HHI.L vs. JAGI.L
HHI.L (Henderson High Income Trust) and JAGI.L (JPMorgan Asia Growth & Income plc) are both stocks. Both are in the Financial Services sector — HHI.L in Collective Investments, JAGI.L in Asset Management. Over the past 10 years, HHI.L returned 7.35%/yr vs 16.14%/yr for JAGI.L. At a 0.27 correlation, their price movements are largely independent.
Performance
HHI.L vs. JAGI.L - Performance Comparison
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Returns By Period
In the year-to-date period, HHI.L achieves a 6.89% return, which is significantly lower than JAGI.L's 44.77% return. Over the past 10 years, HHI.L has underperformed JAGI.L with an annualized return of 7.35%, while JAGI.L has yielded a comparatively higher 16.14% annualized return.
HHI.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 6.89%
- 6M
- 8.78%
- 1Y
- 14.82%
- 3Y*
- 12.40%
- 5Y*
- 8.32%
- 10Y*
- 7.35%
JAGI.L
- 1D
- 0.32%
- 1M
- 9.15%
- YTD
- 44.77%
- 6M
- 43.79%
- 1Y
- 77.78%
- 3Y*
- 26.95%
- 5Y*
- 9.32%
- 10Y*
- 16.14%
HHI.L vs. JAGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HHI.L Henderson High Income Trust | 6.89% | 22.59% | 10.88% | 0.89% | -1.18% | 28.02% | -17.65% | 27.05% | -11.23% | 8.68% |
JAGI.L JPMorgan Asia Growth & Income plc | 44.77% | 25.13% | 15.32% | -2.43% | -15.60% | -3.62% | 28.47% | 24.10% | -4.67% | 39.17% |
Correlation
The correlation between HHI.L and JAGI.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 1997 | 0.27 |
The correlation between HHI.L and JAGI.L shifts across timeframes, from 0.27 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HHI.L:
£334.78M
JAGI.L:
£455.83M
HHI.L:
£0.50
JAGI.L:
£1.24
HHI.L:
3.91
JAGI.L:
5.01
HHI.L:
0.31
JAGI.L:
0.13
HHI.L:
6.19
JAGI.L:
4.52
HHI.L:
0.98
JAGI.L:
1.41
HHI.L:
£54.37M
JAGI.L:
£100.83M
HHI.L:
£53.58M
JAGI.L:
£98.62M
HHI.L:
£55.56M
JAGI.L:
£58.25M
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Return for Risk
HHI.L vs. JAGI.L — Risk / Return Rank
HHI.L
JAGI.L
HHI.L vs. JAGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson High Income Trust (HHI.L) and JPMorgan Asia Growth & Income plc (JAGI.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.
| HHI.L | JAGI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.73 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 5.62 | -4.41 |
| Martin ratioReturn relative to average drawdown | 4.18 | 21.61 | -17.43 |
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
| HHI.L | JAGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 4.29 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.47 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.80 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Drawdowns
HHI.L vs. JAGI.L - Drawdown Comparison
The maximum HHI.L drawdown since its inception was -52.50%, smaller than the maximum JAGI.L drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for HHI.L and JAGI.L.
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Drawdown Indicators
| HHI.L | JAGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.50% | -62.20% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -14.23% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.99% | -15.65% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -37.61% | +18.81% |
Max Drawdown (10Y)Largest decline over 10 years | -46.03% | -40.71% | -5.32% |
Current DrawdownCurrent decline from peak | -4.11% | 0.00% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -9.75% | -19.60% | +9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 3.71% | +0.10% |
Volatility
HHI.L vs. JAGI.L - Volatility Comparison
The current volatility for Henderson High Income Trust (HHI.L) is 4.11%, while JPMorgan Asia Growth & Income plc (JAGI.L) has a volatility of 6.61%. This indicates that HHI.L experiences smaller price fluctuations and is considered to be less risky than JAGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HHI.L | JAGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.61% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 15.84% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 18.68% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 19.67% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 20.05% | +2.22% |
Dividends
HHI.L vs. JAGI.L - Dividend Comparison
HHI.L's dividend yield for the trailing twelve months is around 5.57%, more than JAGI.L's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHI.L Henderson High Income Trust | 5.57% | 5.81% | 6.52% | 6.61% | 6.14% | 5.61% | 6.73% | 5.11% | 6.02% | 4.95% | 4.98% | 4.93% |
JAGI.L JPMorgan Asia Growth & Income plc | 4.52% | 5.35% | 4.27% | 4.62% | 4.53% | 4.28% | 3.25% | 3.98% | 4.74% | 3.79% | 0.92% | 1.00% |
Financials
HHI.L vs. JAGI.L - Financials Comparison
This section allows you to compare key financial metrics between Henderson High Income Trust and JPMorgan Asia 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
Frequently Asked Questions
HHI.L and JAGI.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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