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JNGIX vs. BIIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JNGIX and BIIB is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

JNGIX vs. BIIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Growth And Income Fund (JNGIX) and Biogen Inc. (BIIB). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
198.14%
115.60%
JNGIX
BIIB

Key characteristics

Sharpe Ratio

JNGIX:

-0.31

BIIB:

-1.35

Sortino Ratio

JNGIX:

-0.25

BIIB:

-1.99

Omega Ratio

JNGIX:

0.96

BIIB:

0.77

Calmar Ratio

JNGIX:

-0.26

BIIB:

-0.51

Martin Ratio

JNGIX:

-0.71

BIIB:

-1.35

Ulcer Index

JNGIX:

9.97%

BIIB:

28.51%

Daily Std Dev

JNGIX:

22.92%

BIIB:

28.11%

Max Drawdown

JNGIX:

-35.48%

BIIB:

-90.00%

Current Drawdown

JNGIX:

-19.40%

BIIB:

-75.03%

Returns By Period

In the year-to-date period, JNGIX achieves a -5.21% return, which is significantly higher than BIIB's -22.29% return. Over the past 10 years, JNGIX has outperformed BIIB with an annualized return of 4.48%, while BIIB has yielded a comparatively lower -11.09% annualized return.


JNGIX

YTD

-5.21%

1M

-2.30%

6M

-16.03%

1Y

-7.21%

5Y*

5.93%

10Y*

4.48%

BIIB

YTD

-22.29%

1M

-15.31%

6M

-34.59%

1Y

-43.11%

5Y*

-17.13%

10Y*

-11.09%

*Annualized

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Risk-Adjusted Performance

JNGIX vs. BIIB — Risk-Adjusted Performance Rank

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

JNGIX
The Risk-Adjusted Performance Rank of JNGIX is 99
Overall Rank
The Sharpe Ratio Rank of JNGIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of JNGIX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of JNGIX is 99
Omega Ratio Rank
The Calmar Ratio Rank of JNGIX is 77
Calmar Ratio Rank
The Martin Ratio Rank of JNGIX is 99
Martin Ratio Rank

BIIB
The Risk-Adjusted Performance Rank of BIIB is 88
Overall Rank
The Sharpe Ratio Rank of BIIB is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BIIB is 33
Sortino Ratio Rank
The Omega Ratio Rank of BIIB is 55
Omega Ratio Rank
The Calmar Ratio Rank of BIIB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BIIB is 1414
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.

JNGIX vs. BIIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Growth And Income Fund (JNGIX) and Biogen Inc. (BIIB). 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 chart of Sharpe ratio for JNGIX, currently valued at -0.31, compared to the broader market-1.000.001.002.003.00
JNGIX: -0.31
BIIB: -1.35
The chart of Sortino ratio for JNGIX, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.00
JNGIX: -0.25
BIIB: -1.99
The chart of Omega ratio for JNGIX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
JNGIX: 0.96
BIIB: 0.77
The chart of Calmar ratio for JNGIX, currently valued at -0.26, compared to the broader market0.002.004.006.008.0010.00
JNGIX: -0.26
BIIB: -0.51
The chart of Martin ratio for JNGIX, currently valued at -0.71, compared to the broader market0.0010.0020.0030.0040.0050.00
JNGIX: -0.71
BIIB: -1.35

The current JNGIX Sharpe Ratio is -0.31, which is higher than the BIIB Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of JNGIX and BIIB, 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 Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.31
-1.35
JNGIX
BIIB

Dividends

JNGIX vs. BIIB - Dividend Comparison

JNGIX's dividend yield for the trailing twelve months is around 16.06%, while BIIB has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
JNGIX
Janus Henderson Growth And Income Fund
16.06%15.34%7.88%6.69%5.59%4.22%3.77%7.99%3.49%8.89%10.57%2.71%
BIIB
Biogen Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JNGIX vs. BIIB - Drawdown Comparison

The maximum JNGIX drawdown since its inception was -35.48%, smaller than the maximum BIIB drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for JNGIX and BIIB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.40%
-75.03%
JNGIX
BIIB

Volatility

JNGIX vs. BIIB - Volatility Comparison

Janus Henderson Growth And Income Fund (JNGIX) has a higher volatility of 14.44% compared to Biogen Inc. (BIIB) at 13.54%. This indicates that JNGIX's price experiences larger fluctuations and is considered to be riskier than BIIB 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%14.00%NovemberDecember2025FebruaryMarchApril
14.44%
13.54%
JNGIX
BIIB