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JEWL vs. SIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JEWL and SIG is 0.11, 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.


-0.50.00.51.00.1

Performance

JEWL vs. SIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adamas One Corp. (JEWL) and Signet Jewelers Limited (SIG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%SeptemberOctoberNovemberDecember2025February
-91.48%
-27.87%
JEWL
SIG

Key characteristics

Sharpe Ratio

JEWL:

-0.26

SIG:

-0.92

Sortino Ratio

JEWL:

1.27

SIG:

-1.19

Omega Ratio

JEWL:

1.16

SIG:

0.83

Calmar Ratio

JEWL:

-0.93

SIG:

-0.78

Martin Ratio

JEWL:

-1.45

SIG:

-2.21

Ulcer Index

JEWL:

63.93%

SIG:

20.46%

Daily Std Dev

JEWL:

360.89%

SIG:

49.02%

Max Drawdown

JEWL:

-99.62%

SIG:

-95.53%

Current Drawdown

JEWL:

-99.24%

SIG:

-57.69%

Fundamentals

Market Cap

JEWL:

$1.51M

SIG:

$2.38B

EPS

JEWL:

-$0.46

SIG:

$8.24

Total Revenue (TTM)

JEWL:

$202.71K

SIG:

$4.35B

Gross Profit (TTM)

JEWL:

-$1.71M

SIG:

$1.62B

EBITDA (TTM)

JEWL:

-$5.68M

SIG:

$250.70M

Returns By Period

In the year-to-date period, JEWL achieves a 100.56% return, which is significantly higher than SIG's -34.27% return.


JEWL

YTD

100.56%

1M

-27.07%

6M

-91.46%

1Y

-92.38%

5Y*

N/A

10Y*

N/A

SIG

YTD

-34.27%

1M

-28.77%

6M

-27.87%

1Y

-46.98%

5Y*

17.05%

10Y*

-6.09%

*Annualized

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Risk-Adjusted Performance

JEWL vs. SIG — Risk-Adjusted Performance Rank

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

JEWL
The Risk-Adjusted Performance Rank of JEWL is 3333
Overall Rank
The Sharpe Ratio Rank of JEWL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of JEWL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JEWL is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JEWL is 22
Calmar Ratio Rank
The Martin Ratio Rank of JEWL is 66
Martin Ratio Rank

SIG
The Risk-Adjusted Performance Rank of SIG is 55
Overall Rank
The Sharpe Ratio Rank of SIG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SIG is 88
Sortino Ratio Rank
The Omega Ratio Rank of SIG is 77
Omega Ratio Rank
The Calmar Ratio Rank of SIG is 55
Calmar Ratio Rank
The Martin Ratio Rank of SIG is 00
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.

JEWL vs. SIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adamas One Corp. (JEWL) and Signet Jewelers Limited (SIG). 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 JEWL, currently valued at -0.26, compared to the broader market-2.000.002.004.00-0.26-0.92
The chart of Sortino ratio for JEWL, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.27-1.19
The chart of Omega ratio for JEWL, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.83
The chart of Calmar ratio for JEWL, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.93-0.88
The chart of Martin ratio for JEWL, currently valued at -1.45, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-1.45-2.21
JEWL
SIG

The current JEWL Sharpe Ratio is -0.26, which is higher than the SIG Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of JEWL and SIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.26
-0.92
JEWL
SIG

Dividends

JEWL vs. SIG - Dividend Comparison

JEWL has not paid dividends to shareholders, while SIG's dividend yield for the trailing twelve months is around 2.20%.


TTM20242023202220212020201920182017201620152014
JEWL
Adamas One Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIG
Signet Jewelers Limited
2.20%1.36%0.83%1.15%0.41%1.36%6.81%4.47%2.10%1.06%0.68%0.52%

Drawdowns

JEWL vs. SIG - Drawdown Comparison

The maximum JEWL drawdown since its inception was -99.62%, roughly equal to the maximum SIG drawdown of -95.53%. Use the drawdown chart below to compare losses from any high point for JEWL and SIG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.24%
-51.22%
JEWL
SIG

Volatility

JEWL vs. SIG - Volatility Comparison

Adamas One Corp. (JEWL) has a higher volatility of 68.12% compared to Signet Jewelers Limited (SIG) at 26.13%. This indicates that JEWL's price experiences larger fluctuations and is considered to be riskier than SIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
68.12%
26.13%
JEWL
SIG

Financials

JEWL vs. SIG - Financials Comparison

This section allows you to compare key financial metrics between Adamas One Corp. and Signet Jewelers Limited. 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


Values in USD except per share items
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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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