JRVR vs. EQQQ.L
Compare and contrast key facts about James River Group Holdings, Ltd. (JRVR) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Performance
JRVR vs. EQQQ.L - Performance Comparison
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JRVR vs. EQQQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRVR James River Group Holdings, Ltd. | -4.41% | 31.58% | -46.16% | -55.19% | -26.79% | -39.29% | 22.81% | 15.89% | -5.75% | -0.76% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | -5.29% | 19.96% | 26.41% | 55.59% | -33.50% | 28.41% | 47.71% | 39.05% | -1.28% | 31.55% |
Different Trading Currencies
JRVR is traded in USD, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRVR achieves a -4.41% return, which is significantly higher than EQQQ.L's -5.29% return. Over the past 10 years, JRVR has underperformed EQQQ.L with an annualized return of -13.22%, while EQQQ.L has yielded a comparatively higher 18.78% annualized return.
JRVR
- 1D
- -3.65%
- 1M
- -14.73%
- YTD
- -4.41%
- 6M
- 8.72%
- 1Y
- 46.88%
- 3Y*
- -32.57%
- 5Y*
- -32.33%
- 10Y*
- -13.22%
EQQQ.L
- 1D
- 2.97%
- 1M
- -3.38%
- YTD
- -5.29%
- 6M
- -2.45%
- 1Y
- 24.26%
- 3Y*
- 23.14%
- 5Y*
- 13.01%
- 10Y*
- 18.78%
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Return for Risk
JRVR vs. EQQQ.L — Risk / Return Rank
JRVR
EQQQ.L
JRVR vs. EQQQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James River Group Holdings, Ltd. (JRVR) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.
| JRVR | EQQQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.24 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.83 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.12 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.58 | 7.78 | -2.19 |
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
| JRVR | EQQQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.24 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.65 | 0.63 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.31 | 0.94 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.76 | -0.96 |
Correlation
The correlation between JRVR and EQQQ.L is 0.18, 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
JRVR vs. EQQQ.L - Dividend Comparison
JRVR's dividend yield for the trailing twelve months is around 0.66%, more than EQQQ.L's 0.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRVR James River Group Holdings, Ltd. | 0.66% | 0.63% | 3.29% | 2.16% | 0.96% | 4.17% | 2.44% | 2.91% | 3.28% | 3.00% | 5.42% | 4.89% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.29% | 0.29% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% |
Drawdowns
JRVR vs. EQQQ.L - Drawdown Comparison
The maximum JRVR drawdown since its inception was -93.08%, which is greater than EQQQ.L's maximum drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for JRVR and EQQQ.L.
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Drawdown Indicators
| JRVR | EQQQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.08% | -33.75% | -59.33% |
Max Drawdown (1Y)Largest decline over 1 year | -17.51% | -10.97% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -92.57% | -27.76% | -64.81% |
Max Drawdown (10Y)Largest decline over 10 years | -93.08% | -27.76% | -65.32% |
Current DrawdownCurrent decline from peak | -87.92% | -8.20% | -79.72% |
Average DrawdownAverage peak-to-trough decline | -34.96% | -5.64% | -29.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 3.65% | +4.49% |
Volatility
JRVR vs. EQQQ.L - Volatility Comparison
James River Group Holdings, Ltd. (JRVR) has a higher volatility of 12.24% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 5.66%. This indicates that JRVR's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRVR | EQQQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 5.66% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 30.63% | 11.85% | +18.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.72% | 19.64% | +24.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.75% | 20.60% | +29.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.69% | 19.82% | +22.87% |