JAM.L vs. ATT.L
Compare and contrast key facts about JPMorgan American Investment Trust (JAM.L) and Allianz Technology Trust plc (ATT.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAM.L or ATT.L.
Key characteristics
| JAM.L | ATT.L | |
|---|---|---|
| YTD Return | 29.83% | 29.49% |
| 1Y Return | 39.93% | 43.43% |
| 3Y Return (Ann) | 15.11% | 2.73% |
| 5Y Return (Ann) | 19.83% | 19.52% |
| 10Y Return (Ann) | 16.01% | 21.33% |
| Sharpe Ratio | 2.55 | 1.39 |
| Sortino Ratio | 3.57 | 1.96 |
| Omega Ratio | 1.47 | 1.27 |
| Calmar Ratio | 5.01 | 1.75 |
| Martin Ratio | 16.25 | 4.88 |
| Ulcer Index | 2.37% | 8.91% |
| Daily Std Dev | 15.11% | 31.25% |
| Max Drawdown | -58.93% | -45.95% |
| Current Drawdown | 0.00% | -4.26% |
Fundamentals
| JAM.L | ATT.L | |
|---|---|---|
| Market Cap | £1.99B | £1.50B |
| EPS | £2.32 | £1.32 |
| PE Ratio | 4.77 | 2.95 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | £434.59M | £520.73M |
| Gross Profit (TTM) | £429.89M | £512.82M |
| EBITDA (TTM) | £299.53M | £511.67M |
Correlation
The correlation between JAM.L and ATT.L is 0.64, 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
JAM.L vs. ATT.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with JAM.L having a 29.83% return and ATT.L slightly lower at 29.49%. Over the past 10 years, JAM.L has underperformed ATT.L with an annualized return of 16.01%, while ATT.L has yielded a comparatively higher 21.33% 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. ATT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan American Investment Trust (JAM.L) and Allianz Technology Trust plc (ATT.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.
Dividends
JAM.L vs. ATT.L - Dividend Comparison
JAM.L's dividend yield for the trailing twelve months is around 0.72%, while ATT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JAM.L JPMorgan American Investment Trust | 0.72% | 0.84% | 1.02% | 0.88% | 1.13% | 1.35% | 1.44% | 1.23% | 1.29% | 0.55% | 0.01% | 1.05% |
ATT.L Allianz Technology Trust plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JAM.L vs. ATT.L - Drawdown Comparison
The maximum JAM.L drawdown since its inception was -58.93%, which is greater than ATT.L's maximum drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for JAM.L and ATT.L. For additional features, visit the drawdowns tool.
Volatility
JAM.L vs. ATT.L - Volatility Comparison
The current volatility for JPMorgan American Investment Trust (JAM.L) is 6.13%, while Allianz Technology Trust plc (ATT.L) has a volatility of 7.40%. This indicates that JAM.L experiences smaller price fluctuations and is considered to be less risky than ATT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JAM.L vs. ATT.L - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan American Investment Trust and Allianz Technology Trust plc. 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