JAGI.L vs. HHI.L
JAGI.L (JPMorgan Asia Growth & Income plc) and HHI.L (Henderson High Income Trust) are both stocks. Both are in the Financial Services sector — JAGI.L in Asset Management, HHI.L in Collective Investments. Over the past 10 years, JAGI.L returned 16.14%/yr vs 7.35%/yr for HHI.L. At a 0.27 correlation, their price movements are largely independent.
Performance
JAGI.L vs. HHI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JAGI.L achieves a 44.77% return, which is significantly higher than HHI.L's 6.89% return. Over the past 10 years, JAGI.L has outperformed HHI.L with an annualized return of 16.14%, while HHI.L has yielded a comparatively lower 7.35% annualized return.
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
- 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 vs. HHI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between JAGI.L and HHI.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 JAGI.L and HHI.L shifts across timeframes, from 0.27 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
JAGI.L:
£455.83M
HHI.L:
£334.78M
JAGI.L:
£1.24
HHI.L:
£0.50
JAGI.L:
5.01
HHI.L:
3.91
JAGI.L:
0.13
HHI.L:
0.31
JAGI.L:
4.52
HHI.L:
6.19
JAGI.L:
1.41
HHI.L:
0.98
JAGI.L:
£100.83M
HHI.L:
£54.37M
JAGI.L:
£98.62M
HHI.L:
£53.58M
JAGI.L:
£58.25M
HHI.L:
£55.56M
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Return for Risk
JAGI.L vs. HHI.L — Risk / Return Rank
JAGI.L
HHI.L
JAGI.L vs. HHI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Asia Growth & Income plc (JAGI.L) and Henderson High Income Trust (HHI.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.
| JAGI.L | HHI.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 | 1.73 | 1.19 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 1.22 | +4.41 |
| Martin ratioReturn relative to average drawdown | 21.61 | 4.18 | +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
| JAGI.L | HHI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.29 | 1.06 | +3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.42 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.33 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Drawdowns
JAGI.L vs. HHI.L - Drawdown Comparison
The maximum JAGI.L drawdown since its inception was -62.20%, which is greater than HHI.L's maximum drawdown of -52.50%. Use the drawdown chart below to compare losses from any high point for JAGI.L and HHI.L.
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Drawdown Indicators
| JAGI.L | HHI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.20% | -52.50% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -13.04% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -16.99% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.61% | -18.80% | -18.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.71% | -46.03% | +5.32% |
Current DrawdownCurrent decline from peak | 0.00% | -4.11% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -19.60% | -9.75% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.81% | -0.10% |
Volatility
JAGI.L vs. HHI.L - Volatility Comparison
JPMorgan Asia Growth & Income plc (JAGI.L) has a higher volatility of 6.61% compared to Henderson High Income Trust (HHI.L) at 4.11%. This indicates that JAGI.L's price experiences larger fluctuations and is considered to be riskier than HHI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAGI.L | HHI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 4.11% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 11.98% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 15.04% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 20.02% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 22.27% | -2.22% |
Dividends
JAGI.L vs. HHI.L - Dividend Comparison
JAGI.L's dividend yield for the trailing twelve months is around 4.52%, less than HHI.L's 5.57% 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
JAGI.L vs. HHI.L - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Asia Growth & Income plc and Henderson High Income Trust. 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
JAGI.L and HHI.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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