JLL vs. SPY
Compare and contrast key facts about Jones Lang LaSalle Incorporated (JLL) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JLL or SPY.
Key characteristics
JLL | SPY | |
---|---|---|
YTD Return | 10.07% | 10.44% |
1Y Return | 50.97% | 28.54% |
3Y Return (Ann) | 1.22% | 9.53% |
5Y Return (Ann) | 9.39% | 14.57% |
10Y Return (Ann) | 6.13% | 12.81% |
Sharpe Ratio | 1.50 | 2.52 |
Daily Std Dev | 33.49% | 11.50% |
Max Drawdown | -85.93% | -55.19% |
Current Drawdown | -24.23% | 0.00% |
Correlation
The correlation between JLL and SPY is 0.54, 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.
Performance
JLL vs. SPY - Performance Comparison
The year-to-date returns for both investments are quite close, with JLL having a 10.07% return and SPY slightly higher at 10.44%. Over the past 10 years, JLL has underperformed SPY with an annualized return of 6.13%, while SPY has yielded a comparatively higher 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
JLL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) and SPDR S&P 500 ETF (SPY). 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.
Dividends
JLL vs. SPY - Dividend Comparison
JLL has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.28%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Jones Lang LaSalle Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.59% | 0.65% | 0.48% | 0.63% | 0.35% | 0.47% | 0.54% |
SPDR S&P 500 ETF | 1.28% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
JLL vs. SPY - Drawdown Comparison
The maximum JLL drawdown since its inception was -85.93%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JLL and SPY. For additional features, visit the drawdowns tool.
Volatility
JLL vs. SPY - Volatility Comparison
Jones Lang LaSalle Incorporated (JLL) has a higher volatility of 7.11% compared to SPDR S&P 500 ETF (SPY) at 3.32%. This indicates that JLL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.