JLL vs. FPH

Last updated Aug 4, 2026

JLL (Jones Lang LaSalle Incorporated) and FPH (Five Point Holdings, LLC) are both stocks. Both are in the Real Estate sector — JLL in Real Estate - Services, FPH in Real Estate - Development. Over the past 5 years, JLL returned 8.60%/yr vs -8.73%/yr for FPH. Their 0.34 correlation means their historical movements had little consistent relationship.

Performance

JLL vs. FPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jones Lang LaSalle Incorporated (JLL) and Five Point Holdings, LLC (FPH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JLL achieves a 8.79% return, which is significantly higher than FPH's -8.23% return.

JLL

• 1D: 3.11%
• 1M: 11.79%
• 6M: 3.43%
• YTD: 8.79%
• 1Y: 37.95%
• 3Y*: 29.55%
• 5Y*: 8.60%
• 10Y*: 12.31%
• ALL TIME*: 9.59%

FPH

• 1D: -1.16%
• 1M: -1.72%
• 6M: -0.58%
• YTD: -8.23%
• 1Y: -3.39%
• 3Y*: 15.73%
• 5Y*: -8.73%
• 10Y*: —
• ALL TIME*: -11.10%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FPH Five Point Holdings, LLC	$981.99K	$762.34K	$834.14K
JLL Jones Lang LaSalle Incorporated	$146.80M	$132.92M	$122.79M

JLL vs. FPH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JLL Jones Lang LaSalle Incorporated	8.79%	32.92%	34.03%	18.51%	-40.83%	81.53%	-14.77%	38.32%	-14.54%	23.66%
FPH Five Point Holdings, LLC	-8.23%	47.88%	23.13%	31.76%	-64.37%	19.78%	-21.44%	0.14%	-50.78%	-7.24%

Correlation

The correlation between JLL and FPH is 0.31, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.31
Correlation (3Y) Balances recent behavior with more history.	0.34
Correlation (5Y) Shows whether the relationship held over a longer period.	0.36
Correlation (All Time) Calculated using the full available price history since May 10, 2017	0.34

Fundamentals

Market Cap JLL : $16.84B FPH : $364.69M
EPS JLL : $15.30 FPH : $0.53
PE Ratio JLL : 23.92 FPH : 9.62
PEG Ratio JLL : 1.00 FPH : 0.03
PS Ratio JLL : 0.64 FPH : 6.58
PB Ratio JLL : 2.32 FPH : 0.34
Total Revenue (TTM) JLL : $27.43B FPH : $116.87M
Gross Profit (TTM) JLL : $18.58B FPH : $38.27M
EBITDA (TTM) JLL : $1.26B FPH : $165.40M

Return for Risk

JLL vs. FPH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JLL

JLL Risk / Return Rank: 75
JLL Sharpe Ratio Rank: 78
JLL Sortino Ratio Rank: 71
JLL Omega Ratio Rank: 74
JLL Calmar Ratio Rank: 76
JLL Martin Ratio Rank: 74

FPH

FPH Risk / Return Rank: 36
FPH Sharpe Ratio Rank: 38
FPH Sortino Ratio Rank: 32
FPH Omega Ratio Rank: 32
FPH Calmar Ratio Rank: 39
FPH Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JLL vs. FPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) and Five Point Holdings, LLC (FPH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JLL	FPH	Difference
Sharpe ratio: Return per unit of total volatility	1.11	-0.12	+1.23
Sortino ratio: Return per unit of downside risk	1.58	0.02	+1.56
Omega ratio: Gain probability vs. loss probability	1.22	1.00	+0.22
Calmar ratio: Return relative to maximum drawdown	1.74	-0.12	+1.87
Martin ratio: Return relative to average drawdown	3.81	-0.21	+4.02

JLL vs. FPH - Sharpe Ratio Comparison

The current JLL Sharpe Ratio is 1.11, which is higher than the FPH Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of JLL and FPH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JLL vs. FPH - Drawdown Comparison

The maximum JLL drawdown since its inception was -85.92%, roughly equal to the maximum FPH drawdown of -87.96%. Use the drawdown chart below to compare losses from any high point for JLL and FPH.

Drawdown Indicators

	JLL	FPH	Difference
Max Drawdown Largest peak-to-trough decline	-85.92%	-87.96%	+2.04%
Max Drawdown (1Y) Largest decline over 1 year	-21.89%	-27.43%	+5.54%
Max Drawdown (3Y) Largest decline over 3 years	-30.59%	-37.68%	+7.09%
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	-76.62%	+21.08%
Max Drawdown (10Y) Largest decline over 10 years	-55.54%	—	—
Current Drawdown Current decline from peak	0.00%	-68.81%	+68.81%
Average Drawdown Average peak-to-trough decline	-30.81%	-60.71%	+29.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.99%	16.35%	-6.36%

Volatility

JLL vs. FPH - Volatility Comparison

Jones Lang LaSalle Incorporated (JLL) has a higher volatility of 10.66% compared to Five Point Holdings, LLC (FPH) at 8.39%. This indicates that JLL's price experiences larger fluctuations and is considered to be riskier than FPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JLL	FPH	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.66%	8.39%	+2.27%
Volatility (6M) Calculated over the trailing 6-month period	29.45%	20.47%	+8.98%
Volatility (1Y) Calculated over the trailing 1-year period	34.45%	28.17%	+6.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.20%	46.78%	-11.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.13%	47.29%	-11.16%

Dividends

JLL vs. FPH - Dividend Comparison

Neither JLL nor FPH has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FPH Five Point Holdings, LLC	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JLL Jones Lang LaSalle Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.49%	0.65%	0.48%	0.63%	0.35%

Financials

Frequently Asked Questions

Can I hold both JLL and FPH in my portfolio?

JLL and FPH have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JLL or FPH?

JLL has higher volatility (10.66%) compared to FPH (8.39%). In terms of maximum drawdown, JLL dropped -85.92% vs FPH's -87.96%.

Which has better risk-adjusted returns?

JLL currently has the higher Sharpe Ratio (1.11 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.