JLL vs. CBRE

In the year-to-date period, JLL achieves a -12.02% return, which is significantly lower than CBRE's -4.78% return. Over the past 10 years, JLL has underperformed CBRE with an annualized return of 2.86%, while CBRE has yielded a comparatively higher 12.52% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) and CBRE Group, Inc. (CBRE). 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.

The current JLL Sharpe Ratio is 0.34, which is lower than the CBRE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of JLL and CBRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither JLL nor CBRE has paid dividends to shareholders.

The maximum JLL drawdown since its inception was -85.93%, smaller than the maximum CBRE drawdown of -94.31%. Use the drawdown chart below to compare losses from any high point for JLL and CBRE.

Jones Lang LaSalle Incorporated (JLL) and CBRE Group, Inc. (CBRE) have volatilities of 9.49% and 9.47%, 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.

This section allows you to compare key financial metrics between Jones Lang LaSalle Incorporated and CBRE Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.