JMHLY vs. WRB
JMHLY (Jardine Matheson Holdings Ltd PK) and WRB (W. R. Berkley Corporation) are both stocks. JMHLY operates in Conglomerates (Industrials), while WRB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, JMHLY returned 5.39%/yr vs 17.21%/yr for WRB. At a 0.15 correlation, their price movements are largely independent.
Performance
JMHLY vs. WRB - Performance Comparison
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Returns By Period
In the year-to-date period, JMHLY achieves a -3.21% return, which is significantly higher than WRB's -6.77% return. Over the past 10 years, JMHLY has underperformed WRB with an annualized return of 5.39%, while WRB has yielded a comparatively higher 17.21% annualized return.
JMHLY
- 1D
- 0.60%
- 1M
- -5.36%
- YTD
- -3.21%
- 6M
- -2.28%
- 1Y
- 50.49%
- 3Y*
- 15.27%
- 5Y*
- 4.97%
- 10Y*
- 5.39%
WRB
- 1D
- 0.17%
- 1M
- -1.55%
- YTD
- -6.77%
- 6M
- -7.30%
- 1Y
- -10.33%
- 3Y*
- 22.22%
- 5Y*
- 16.44%
- 10Y*
- 17.21%
JMHLY vs. WRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | -3.21% | 75.14% | 5.58% | -14.91% | -4.53% | 0.90% | 5.44% | -17.89% | 16.46% | 12.65% |
WRB W. R. Berkley Corporation | -6.77% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
Correlation
The correlation between JMHLY and WRB is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.15 |
The correlation between JMHLY and WRB shifts across timeframes, from 0.04 (3 years) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JMHLY:
$2.19
WRB:
$4.45
JMHLY:
29.57
WRB:
14.67
JMHLY:
4.93
WRB:
0.86
JMHLY:
0.27
WRB:
1.78
JMHLY:
$69.97B
WRB:
$14.71B
JMHLY:
$19.29B
WRB:
$2.91B
JMHLY:
$6.54B
WRB:
$2.37B
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Return for Risk
JMHLY vs. WRB — Risk / Return Rank
JMHLY
WRB
JMHLY vs. WRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jardine Matheson Holdings Ltd PK (JMHLY) and W. R. Berkley Corporation (WRB). 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.
| JMHLY | WRB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.93 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.59 | +3.09 |
| Martin ratioReturn relative to average drawdown | 8.22 | -1.14 | +9.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMHLY | WRB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | -0.50 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.73 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.70 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.58 | -0.31 |
Drawdowns
JMHLY vs. WRB - Drawdown Comparison
The maximum JMHLY drawdown since its inception was -57.39%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for JMHLY and WRB.
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Drawdown Indicators
| JMHLY | WRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.39% | -69.33% | +11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -20.26% | -17.62% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -30.35% | -17.62% | -12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -39.41% | -26.29% | -13.12% |
Max Drawdown (10Y)Largest decline over 10 years | -43.95% | -45.35% | +1.40% |
Current DrawdownCurrent decline from peak | -19.61% | -15.35% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -14.99% | -14.58% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 9.11% | -2.95% |
Volatility
JMHLY vs. WRB - Volatility Comparison
Jardine Matheson Holdings Ltd PK (JMHLY) has a higher volatility of 10.70% compared to W. R. Berkley Corporation (WRB) at 6.28%. This indicates that JMHLY's price experiences larger fluctuations and is considered to be riskier than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMHLY | WRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | 6.28% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 24.50% | 15.59% | +8.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.71% | 20.95% | +11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.77% | 22.75% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.85% | 24.51% | +1.34% |
Dividends
JMHLY vs. WRB - Dividend Comparison
JMHLY's dividend yield for the trailing twelve months is around 3.64%, more than WRB's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | 3.64% | 3.29% | 5.49% | 5.34% | 4.16% | 2.93% | 2.97% | 2.93% | 2.20% | 3.03% | 2.44% | 2.81% |
WRB W. R. Berkley Corporation | 2.85% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Financials
JMHLY vs. WRB - Financials Comparison
This section allows you to compare key financial metrics between Jardine Matheson Holdings Ltd PK and W. R. Berkley Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
JMHLY vs. WRB - Profitability Comparison
JMHLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported a gross profit of 4.68B and revenue of 17.15B. Therefore, the gross margin over that period was 27.3%.
WRB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a gross profit of 765.46M and revenue of 3.72B. Therefore, the gross margin over that period was 20.6%.
JMHLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported an operating income of 1.44B and revenue of 17.15B, resulting in an operating margin of 8.4%.
WRB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported an operating income of 606.51M and revenue of 3.72B, resulting in an operating margin of 16.3%.
JMHLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported a net income of 581.38M and revenue of 17.15B, resulting in a net margin of 3.4%.
WRB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a net income of 449.51M and revenue of 3.72B, resulting in a net margin of 12.1%.
Frequently Asked Questions
JMHLY and WRB have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMHLY has higher volatility (10.70%) compared to WRB (6.28%). In terms of maximum drawdown, JMHLY dropped -57.39% vs WRB's -69.33%.
JMHLY currently has the higher Sharpe Ratio (1.55 vs -0.50), 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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