JABLX vs. PHG
Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Koninklijke Philips N.V. (PHG).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JABLX or PHG.
Key characteristics
| JABLX | PHG | |
|---|---|---|
| YTD Return | 17.38% | 17.96% |
| 1Y Return | 26.50% | 39.69% |
| 3Y Return (Ann) | 4.60% | -14.51% |
| 5Y Return (Ann) | 9.57% | -6.29% |
| 10Y Return (Ann) | 8.73% | 2.92% |
| Sharpe Ratio | 2.99 | 0.91 |
| Sortino Ratio | 4.25 | 1.80 |
| Omega Ratio | 1.56 | 1.26 |
| Calmar Ratio | 2.37 | 0.59 |
| Martin Ratio | 19.52 | 4.15 |
| Ulcer Index | 1.31% | 9.12% |
| Daily Std Dev | 8.56% | 41.46% |
| Max Drawdown | -27.07% | -79.52% |
| Current Drawdown | 0.00% | -49.89% |
Correlation
The correlation between JABLX and PHG 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
JABLX vs. PHG - Performance Comparison
The year-to-date returns for both investments are quite close, with JABLX having a 17.38% return and PHG slightly higher at 17.96%. Over the past 10 years, JABLX has outperformed PHG with an annualized return of 8.73%, while PHG has yielded a comparatively lower 2.92% 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
JABLX vs. PHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) and Koninklijke Philips N.V. (PHG). 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
JABLX vs. PHG - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 1.82%, while PHG has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 1.82% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% | 1.50% |
PHG Koninklijke Philips N.V. | 0.00% | 0.00% | 6.95% | 3.03% | 1.87% | 2.17% | 3.11% | 2.52% | 3.18% | 3.94% | 4.17% | 2.93% |
Drawdowns
JABLX vs. PHG - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum PHG drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for JABLX and PHG. For additional features, visit the drawdowns tool.
Volatility
JABLX vs. PHG - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 2.59%, while Koninklijke Philips N.V. (PHG) has a volatility of 18.82%. This indicates that JABLX experiences smaller price fluctuations and is considered to be less risky than PHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.