JBH.AX vs. REA.AX

Last updated Jun 4, 2026

JBH.AX (JB Hi-Fi Limited) and REA.AX (REA Group Limited) are both stocks. JBH.AX operates in Specialty Retail (Consumer Cyclical), while REA.AX operates in Internet Content & Information (Communication Services). Over the past 10 years, JBH.AX returned 17.83%/yr vs 12.29%/yr for REA.AX. At a 0.23 correlation, their price movements are largely independent.

Performance

JBH.AX vs. REA.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in JB Hi-Fi Limited (JBH.AX) and REA Group Limited (REA.AX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JBH.AX achieves a -26.57% return, which is significantly lower than REA.AX's -13.03% return. Over the past 10 years, JBH.AX has outperformed REA.AX with an annualized return of 17.83%, while REA.AX has yielded a comparatively lower 12.29% annualized return.

JBH.AX

• 1D: -3.04%
• 1M: -12.35%
• YTD: -26.57%
• 6M: -27.98%
• 1Y: -34.65%
• 3Y*: 22.94%
• 5Y*: 13.21%
• 10Y*: 17.83%

REA.AX

• 1D: 0.20%
• 1M: -9.58%
• YTD: -13.03%
• 6M: -16.11%
• 1Y: -33.49%
• 3Y*: 6.06%
• 5Y*: 0.47%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JBH.AX vs. REA.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JBH.AX JB Hi-Fi Limited	-26.57%	7.51%	83.49%	35.49%	-7.18%	5.66%	34.53%	79.82%	-6.73%	-6.96%
REA.AX REA Group Limited	-13.03%	-20.61%	29.99%	65.36%	-33.06%	13.63%	45.18%	41.83%	-2.24%	40.83%

Correlation

The correlation between JBH.AX and REA.AX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Oct 23, 2003	0.23

The correlation between JBH.AX and REA.AX shifts across timeframes, from 0.23 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

JBH.AX vs. REA.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JBH.AX

JBH.AX Risk / Return Rank: 5
JBH.AX Sharpe Ratio Rank: 2
JBH.AX Sortino Ratio Rank: 4
JBH.AX Omega Ratio Rank: 5
JBH.AX Calmar Ratio Rank: 9
JBH.AX Martin Ratio Rank: 6

REA.AX

REA.AX Risk / Return Rank: 8
REA.AX Sharpe Ratio Rank: 3
REA.AX Sortino Ratio Rank: 5
REA.AX Omega Ratio Rank: 7
REA.AX Calmar Ratio Rank: 12
REA.AX Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JBH.AX vs. REA.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JB Hi-Fi Limited (JBH.AX) and REA Group Limited (REA.AX). 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.

	JBH.AX	REA.AX	Difference
Sharpe ratio: Return per unit of total volatility	-1.19	-1.08	-0.11
Sortino ratio: Return per unit of downside risk	-1.78	-1.57	-0.21
Omega ratio: Gain probability vs. loss probability	0.79	0.82	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.84	-0.78	-0.06
Martin ratio: Return relative to average drawdown	-1.48	-1.29	-0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JBH.AX vs. REA.AX - Sharpe Ratio Comparison

The current JBH.AX Sharpe Ratio is -1.19, which is comparable to the REA.AX Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of JBH.AX and REA.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JBH.AX	REA.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.19	-1.08	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.02	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.40	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.40	+0.25

Drawdowns

JBH.AX vs. REA.AX - Drawdown Comparison

The maximum JBH.AX drawdown since its inception was -62.19%, smaller than the maximum REA.AX drawdown of -96.24%. Use the drawdown chart below to compare losses from any high point for JBH.AX and REA.AX.

Drawdown Indicators

	JBH.AX	REA.AX	Difference
Max Drawdown Largest peak-to-trough decline	-62.19%	-96.24%	+34.05%
Max Drawdown (1Y) Largest decline over 1 year	-41.12%	-42.73%	+1.61%
Max Drawdown (3Y) Largest decline over 3 years	-41.12%	-45.05%	+3.93%
Max Drawdown (5Y) Largest decline over 5 years	-41.12%	-45.80%	+4.68%
Max Drawdown (10Y) Largest decline over 10 years	-46.16%	-45.80%	-0.36%
Current Drawdown Current decline from peak	-41.12%	-41.53%	+0.41%
Average Drawdown Average peak-to-trough decline	-14.79%	-23.69%	+8.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.29%	25.87%	-2.58%

Volatility

JBH.AX vs. REA.AX - Volatility Comparison

JB Hi-Fi Limited (JBH.AX) has a higher volatility of 11.09% compared to REA Group Limited (REA.AX) at 10.53%. This indicates that JBH.AX's price experiences larger fluctuations and is considered to be riskier than REA.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JBH.AX	REA.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.09%	10.53%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	22.88%	26.23%	-3.35%
Volatility (1Y) Calculated over the trailing 1-year period	28.98%	30.77%	-1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.48%	30.71%	-4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.07%	30.60%	-1.53%

Dividends

JBH.AX vs. REA.AX - Dividend Comparison

JBH.AX's dividend yield for the trailing twelve months is around 6.02%, more than REA.AX's 1.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JBH.AX JB Hi-Fi Limited	6.02%	3.90%	3.68%	5.88%	7.53%	5.94%	3.89%	3.77%	5.96%	4.73%	3.52%	4.61%
REA.AX REA Group Limited	1.66%	1.35%	0.81%	0.87%	1.48%	0.78%	0.74%	1.14%	1.47%	1.19%	1.48%	1.27%

Financials

Frequently Asked Questions

Can I hold both JBH.AX and REA.AX in my portfolio?

JBH.AX and REA.AX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.