PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JLL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JLL and VOO is 0.62, 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.


-0.50.00.51.00.6

Performance

JLL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jones Lang LaSalle Incorporated (JLL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
19.44%
5.77%
JLL
VOO

Key characteristics

Sharpe Ratio

JLL:

1.17

VOO:

2.06

Sortino Ratio

JLL:

1.91

VOO:

2.75

Omega Ratio

JLL:

1.22

VOO:

1.38

Calmar Ratio

JLL:

0.95

VOO:

3.07

Martin Ratio

JLL:

7.59

VOO:

13.32

Ulcer Index

JLL:

4.83%

VOO:

1.95%

Daily Std Dev

JLL:

31.19%

VOO:

12.59%

Max Drawdown

JLL:

-85.93%

VOO:

-33.99%

Current Drawdown

JLL:

-12.60%

VOO:

-2.67%

Returns By Period

In the year-to-date period, JLL achieves a -2.05% return, which is significantly lower than VOO's 0.62% return. Over the past 10 years, JLL has underperformed VOO with an annualized return of 5.24%, while VOO has yielded a comparatively higher 13.25% annualized return.


JLL

YTD

-2.05%

1M

-9.18%

6M

19.44%

1Y

38.45%

5Y*

7.80%

10Y*

5.24%

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*Annualized

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. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLL
The Risk-Adjusted Performance Rank of JLL is 8181
Overall Rank
The Sharpe Ratio Rank of JLL is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JLL is 8080
Sortino Ratio Rank
The Omega Ratio Rank of JLL is 7575
Omega Ratio Rank
The Calmar Ratio Rank of JLL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of JLL is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JLL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jones Lang LaSalle Incorporated (JLL) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for JLL, currently valued at 1.17, compared to the broader market-4.00-2.000.002.001.172.06
The chart of Sortino ratio for JLL, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.912.75
The chart of Omega ratio for JLL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.38
The chart of Calmar ratio for JLL, currently valued at 0.95, compared to the broader market0.002.004.006.000.953.07
The chart of Martin ratio for JLL, currently valued at 7.59, compared to the broader market-10.000.0010.0020.007.5913.32
JLL
VOO

The current JLL Sharpe Ratio is 1.17, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JLL and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.17
2.06
JLL
VOO

Dividends

JLL vs. VOO - Dividend Comparison

JLL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
JLL
Jones Lang LaSalle Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.59%0.65%0.48%0.63%0.35%0.47%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JLL vs. VOO - Drawdown Comparison

The maximum JLL drawdown since its inception was -85.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JLL and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.60%
-2.67%
JLL
VOO

Volatility

JLL vs. VOO - Volatility Comparison

Jones Lang LaSalle Incorporated (JLL) has a higher volatility of 8.63% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. This indicates that JLL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
8.63%
4.43%
JLL
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab