HVPE.L vs. JPEL.L
Compare and contrast key facts about HarbourVest Global Private Equity Ltd (HVPE.L) and JPEL Private Equity Ltd (JPEL.L).
Performance
HVPE.L vs. JPEL.L - Performance Comparison
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HVPE.L vs. JPEL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | -3.67% | 18.08% | 12.50% | 4.66% | -21.43% | 47.48% | 8.23% | 33.38% | 8.36% | 7.71% |
JPEL.L JPEL Private Equity Ltd | 6.94% | 42.57% | -17.66% | -18.63% | -16.36% | 35.94% | -15.68% | -15.83% | 10.41% | 8.33% |
Different Trading Currencies
HVPE.L is traded in GBp, while JPEL.L is traded in USD. To make them comparable, the JPEL.L values have been converted to GBp using the latest available exchange rates.
Fundamentals
HVPE.L:
£328.01M
JPEL.L:
-$1.22M
HVPE.L:
£325.07M
JPEL.L:
-$1.98M
HVPE.L:
£182.43M
JPEL.L:
-$1.55M
Returns By Period
In the year-to-date period, HVPE.L achieves a -3.67% return, which is significantly lower than JPEL.L's 6.94% return. Over the past 10 years, HVPE.L has outperformed JPEL.L with an annualized return of 12.79%, while JPEL.L has yielded a comparatively lower 4.03% annualized return.
HVPE.L
- 1D
- -1.31%
- 1M
- 4.86%
- YTD
- -3.67%
- 6M
- 4.50%
- 1Y
- 17.05%
- 3Y*
- 14.63%
- 5Y*
- 8.59%
- 10Y*
- 12.79%
JPEL.L
- 1D
- 0.61%
- 1M
- -3.22%
- YTD
- 6.94%
- 6M
- 19.56%
- 1Y
- 43.74%
- 3Y*
- 3.06%
- 5Y*
- 3.02%
- 10Y*
- 4.03%
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Return for Risk
HVPE.L vs. JPEL.L — Risk / Return Rank
HVPE.L
JPEL.L
HVPE.L vs. JPEL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.L) and JPEL Private Equity Ltd (JPEL.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.
| HVPE.L | JPEL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.01 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.22 | 3.15 | -1.93 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.48 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 6.97 | -4.88 |
Martin ratioReturn relative to average drawdown | 6.51 | 17.23 | -10.71 |
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
| HVPE.L | JPEL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.01 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.18 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.26 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.08 | +0.58 |
Correlation
The correlation between HVPE.L and JPEL.L is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HVPE.L vs. JPEL.L - Dividend Comparison
Neither HVPE.L nor JPEL.L has paid dividends to shareholders.
Drawdowns
HVPE.L vs. JPEL.L - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, smaller than the maximum JPEL.L drawdown of -64.83%. Use the drawdown chart below to compare losses from any high point for HVPE.L and JPEL.L.
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Drawdown Indicators
| HVPE.L | JPEL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -68.59% | +17.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -7.66% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -34.35% | -58.14% | +23.79% |
Max Drawdown (10Y)Largest decline over 10 years | -50.70% | -58.14% | +7.44% |
Current DrawdownCurrent decline from peak | -6.21% | -31.62% | +25.41% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -39.58% | +31.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.79% | +0.70% |
Volatility
HVPE.L vs. JPEL.L - Volatility Comparison
The current volatility for HarbourVest Global Private Equity Ltd (HVPE.L) is 6.05%, while JPEL Private Equity Ltd (JPEL.L) has a volatility of 7.61%. This indicates that HVPE.L experiences smaller price fluctuations and is considered to be less risky than JPEL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HVPE.L | JPEL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 7.61% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 14.36% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 21.69% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 17.19% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.83% | 15.75% | +9.08% |
Financials
HVPE.L vs. JPEL.L - Financials Comparison
This section allows you to compare key financial metrics between HarbourVest Global Private Equity Ltd and JPEL Private Equity 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