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JBI vs. TRMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JBI vs. TRMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus International Group, Inc. (JBI) and TORM plc (TRMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBI achieves a -22.63% return, which is significantly lower than TRMD's 51.10% return.


JBI

1D
-1.17%
1M
2.64%
YTD
-22.63%
6M
-20.57%
1Y
-37.06%
3Y*
-17.68%
5Y*
10Y*

TRMD

1D
0.11%
1M
-12.81%
YTD
51.10%
6M
38.71%
1Y
87.62%
3Y*
18.91%
5Y*
42.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JBI vs. TRMD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JBI
Janus International Group, Inc.
-22.63%-11.02%-43.68%37.08%-23.96%-9.86%
TRMD
TORM plc
51.10%11.21%-23.37%31.64%297.66%-11.46%

Correlation

The correlation between JBI and TRMD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2021

0.11

Fundamentals

Market Cap

JBI:

$702.20M

TRMD:

$2.91B

EPS

JBI:

$0.31

TRMD:

$3.40

PE Ratio

JBI:

16.33

TRMD:

8.28

PEG Ratio

JBI:

1.87

TRMD:

0.08

PS Ratio

JBI:

0.79

TRMD:

2.02

PB Ratio

JBI:

1.25

TRMD:

1.28

Total Revenue (TTM)

JBI:

$896.40M

TRMD:

$1.41B

Gross Profit (TTM)

JBI:

$326.90M

TRMD:

$575.03M

EBITDA (TTM)

JBI:

$171.40M

TRMD:

$639.99M

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Janus International Group, Inc.

TORM plc

Return for Risk

JBI vs. TRMD — Risk / Return Rank

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

JBI
JBI Risk / Return Rank: 1414
Overall Rank
JBI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JBI Sortino Ratio Rank: 1414
Sortino Ratio Rank
JBI Omega Ratio Rank: 1212
Omega Ratio Rank
JBI Calmar Ratio Rank: 1717
Calmar Ratio Rank
JBI Martin Ratio Rank: 1717
Martin Ratio Rank

TRMD
TRMD Risk / Return Rank: 8888
Overall Rank
TRMD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TRMD Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRMD Omega Ratio Rank: 8383
Omega Ratio Rank
TRMD Calmar Ratio Rank: 8989
Calmar Ratio Rank
TRMD Martin Ratio Rank: 8989
Martin Ratio Rank
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.

JBI vs. TRMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus International Group, Inc. (JBI) and TORM plc (TRMD). 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.


JBITRMDDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

0.88

1.35

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.67

4.39

-5.06

Martin ratioReturn relative to average drawdown

-1.12

11.44

-12.55

JBI vs. TRMD - Sharpe Ratio Comparison

The current JBI Sharpe Ratio is -0.75, which is lower than the TRMD Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of JBI and TRMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JBITRMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

2.32

-3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.48

-0.87

Drawdowns

JBI vs. TRMD - Drawdown Comparison

The maximum JBI drawdown since its inception was -69.92%, which is greater than TRMD's maximum drawdown of -60.59%. Use the drawdown chart below to compare losses from any high point for JBI and TRMD.


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Drawdown Indicators


JBITRMDDifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-60.59%

-9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-55.62%

-20.06%

-35.56%

Max Drawdown (3Y)

Largest decline over 3 years

-69.26%

-60.59%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-60.59%

Current Drawdown

Current decline from peak

-67.89%

-17.33%

-50.56%

Average Drawdown

Average peak-to-trough decline

-35.20%

-22.58%

-12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.24%

7.69%

+25.55%

Volatility

JBI vs. TRMD - Volatility Comparison

The current volatility for Janus International Group, Inc. (JBI) is 11.97%, while TORM plc (TRMD) has a volatility of 14.52%. This indicates that JBI experiences smaller price fluctuations and is considered to be less risky than TRMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBITRMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

14.52%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

33.05%

27.84%

+5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

49.81%

38.07%

+11.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.66%

46.00%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.66%

59.90%

-13.24%

Dividends

JBI vs. TRMD - Dividend Comparison

JBI has not paid dividends to shareholders, while TRMD's dividend yield for the trailing twelve months is around 8.59%.


PositionTTM202520242023202220212020
JBI
Janus International Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRMD
TORM plc
8.59%10.32%30.13%23.05%6.99%0.00%14.89%

Financials

JBI vs. TRMD - Financials Comparison

This section allows you to compare key financial metrics between Janus International Group, Inc. and TORM 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M150.00M200.00M250.00M300.00M350.00M400.00M450.00M20222023202420252026
222.70M
395.84M
(JBI) Total Revenue
(TRMD) Total Revenue
Values in USD except per share items

JBI vs. TRMD - Profitability Comparison

The chart below illustrates the profitability comparison between Janus International Group, Inc. and TORM plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
33.8%
39.9%
Portfolio components
JBI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Janus International Group, Inc. reported a gross profit of 75.20M and revenue of 222.70M. Therefore, the gross margin over that period was 33.8%.

TRMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TORM plc reported a gross profit of 157.74M and revenue of 395.84M. Therefore, the gross margin over that period was 39.9%.

JBI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Janus International Group, Inc. reported an operating income of 13.10M and revenue of 222.70M, resulting in an operating margin of 5.9%.

TRMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TORM plc reported an operating income of 135.10M and revenue of 395.84M, resulting in an operating margin of 34.1%.

JBI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Janus International Group, Inc. reported a net income of 200.00K and revenue of 222.70M, resulting in a net margin of 0.1%.

TRMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TORM plc reported a net income of 120.52M and revenue of 395.84M, resulting in a net margin of 30.5%.


Frequently Asked Questions


JBI and TRMD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRMD has higher volatility (14.52%) compared to JBI (11.97%). In terms of maximum drawdown, JBI dropped -69.92% vs TRMD's -60.59%.

TRMD currently has the higher Sharpe Ratio (2.32 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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