JLL vs. FPH

In the year-to-date period, JLL achieves a -9.29% return, which is significantly lower than FPH's 42.33% return.

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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.

The current JLL Sharpe Ratio is 0.54, which is lower than the FPH Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of JLL and FPH, 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 FPH has paid dividends to shareholders.

The maximum JLL drawdown since its inception was -85.93%, 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. For additional features, visit the drawdowns tool.

The current volatility for Jones Lang LaSalle Incorporated (JLL) is 9.36%, while Five Point Holdings, LLC (FPH) has a volatility of 14.66%. This indicates that JLL experiences smaller price fluctuations and is considered to be less risky than FPH based on this measure. 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 Five Point Holdings, LLC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.