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JEGA.L vs. TSLD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEGA.L vs. TSLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) and IncomeShares Tesla TSLA Options ETP GBP (TSLD.L). The values are adjusted to include any dividend payments, if applicable.

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JEGA.L vs. TSLD.L - Yearly Performance Comparison


Different Trading Currencies

JEGA.L is traded in USD, while TSLD.L is traded in GBp. To make them comparable, the TSLD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEGA.L achieves a -0.36% return, which is significantly higher than TSLD.L's -21.63% return.


JEGA.L

1D
0.37%
1M
-5.66%
YTD
-0.36%
6M
1.96%
1Y
3.18%
3Y*
5Y*
10Y*

TSLD.L

1D
1.03%
1M
-10.56%
YTD
-21.63%
6M
-12.08%
1Y
49.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEGA.L vs. TSLD.L - Expense Ratio Comparison

JEGA.L has a 0.35% expense ratio, which is lower than TSLD.L's 0.55% expense ratio.


Return for Risk

JEGA.L vs. TSLD.L — Risk / Return Rank

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

JEGA.L
JEGA.L Risk / Return Rank: 1919
Overall Rank
JEGA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2222
Martin Ratio Rank

TSLD.L
TSLD.L Risk / Return Rank: 5656
Overall Rank
TSLD.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TSLD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
TSLD.L Omega Ratio Rank: 5555
Omega Ratio Rank
TSLD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
TSLD.L Martin Ratio Rank: 4040
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.

JEGA.L vs. TSLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) and IncomeShares Tesla TSLA Options ETP GBP (TSLD.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.


JEGA.LTSLD.LDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.20

-0.91

Sortino ratio

Return per unit of downside risk

0.44

1.74

-1.30

Omega ratio

Gain probability vs. loss probability

1.07

1.22

-0.15

Calmar ratio

Return relative to maximum drawdown

0.36

1.50

-1.15

Martin ratio

Return relative to average drawdown

1.43

4.06

-2.63

JEGA.L vs. TSLD.L - Sharpe Ratio Comparison

The current JEGA.L Sharpe Ratio is 0.28, which is lower than the TSLD.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of JEGA.L and TSLD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEGA.LTSLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.20

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.26

+0.71

Correlation

The correlation between JEGA.L and TSLD.L is 0.10, 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

JEGA.L vs. TSLD.L - Dividend Comparison

JEGA.L has not paid dividends to shareholders, while TSLD.L's dividend yield for the trailing twelve months is around 65.48%.


Drawdowns

JEGA.L vs. TSLD.L - Drawdown Comparison

The maximum JEGA.L drawdown since its inception was -7.93%, smaller than the maximum TSLD.L drawdown of -41.11%. Use the drawdown chart below to compare losses from any high point for JEGA.L and TSLD.L.


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Drawdown Indicators


JEGA.LTSLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.93%

-43.95%

+36.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-25.89%

+17.96%

Current Drawdown

Current decline from peak

-5.66%

-25.28%

+19.62%

Average Drawdown

Average peak-to-trough decline

-1.20%

-14.79%

+13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

10.13%

-8.16%

Volatility

JEGA.L vs. TSLD.L - Volatility Comparison

The current volatility for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) is 3.64%, while IncomeShares Tesla TSLA Options ETP GBP (TSLD.L) has a volatility of 8.11%. This indicates that JEGA.L experiences smaller price fluctuations and is considered to be less risky than TSLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEGA.LTSLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

8.11%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

24.60%

-18.90%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

41.24%

-30.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.54%

43.93%

-34.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.54%

43.93%

-34.39%