	+6.36%

Volatility

FPH vs. JLL - Volatility Comparison

The current volatility for Five Point Holdings, LLC (FPH) is 8.39%, while Jones Lang LaSalle Incorporated (JLL) has a volatility of 10.66%. This indicates that FPH experiences smaller price fluctuations and is considered to be less risky than JLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FPH	JLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.39%	10.66%	-2.27%
Volatility (6M) Calculated over the trailing 6-month period	20.47%	29.45%	-8.98%
Volatility (1Y) Calculated over the trailing 1-year period	28.17%	34.45%	-6.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.78%	35.20%	+11.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.29%	36.13%	+11.16%

Dividends

FPH vs. JLL - Dividend Comparison

Neither FPH nor JLL has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FPH Five Point Holdings, LLC	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

Frequently Asked Questions

Can I hold both FPH and JLL in my portfolio?

FPH and JLL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FPH or JLL?

JLL has higher volatility (10.66%) compared to FPH (8.39%). In terms of maximum drawdown, FPH dropped -87.96% vs JLL's -85.92%.

Which has better risk-adjusted returns?

JLL currently has the higher Sharpe Ratio (1.11 vs -0.12), 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.