JGGI.L vs. JAM.L

Last updated Apr 2, 2026

Compare and contrast key facts about JP Morgan Global Growth & Income plc (JGGI.L) and JPMorgan American Investment Trust (JAM.L).

Performance

JGGI.L vs. JAM.L - Performance Comparison

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
JAM.L JPMorgan American Investment Trust	-3.21%	0.44%	32.65%	26.63%	-9.87%	34.31%	21.19%	22.82%	-0.20%	11.26%

Fundamentals

Market Cap JGGI.L : £3.11B JAM.L : £1.95B
EPS JGGI.L : £1.25 JAM.L : £2.81
PE Ratio JGGI.L : 4.32 JAM.L : 3.86
PEG Ratio JGGI.L : 0.04 JAM.L : 0.12
PS Ratio JGGI.L : 4.00 JAM.L : 3.74
PB Ratio JGGI.L : 0.94 JAM.L : 1.05
Total Revenue (TTM) JGGI.L : £745.17M JAM.L : £520.80M
Gross Profit (TTM) JGGI.L : £731.17M JAM.L : £515.89M
EBITDA (TTM) JGGI.L : £362.51M JAM.L : £477.99M

Returns By Period

In the year-to-date period, JGGI.L achieves a -4.63% return, which is significantly lower than JAM.L's -3.21% return. Over the past 10 years, JGGI.L has underperformed JAM.L with an annualized return of 14.48%, while JAM.L has yielded a comparatively higher 15.34% annualized return.

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%

JAM.L

• 1D: 1.69%
• 1M: -3.89%
• YTD: -3.21%
• 6M: -0.91%
• 1Y: 10.52%
• 3Y*: 16.36%
• 5Y*: 13.45%
• 10Y*: 15.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JGGI.L vs. JAM.L — Risk / Return Rank

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

JGGI.L

JGGI.L Risk / Return Rank: 54
JGGI.L Sharpe Ratio Rank: 57
JGGI.L Sortino Ratio Rank: 49
JGGI.L Omega Ratio Rank: 48
JGGI.L Calmar Ratio Rank: 56
JGGI.L Martin Ratio Rank: 61

JAM.L

JAM.L Risk / Return Rank: 62
JAM.L Sharpe Ratio Rank: 61
JAM.L Sortino Ratio Rank: 52
JAM.L Omega Ratio Rank: 53
JAM.L Calmar Ratio Rank: 68
JAM.L Martin Ratio Rank: 74

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.

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

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

	JGGI.L	JAM.L	Difference
Sharpe ratio Return per unit of total volatility	0.46	0.57	-0.11
Sortino ratio Return per unit of downside risk	0.76	0.91	-0.15
Omega ratio Gain probability vs. loss probability	1.10	1.13	-0.03
Calmar ratio Return relative to maximum drawdown	0.63	1.32	-0.70
Martin ratio Return relative to average drawdown	2.11	4.45	-2.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JGGI.L Sharpe Ratio is 0.46, which is comparable to the JAM.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JGGI.L and JAM.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.

Sharpe Ratios by Period

	JGGI.L	JAM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	0.57	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.74	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.80	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.56	-0.03

Correlation

The correlation between JGGI.L and JAM.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JGGI.L vs. JAM.L - Dividend Comparison

JGGI.L's dividend yield for the trailing twelve months is around 4.23%, more than JAM.L's 1.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
JAM.L JPMorgan American Investment Trust	1.01%	0.98%	0.71%	0.84%	1.02%	0.88%	1.13%	1.35%	1.44%	1.23%	1.29%	1.35%

Drawdowns

JGGI.L vs. JAM.L - Drawdown Comparison

The maximum JGGI.L drawdown since its inception was -54.88%, smaller than the maximum JAM.L drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for JGGI.L and JAM.L.

Drawdown Indicators

	JGGI.L	JAM.L	Difference
Max Drawdown Largest peak-to-trough decline	-54.88%	-58.93%	+4.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-12.66%	+2.89%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-26.73%	+6.24%
Max Drawdown (10Y) Largest decline over 10 years	-38.54%	-35.50%	-3.04%
Current Drawdown Current decline from peak	-7.06%	-7.37%	+0.31%
Average Drawdown Average peak-to-trough decline	-11.13%	-13.38%	+2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.34%	+0.55%

Volatility

JGGI.L vs. JAM.L - Volatility Comparison

JP Morgan Global Growth & Income plc (JGGI.L) and JPMorgan American Investment Trust (JAM.L) have volatilities of 5.39% and 5.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGGI.L	JAM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	5.31%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	10.38%	-0.57%
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	18.49%	-1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.70%	18.20%	-1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.84%	19.13%	+0.71%

Financials