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JNGIX vs. BIIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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JNGIX vs. BIIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNGIX
Janus Henderson Growth And Income Fund
-4.86%20.07%15.26%18.06%-14.27%28.97%10.35%27.14%-1.96%24.20%
BIIB
Biogen Inc.
4.43%15.09%-40.91%-6.55%15.42%-2.02%-17.48%-1.39%-5.54%12.34%

Returns By Period

In the year-to-date period, JNGIX achieves a -4.86% return, which is significantly lower than BIIB's 4.43% return. Over the past 10 years, JNGIX has outperformed BIIB with an annualized return of 12.38%, while BIIB has yielded a comparatively lower -3.43% annualized return.


JNGIX

1D
2.72%
1M
-6.13%
YTD
-4.86%
6M
-2.94%
1Y
19.14%
3Y*
14.08%
5Y*
9.84%
10Y*
12.38%

BIIB

1D
0.25%
1M
-2.27%
YTD
4.43%
6M
19.17%
1Y
39.20%
3Y*
-12.89%
5Y*
-7.99%
10Y*
-3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JNGIX vs. BIIB — Risk / Return Rank

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

JNGIX
JNGIX Risk / Return Rank: 6262
Overall Rank
JNGIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
JNGIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
JNGIX Omega Ratio Rank: 5656
Omega Ratio Rank
JNGIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
JNGIX Martin Ratio Rank: 7474
Martin Ratio Rank

BIIB
BIIB Risk / Return Rank: 7676
Overall Rank
BIIB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BIIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
BIIB Omega Ratio Rank: 6969
Omega Ratio Rank
BIIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIIB Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNGIX vs. BIIB - Risk-Adjusted Trends 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.


JNGIXBIIBDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.15

-0.11

Sortino ratio

Return per unit of downside risk

1.59

1.83

-0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.72

2.43

-0.70

Martin ratio

Return relative to average drawdown

7.46

5.82

+1.64

JNGIX vs. BIIB - Sharpe Ratio Comparison

The current JNGIX Sharpe Ratio is 1.04, which is comparable to the BIIB Sharpe Ratio of 1.15. 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.


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Sharpe Ratios by Period


JNGIXBIIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.15

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.21

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

-0.08

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Correlation

The correlation between JNGIX and BIIB is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JNGIX vs. BIIB - Dividend Comparison

JNGIX's dividend yield for the trailing twelve months is around 15.57%, while BIIB has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JNGIX
Janus Henderson Growth And Income Fund
15.57%14.98%15.34%7.88%6.69%5.59%4.22%3.89%7.99%2.92%7.88%9.59%
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 -63.66%, smaller than the maximum BIIB drawdown of -89.98%. Use the drawdown chart below to compare losses from any high point for JNGIX and BIIB.


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Drawdown Indicators


JNGIXBIIBDifference

Max Drawdown

Largest peak-to-trough decline

-63.66%

-89.98%

+26.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-13.66%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.75%

-72.66%

+45.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

-72.66%

+37.18%

Current Drawdown

Current decline from peak

-7.69%

-61.39%

+53.70%

Average Drawdown

Average peak-to-trough decline

-15.49%

-36.48%

+20.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

5.89%

-3.17%

Volatility

JNGIX vs. BIIB - Volatility Comparison

The current volatility for Janus Henderson Growth And Income Fund (JNGIX) is 5.38%, while Biogen Inc. (BIIB) has a volatility of 8.65%. This indicates that JNGIX experiences smaller price fluctuations and is considered to be less risky than BIIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNGIXBIIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

8.65%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

24.14%

-14.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

34.45%

-15.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

38.11%

-19.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

41.39%

-22.54%