JPEL.L vs. ARCC
Compare and contrast key facts about JPEL Private Equity Ltd (JPEL.L) and Ares Capital Corporation (ARCC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEL.L or ARCC.
Key characteristics
| JPEL.L | ARCC | |
|---|---|---|
| YTD Return | -18.56% | 15.25% |
| 1Y Return | -21.00% | 21.51% |
| 3Y Return (Ann) | -20.25% | 11.26% |
| 5Y Return (Ann) | -9.63% | 13.44% |
| 10Y Return (Ann) | -0.16% | 13.12% |
| Sharpe Ratio | -1.55 | 1.85 |
| Sortino Ratio | -2.49 | 2.60 |
| Omega Ratio | 0.48 | 1.34 |
| Calmar Ratio | -0.34 | 3.03 |
| Martin Ratio | -1.47 | 12.86 |
| Ulcer Index | 14.25% | 1.64% |
| Daily Std Dev | 13.53% | 11.40% |
| Max Drawdown | -68.59% | -79.36% |
| Current Drawdown | -57.30% | -0.87% |
Fundamentals
| JPEL.L | ARCC | |
|---|---|---|
| EPS | -$0.26 | $2.62 |
| PEG Ratio | 0.00 | 3.95 |
| Total Revenue (TTM) | -$940.00K | $2.34B |
| Gross Profit (TTM) | -$1.18M | $1.99B |
| EBITDA (TTM) | $2.50K | $1.30B |
Correlation
The correlation between JPEL.L and ARCC is 0.04, 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.
Performance
JPEL.L vs. ARCC - Performance Comparison
In the year-to-date period, JPEL.L achieves a -18.56% return, which is significantly lower than ARCC's 15.25% return. Over the past 10 years, JPEL.L has underperformed ARCC with an annualized return of -0.16%, while ARCC has yielded a comparatively higher 13.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JPEL.L vs. ARCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPEL Private Equity Ltd (JPEL.L) and Ares Capital Corporation (ARCC). 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.
Dividends
JPEL.L vs. ARCC - Dividend Comparison
JPEL.L has not paid dividends to shareholders, while ARCC's dividend yield for the trailing twelve months is around 8.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEL.L JPEL Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 8.92% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% | 10.06% | 8.84% |
Drawdowns
JPEL.L vs. ARCC - Drawdown Comparison
The maximum JPEL.L drawdown since its inception was -68.59%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for JPEL.L and ARCC. For additional features, visit the drawdowns tool.
Volatility
JPEL.L vs. ARCC - Volatility Comparison
JPEL Private Equity Ltd (JPEL.L) has a higher volatility of 8.30% compared to Ares Capital Corporation (ARCC) at 3.36%. This indicates that JPEL.L's price experiences larger fluctuations and is considered to be riskier than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JPEL.L vs. ARCC - Financials Comparison
This section allows you to compare key financial metrics between JPEL Private Equity Ltd and Ares Capital 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