JUKC.L vs. TSM
Compare and contrast key facts about JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
JUKC.L is a passively managed fund by JPMorgan that tracks the performance of the FTSE AllSh TR GBP. It was launched on Jun 14, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JUKC.L or TSM.
Key characteristics
| JUKC.L | TSM | |
|---|---|---|
| YTD Return | 9.12% | 88.62% |
| 1Y Return | 15.81% | 102.26% |
| Sharpe Ratio | 1.50 | 2.90 |
| Sortino Ratio | 2.19 | 3.53 |
| Omega Ratio | 1.27 | 1.44 |
| Calmar Ratio | 2.98 | 3.98 |
| Martin Ratio | 9.80 | 16.50 |
| Ulcer Index | 1.51% | 6.98% |
| Daily Std Dev | 9.88% | 39.28% |
| Max Drawdown | -10.36% | -84.63% |
| Current Drawdown | -2.84% | -5.73% |
Correlation
The correlation between JUKC.L and TSM is 0.37, 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
JUKC.L vs. TSM - Performance Comparison
In the year-to-date period, JUKC.L achieves a 9.12% return, which is significantly lower than TSM's 88.62% 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
JUKC.L vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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
JUKC.L vs. TSM - Dividend Comparison
JUKC.L has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUKC.L JPMorgan UK Equity Core UCITS ETF GBP (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.13% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
JUKC.L vs. TSM - Drawdown Comparison
The maximum JUKC.L drawdown since its inception was -10.36%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for JUKC.L and TSM. For additional features, visit the drawdowns tool.
Volatility
JUKC.L vs. TSM - Volatility Comparison
The current volatility for JPMorgan UK Equity Core UCITS ETF GBP (acc) (JUKC.L) is 3.68%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.75%. This indicates that JUKC.L experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.