GFRD.L vs. JEL.F
GFRD.L (Galliford Try plc) and JEL.F (JEOL Ltd) are both stocks. GFRD.L operates in Engineering & Construction (Industrials), while JEL.F operates in Scientific & Technical Instruments (Technology). Over the past 10 years, GFRD.L returned -1.58%/yr vs 17.61%/yr for JEL.F. At a 0.05 correlation, their price movements are largely independent.
Performance
GFRD.L vs. JEL.F - Performance Comparison
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Different Trading Currencies
GFRD.L is traded in GBp, while JEL.F is traded in EUR. To make them comparable, the JEL.F values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GFRD.L achieves a 1.59% return, which is significantly lower than JEL.F's 42.20% return. Over the past 10 years, GFRD.L has underperformed JEL.F with an annualized return of -1.58%, while JEL.F has yielded a comparatively higher 17.61% annualized return.
GFRD.L
- 1D
- -0.57%
- 1M
- -0.76%
- YTD
- 1.59%
- 6M
- 0.81%
- 1Y
- 33.00%
- 3Y*
- 49.89%
- 5Y*
- 39.11%
- 10Y*
- -1.58%
JEL.F
- 1D
- 0.08%
- 1M
- 16.86%
- YTD
- 42.20%
- 6M
- 39.95%
- 1Y
- 58.78%
- 3Y*
- 6.09%
- 5Y*
- -3.02%
- 10Y*
- 17.61%
GFRD.L vs. JEL.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFRD.L Galliford Try plc | 1.59% | 39.83% | 80.36% | 54.35% | -7.25% | 49.52% | -85.63% | 49.44% | -34.78% | 7.66% |
JEL.F JEOL Ltd | 42.20% | -15.83% | -17.46% | 50.85% | -61.42% | 69.44% | 50.26% | 98.43% | 40.16% | 19.08% |
Correlation
The correlation between GFRD.L and JEL.F is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 4, 2007 | 0.05 |
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Return for Risk
GFRD.L vs. JEL.F — Risk / Return Rank
GFRD.L
JEL.F
GFRD.L vs. JEL.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Galliford Try plc (GFRD.L) and JEOL Ltd (JEL.F). 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.
| GFRD.L | JEL.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.90 | -0.88 |
| Martin ratioReturn relative to average drawdown | 5.49 | 7.92 | -2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GFRD.L | JEL.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.40 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.29 | -0.07 | +1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.41 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.22 | -0.15 |
Drawdowns
GFRD.L vs. JEL.F - Drawdown Comparison
The maximum GFRD.L drawdown since its inception was -93.26%, which is greater than JEL.F's maximum drawdown of -67.98%. Use the drawdown chart below to compare losses from any high point for GFRD.L and JEL.F.
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Drawdown Indicators
| GFRD.L | JEL.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.26% | -67.98% | -25.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -20.21% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -47.46% | +30.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.54% | -67.98% | +40.44% |
Max Drawdown (10Y)Largest decline over 10 years | -93.03% | -67.98% | -25.05% |
Current DrawdownCurrent decline from peak | -34.79% | -47.15% | +12.36% |
Average DrawdownAverage peak-to-trough decline | -48.21% | -32.07% | -16.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 7.41% | -1.42% |
Volatility
GFRD.L vs. JEL.F - Volatility Comparison
The current volatility for Galliford Try plc (GFRD.L) is 7.90%, while JEOL Ltd (JEL.F) has a volatility of 20.37%. This indicates that GFRD.L experiences smaller price fluctuations and is considered to be less risky than JEL.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFRD.L | JEL.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 20.37% | -12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 34.77% | -15.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.91% | 41.94% | -15.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.33% | 42.32% | -11.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.24% | 42.50% | +4.74% |
Dividends
GFRD.L vs. JEL.F - Dividend Comparison
GFRD.L's dividend yield for the trailing twelve months is around 3.83%, more than JEL.F's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFRD.L Galliford Try plc | 3.83% | 3.65% | 3.99% | 8.64% | 5.03% | 2.61% | 0.00% | 6.75% | 11.91% | 8.29% | 7.06% | 4.95% |
JEL.F JEOL Ltd | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% |
Financials
GFRD.L vs. JEL.F - Financials Comparison
This section allows you to compare key financial metrics between Galliford Try plc and JEOL Ltd. 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
Frequently Asked Questions
GFRD.L and JEL.F have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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