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JEGI.L vs. JGGI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEGI.L vs. JGGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan European Growth & Income plc (JEGI.L) and JP Morgan Global Growth & Income plc (JGGI.L). The values are adjusted to include any dividend payments, if applicable.

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JEGI.L vs. JGGI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JEGI.L
JPMorgan European Growth & Income plc
-1.93%47.40%5.81%19.14%-42.50%21.15%-8.57%14.83%-11.82%28.33%
JGGI.L
JP Morgan Global Growth & Income plc
-4.63%2.93%19.85%22.62%-4.97%24.82%15.81%26.22%-10.15%24.11%

Returns By Period

In the year-to-date period, JEGI.L achieves a -1.93% return, which is significantly higher than JGGI.L's -4.63% return. Over the past 10 years, JEGI.L has underperformed JGGI.L with an annualized return of 5.44%, while JGGI.L has yielded a comparatively higher 14.48% annualized return.


JEGI.L

1D
5.02%
1M
-8.11%
YTD
-1.93%
6M
7.39%
1Y
26.14%
3Y*
18.06%
5Y*
3.22%
10Y*
5.44%

JGGI.L

1D
0.93%
1M
-5.29%
YTD
-4.63%
6M
-3.31%
1Y
6.11%
3Y*
10.08%
5Y*
9.64%
10Y*
14.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JEGI.L vs. JGGI.L — Risk / Return Rank

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

JEGI.L
JEGI.L Risk / Return Rank: 7474
Overall Rank
JEGI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JEGI.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
JEGI.L Omega Ratio Rank: 7676
Omega Ratio Rank
JEGI.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
JEGI.L Martin Ratio Rank: 7373
Martin Ratio Rank

JGGI.L
JGGI.L Risk / Return Rank: 5454
Overall Rank
JGGI.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JGGI.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
JGGI.L Omega Ratio Rank: 4848
Omega Ratio Rank
JGGI.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
JGGI.L Martin Ratio Rank: 6161
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.

JEGI.L vs. JGGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan European Growth & Income plc (JEGI.L) and JP Morgan Global Growth & Income plc (JGGI.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.


JEGI.LJGGI.LDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.46

+0.95

Sortino ratio

Return per unit of downside risk

2.00

0.76

+1.24

Omega ratio

Gain probability vs. loss probability

1.30

1.10

+0.20

Calmar ratio

Return relative to maximum drawdown

1.60

0.63

+0.97

Martin ratio

Return relative to average drawdown

7.22

2.11

+5.10

JEGI.L vs. JGGI.L - Sharpe Ratio Comparison

The current JEGI.L Sharpe Ratio is 1.42, which is higher than the JGGI.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JEGI.L and JGGI.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


JEGI.LJGGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.46

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.58

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.73

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.53

-0.24

Correlation

The correlation between JEGI.L and JGGI.L is 0.36, 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

JEGI.L vs. JGGI.L - Dividend Comparison

JEGI.L's dividend yield for the trailing twelve months is around 3.68%, less than JGGI.L's 4.23% yield.


TTM20252024202320222021202020192018201720162015
JEGI.L
JPMorgan European Growth & Income plc
3.68%3.43%4.71%4.24%4.78%3.64%3.90%5.78%4.84%4.08%4.62%1.88%
JGGI.L
JP Morgan Global Growth & Income plc
4.23%3.99%3.55%3.52%3.99%3.23%3.39%3.69%4.32%3.17%1.96%1.51%

Drawdowns

JEGI.L vs. JGGI.L - Drawdown Comparison

The maximum JEGI.L drawdown since its inception was -56.35%, roughly equal to the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for JEGI.L and JGGI.L.


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Drawdown Indicators


JEGI.LJGGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.35%

-54.88%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.72%

-9.77%

-6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-56.35%

-20.49%

-35.86%

Max Drawdown (10Y)

Largest decline over 10 years

-56.35%

-38.54%

-17.81%

Current Drawdown

Current decline from peak

-10.82%

-7.06%

-3.76%

Average Drawdown

Average peak-to-trough decline

-14.36%

-11.13%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.89%

+0.81%

Volatility

JEGI.L vs. JGGI.L - Volatility Comparison

JPMorgan European Growth & Income plc (JEGI.L) has a higher volatility of 10.26% compared to JP Morgan Global Growth & Income plc (JGGI.L) at 5.39%. This indicates that JEGI.L's price experiences larger fluctuations and is considered to be riskier than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEGI.LJGGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

5.39%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

9.81%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

16.77%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.86%

16.70%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.91%

19.84%

+8.07%