JMHLY vs. VPU
JMHLY (Jardine Matheson Holdings Ltd PK) is a stock, while VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index. Over the past 10 years, JMHLY returned 5.18%/yr vs 9.25%/yr for VPU. At a 0.14 correlation, their price movements are largely independent.
Performance
JMHLY vs. VPU - Performance Comparison
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Returns By Period
In the year-to-date period, JMHLY achieves a -6.14% return, which is significantly lower than VPU's 6.78% return. Over the past 10 years, JMHLY has underperformed VPU with an annualized return of 5.18%, while VPU has yielded a comparatively higher 9.25% annualized return.
JMHLY
- 1D
- 1.00%
- 1M
- -11.90%
- YTD
- -6.14%
- 6M
- -4.48%
- 1Y
- 42.63%
- 3Y*
- 12.78%
- 5Y*
- 4.10%
- 10Y*
- 5.18%
VPU
- 1D
- 0.75%
- 1M
- -0.09%
- YTD
- 6.78%
- 6M
- 6.90%
- 1Y
- 13.99%
- 3Y*
- 14.85%
- 5Y*
- 10.36%
- 10Y*
- 9.25%
JMHLY vs. VPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | -6.14% | 75.14% | 5.58% | -14.91% | -4.53% | 0.90% | 5.44% | -17.89% | 16.46% | 12.65% |
VPU Vanguard Utilities ETF | 6.78% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
Correlation
The correlation between JMHLY and VPU is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.14 |
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Return for Risk
JMHLY vs. VPU — Risk / Return Rank
JMHLY
VPU
JMHLY vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jardine Matheson Holdings Ltd PK (JMHLY) and Vanguard Utilities ETF (VPU). 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.
| JMHLY | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.58 | +0.19 |
| Martin ratioReturn relative to average drawdown | 5.37 | 3.36 | +2.01 |
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Drawdowns
JMHLY vs. VPU - Drawdown Comparison
The maximum JMHLY drawdown since its inception was -57.39%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for JMHLY and VPU.
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Drawdown Indicators
| JMHLY | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -46.31% | -11.08% |
Max Drawdown (1Y)Largest decline over 1 year | -24.21% | -8.90% | -15.31% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -17.34% | -13.01% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -25.15% | -14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -36.42% | -7.53% |
Current DrawdownCurrent decline from peak | -22.05% | -4.02% | -18.03% |
Average DrawdownAverage peak-to-trough decline | -15.01% | -7.78% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 4.17% | +3.79% |
Volatility
JMHLY vs. VPU - Volatility Comparison
Jardine Matheson Holdings Ltd PK (JMHLY) has a higher volatility of 12.11% compared to Vanguard Utilities ETF (VPU) at 5.15%. This indicates that JMHLY's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMHLY | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 5.15% | +6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 11.52% | +13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 14.44% | +18.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.00% | 17.03% | +8.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.94% | 19.15% | +6.79% |
Dividends
JMHLY vs. VPU - Dividend Comparison
JMHLY's dividend yield for the trailing twelve months is around 3.75%, more than VPU's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | 3.75% | 3.29% | 5.49% | 5.34% | 4.16% | 2.93% | 2.97% | 2.93% | 2.20% | 3.03% | 2.44% | 2.81% |
VPU Vanguard Utilities ETF | 2.59% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
Frequently Asked Questions
JMHLY and VPU have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMHLY has higher volatility (12.11%) compared to VPU (5.15%). In terms of maximum drawdown, JMHLY dropped -57.39% vs VPU's -46.31%.
JMHLY currently has the higher Sharpe Ratio (1.28 vs 0.98), 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.
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