JD.L vs. FL
Compare and contrast key facts about JD Sports Fashion plc (JD.L) and Foot Locker, Inc. (FL).
Performance
JD.L vs. FL - Performance Comparison
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JD.L vs. FL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JD.L JD Sports Fashion plc | -13.31% |
FL Foot Locker, Inc. | 2.71% |
Different Trading Currencies
JD.L is traded in GBp, while FL is traded in USD. To make them comparable, the FL values have been converted to GBp using the latest available exchange rates.
Fundamentals
JD.L:
£23.16B
FL:
$7.86B
JD.L:
£11.08B
FL:
$2.22B
JD.L:
£2.92B
FL:
-$37.00M
Returns By Period
JD.L
- 1D
- -0.23%
- 1M
- -9.48%
- YTD
- -16.53%
- 6M
- -30.51%
- 1Y
- 2.78%
- 3Y*
- -25.90%
- 5Y*
- -15.62%
- 10Y*
- 5.19%
FL
- 1D
- -0.23%
- 1M
- 1.13%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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Return for Risk
JD.L vs. FL — Risk / Return Rank
JD.L
FL
JD.L vs. FL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JD Sports Fashion plc (JD.L) and Foot Locker, Inc. (FL). 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.
| JD.L | FL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | — | — |
Sortino ratioReturn per unit of downside risk | 0.39 | — | — |
Omega ratioGain probability vs. loss probability | 1.05 | — | — |
Calmar ratioReturn relative to maximum drawdown | 0.02 | — | — |
Martin ratioReturn relative to average drawdown | 0.03 | — | — |
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
| JD.L | FL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 3.38 | -3.38 |
Correlation
The correlation between JD.L and FL is 0.08, 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.
Dividends
JD.L vs. FL - Dividend Comparison
JD.L's dividend yield for the trailing twelve months is around 1.42%, while FL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JD.L JD Sports Fashion plc | 1.42% | 1.18% | 0.97% | 0.58% | 0.38% | 0.13% | 0.00% | 0.21% | 0.47% | 0.46% | 0.47% | 0.68% |
FL Foot Locker, Inc. | 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
JD.L vs. FL - Drawdown Comparison
The maximum JD.L drawdown since its inception was -99.94%, which is greater than FL's maximum drawdown of -1.22%. Use the drawdown chart below to compare losses from any high point for JD.L and FL.
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Drawdown Indicators
| JD.L | FL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.94% | 0.00% | -99.94% |
Max Drawdown (1Y)Largest decline over 1 year | -35.41% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -72.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.52% | — | — |
Current DrawdownCurrent decline from peak | -99.21% | 0.00% | -99.21% |
Average DrawdownAverage peak-to-trough decline | -63.10% | 0.00% | -63.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.76% | — | — |
Volatility
JD.L vs. FL - Volatility Comparison
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Volatility by Period
| JD.L | FL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.92% | 6.58% | +33.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.19% | 6.58% | +35.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.85% | 6.58% | +35.27% |
Financials
JD.L vs. FL - Financials Comparison
This section allows you to compare key financial metrics between JD Sports Fashion plc and Foot Locker, Inc.. 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
JD.L vs. FL - Profitability Comparison
JD.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JD Sports Fashion plc reported a gross profit of 2.85B and revenue of 5.94B. Therefore, the gross margin over that period was 48.0%.
FL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported a gross profit of 457.00M and revenue of 1.86B. Therefore, the gross margin over that period was 24.6%.
JD.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JD Sports Fashion plc reported an operating income of 389.00M and revenue of 5.94B, resulting in an operating margin of 6.6%.
FL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported an operating income of -11.00M and revenue of 1.86B, resulting in an operating margin of -0.6%.
JD.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JD Sports Fashion plc reported a net income of 41.00M and revenue of 5.94B, resulting in a net margin of 0.7%.
FL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Foot Locker, Inc. reported a net income of -38.00M and revenue of 1.86B, resulting in a net margin of -2.1%.