JAM.L vs. ^NDX
Compare and contrast key facts about JPMorgan American Investment Trust (JAM.L) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAM.L or ^NDX.
Key characteristics
| JAM.L | ^NDX | |
|---|---|---|
| YTD Return | 30.07% | 25.23% |
| 1Y Return | 38.79% | 36.09% |
| 3Y Return (Ann) | 15.16% | 9.20% |
| 5Y Return (Ann) | 19.87% | 20.68% |
| 10Y Return (Ann) | 16.02% | 17.48% |
| Sharpe Ratio | 2.44 | 2.04 |
| Sortino Ratio | 3.43 | 2.70 |
| Omega Ratio | 1.45 | 1.37 |
| Calmar Ratio | 4.78 | 2.63 |
| Martin Ratio | 15.49 | 9.50 |
| Ulcer Index | 2.37% | 3.76% |
| Daily Std Dev | 15.08% | 17.54% |
| Max Drawdown | -58.93% | -82.90% |
| Current Drawdown | 0.00% | -0.22% |
Correlation
The correlation between JAM.L and ^NDX is 0.26, 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.
Performance
JAM.L vs. ^NDX - Performance Comparison
In the year-to-date period, JAM.L achieves a 30.07% return, which is significantly higher than ^NDX's 25.23% return. Over the past 10 years, JAM.L has underperformed ^NDX with an annualized return of 16.02%, while ^NDX has yielded a comparatively higher 17.48% 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
JAM.L vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan American Investment Trust (JAM.L) and NASDAQ 100 (^NDX). 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.
Drawdowns
JAM.L vs. ^NDX - Drawdown Comparison
The maximum JAM.L drawdown since its inception was -58.93%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for JAM.L and ^NDX. For additional features, visit the drawdowns tool.
Volatility
JAM.L vs. ^NDX - Volatility Comparison
JPMorgan American Investment Trust (JAM.L) has a higher volatility of 6.20% compared to NASDAQ 100 (^NDX) at 5.15%. This indicates that JAM.L's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.