JAGI.L vs. MYI.L
JAGI.L (JPMorgan Asia Growth & Income plc) and MYI.L (Murray International Trust) are both stocks. Both are in the Financial Services sector — JAGI.L in Asset Management, MYI.L in Collective Investments. Over the past 10 years, JAGI.L returned 16.14%/yr vs 11.30%/yr for MYI.L. At a 0.40 correlation, their price movements are largely independent.
Performance
JAGI.L vs. MYI.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 MYI.L's 9.26% return. Over the past 10 years, JAGI.L has outperformed MYI.L with an annualized return of 16.14%, while MYI.L has yielded a comparatively lower 11.30% annualized return.
JAGI.L
- 1D
- 0.32%
- 1M
- 10.71%
- YTD
- 44.77%
- 6M
- 46.26%
- 1Y
- 78.50%
- 3Y*
- 26.95%
- 5Y*
- 9.32%
- 10Y*
- 16.14%
MYI.L
- 1D
- -0.55%
- 1M
- 2.58%
- YTD
- 9.26%
- 6M
- 11.42%
- 1Y
- 35.99%
- 3Y*
- 15.31%
- 5Y*
- 13.23%
- 10Y*
- 11.30%
JAGI.L vs. MYI.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% |
MYI.L Murray International Trust | 9.26% | 35.95% | 4.54% | 1.05% | 20.72% | 7.24% | -5.25% | 16.45% | -6.75% | 11.05% |
Correlation
The correlation between JAGI.L and MYI.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 1997 | 0.40 |
Fundamentals
JAGI.L:
£455.83M
MYI.L:
£2.12B
JAGI.L:
£1.24
MYI.L:
£0.80
JAGI.L:
5.01
MYI.L:
4.47
JAGI.L:
0.13
MYI.L:
0.12
JAGI.L:
4.52
MYI.L:
4.11
JAGI.L:
1.41
MYI.L:
1.10
JAGI.L:
£100.83M
MYI.L:
£516.66M
JAGI.L:
£98.62M
MYI.L:
£508.77M
JAGI.L:
£58.25M
MYI.L:
£396.31M
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Return for Risk
JAGI.L vs. MYI.L — Risk / Return Rank
JAGI.L
MYI.L
JAGI.L vs. MYI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Asia Growth & Income plc (JAGI.L) and Murray International Trust (MYI.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 | MYI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.73 | 1.55 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 3.88 | +1.75 |
| Martin ratioReturn relative to average drawdown | 21.61 | 14.06 | +7.55 |
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 | MYI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.29 | 3.05 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.88 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.65 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.62 | -0.24 |
Drawdowns
JAGI.L vs. MYI.L - Drawdown Comparison
The maximum JAGI.L drawdown since its inception was -62.20%, which is greater than MYI.L's maximum drawdown of -48.60%. Use the drawdown chart below to compare losses from any high point for JAGI.L and MYI.L.
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Drawdown Indicators
| JAGI.L | MYI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.20% | -48.60% | -13.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -9.24% | -4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -16.00% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -37.61% | -18.21% | -19.40% |
Max Drawdown (10Y)Largest decline over 10 years | -40.71% | -39.23% | -1.48% |
Current DrawdownCurrent decline from peak | 0.00% | -1.65% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -19.60% | -8.57% | -11.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.55% | +1.16% |
Volatility
JAGI.L vs. MYI.L - Volatility Comparison
JPMorgan Asia Growth & Income plc (JAGI.L) has a higher volatility of 6.61% compared to Murray International Trust (MYI.L) at 3.08%. This indicates that JAGI.L's price experiences larger fluctuations and is considered to be riskier than MYI.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 | MYI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 3.08% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 9.44% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 11.74% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 15.02% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 17.35% | +2.70% |
Dividends
JAGI.L vs. MYI.L - Dividend Comparison
JAGI.L's dividend yield for the trailing twelve months is around 4.52%, more than MYI.L's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MYI.L Murray International Trust | 3.46% | 3.58% | 4.54% | 4.34% | 4.12% | 4.71% | 4.73% | 4.17% | 4.51% | 3.82% | 3.91% | 5.55% |
Financials
JAGI.L vs. MYI.L - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Asia Growth & Income plc and Murray International 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
JAGI.L vs. MYI.L - Profitability Comparison
JAGI.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Asia Growth & Income plc reported a gross profit of 57.24M and revenue of 59.44M. Therefore, the gross margin over that period was 96.3%.
MYI.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Murray International Trust reported a gross profit of 257.68M and revenue of 261.98M. Therefore, the gross margin over that period was 98.4%.
JAGI.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Asia Growth & Income plc reported an operating income of 58.25M and revenue of 59.44M, resulting in an operating margin of 98.0%.
MYI.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Murray International Trust reported an operating income of 257.68M and revenue of 261.98M, resulting in an operating margin of 98.4%.
JAGI.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Asia Growth & Income plc reported a net income of 56.20M and revenue of 59.44M, resulting in a net margin of 94.6%.
MYI.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Murray International Trust reported a net income of 252.75M and revenue of 261.98M, resulting in a net margin of 96.5%.
Frequently Asked Questions
JAGI.L and MYI.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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