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JET.L vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JET.L and VUSA.AS is 0.38, 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.


-0.50.00.51.00.4

Performance

JET.L vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Just Eat Takeaway.com N.V (JET.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
0.35%
9.88%
JET.L
VUSA.AS

Key characteristics

Returns By Period


JET.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUSA.AS

YTD

2.69%

1M

0.34%

6M

16.54%

1Y

26.57%

5Y*

14.43%

10Y*

13.67%

*Annualized

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Risk-Adjusted Performance

JET.L vs. VUSA.AS — Risk-Adjusted Performance Rank

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

JET.L
The Risk-Adjusted Performance Rank of JET.L is 3737
Overall Rank
The Sharpe Ratio Rank of JET.L is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of JET.L is 3535
Sortino Ratio Rank
The Omega Ratio Rank of JET.L is 3434
Omega Ratio Rank
The Calmar Ratio Rank of JET.L is 4141
Calmar Ratio Rank
The Martin Ratio Rank of JET.L is 3939
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8888
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JET.L vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Just Eat Takeaway.com N.V (JET.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for JET.L, currently valued at -0.29, compared to the broader market-2.000.002.004.00-0.291.91
The chart of Sortino ratio for JET.L, currently valued at -0.14, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.142.63
The chart of Omega ratio for JET.L, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.36
The chart of Calmar ratio for JET.L, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.142.83
The chart of Martin ratio for JET.L, currently valued at -0.71, compared to the broader market-10.000.0010.0020.0030.00-0.7111.27
JET.L
VUSA.AS


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.29
1.91
JET.L
VUSA.AS

Dividends

JET.L vs. VUSA.AS - Dividend Comparison

JET.L has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
JET.L
Just Eat Takeaway.com N.V
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.96%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

JET.L vs. VUSA.AS - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-88.96%
0
JET.L
VUSA.AS

Volatility

JET.L vs. VUSA.AS - Volatility Comparison

The current volatility for Just Eat Takeaway.com N.V (JET.L) is 0.00%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.56%. This indicates that JET.L experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
3.56%
JET.L
VUSA.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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