JHG vs. XLV
Compare and contrast key facts about Janus Henderson Group plc (JHG) and State Street Health Care Select Sector SPDR ETF (XLV).
XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector Index. It was launched on Dec 16, 1998.
Performance
JHG vs. XLV - Performance Comparison
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JHG vs. XLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHG Janus Henderson Group plc | 8.09% | 16.22% | 47.54% | 36.00% | -40.46% | 34.18% | 41.87% | 25.86% | -43.21% | 38.52% |
XLV State Street Health Care Select Sector SPDR ETF | -4.18% | 14.50% | 2.47% | 2.07% | -2.08% | 26.04% | 13.30% | 20.45% | 6.28% | 21.77% |
Returns By Period
In the year-to-date period, JHG achieves a 8.09% return, which is significantly higher than XLV's -4.18% return. Both investments have delivered pretty close results over the past 10 years, with JHG having a 9.85% annualized return and XLV not far behind at 9.80%.
JHG
- 1D
- 0.10%
- 1M
- -1.31%
- YTD
- 8.09%
- 6M
- 17.64%
- 1Y
- 45.87%
- 3Y*
- 29.96%
- 5Y*
- 15.04%
- 10Y*
- 9.85%
XLV
- 1D
- 0.76%
- 1M
- -6.43%
- YTD
- -4.18%
- 6M
- 3.83%
- 1Y
- 4.90%
- 3Y*
- 6.25%
- 5Y*
- 6.59%
- 10Y*
- 9.80%
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Return for Risk
JHG vs. XLV — Risk / Return Rank
JHG
XLV
JHG vs. XLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Group plc (JHG) and State Street Health Care Select Sector SPDR ETF (XLV). 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.
| JHG | XLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.28 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.04 | 0.51 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.06 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 0.28 | +2.05 |
Martin ratioReturn relative to average drawdown | 8.71 | 0.58 | +8.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JHG | XLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.28 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.45 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.59 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.46 | -0.46 |
Correlation
The correlation between JHG and XLV is 0.49, 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
JHG vs. XLV - Dividend Comparison
JHG's dividend yield for the trailing twelve months is around 2.33%, more than XLV's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHG Janus Henderson Group plc | 2.33% | 3.34% | 3.67% | 5.17% | 6.59% | 3.58% | 4.43% | 5.89% | 6.76% | 1.67% | 0.00% | 0.00% |
XLV State Street Health Care Select Sector SPDR ETF | 1.70% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
Drawdowns
JHG vs. XLV - Drawdown Comparison
The maximum JHG drawdown since its inception was -92.68%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for JHG and XLV.
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Drawdown Indicators
| JHG | XLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.68% | -39.17% | -53.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.98% | -10.76% | -9.22% |
Max Drawdown (5Y)Largest decline over 5 years | -57.36% | -17.11% | -40.25% |
Max Drawdown (10Y)Largest decline over 10 years | -67.21% | -28.40% | -38.81% |
Current DrawdownCurrent decline from peak | -30.41% | -7.41% | -23.00% |
Average DrawdownAverage peak-to-trough decline | -67.42% | -7.12% | -60.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 5.11% | +0.23% |
Volatility
JHG vs. XLV - Volatility Comparison
The current volatility for Janus Henderson Group plc (JHG) is 4.37%, while State Street Health Care Select Sector SPDR ETF (XLV) has a volatility of 4.79%. This indicates that JHG experiences smaller price fluctuations and is considered to be less risky than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHG | XLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 4.79% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 10.29% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.78% | 17.73% | +15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.76% | 14.56% | +17.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.34% | 16.53% | +17.81% |