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JUMSY vs. LILM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JUMSY vs. LILM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jumbo SA ADR (JUMSY) and Lilium N.V. (LILM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JUMSY

1D
-0.49%
1M
-7.64%
YTD
-15.41%
6M
-12.60%
1Y
-13.56%
3Y*
14.76%
5Y*
16.18%
10Y*
11.45%

LILM

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUMSY vs. LILM - Yearly Performance Comparison


2026 (YTD)
JUMSY
Jumbo SA ADR
-10.28%
LILM
Lilium N.V.
0.00%

Fundamentals

Total Revenue (TTM)

JUMSY:

$1.87B

LILM:

-$70.50K

Gross Profit (TTM)

JUMSY:

$974.91M

LILM:

-$14.17M

EBITDA (TTM)

JUMSY:

$657.50M

LILM:

-$584.53M

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Return for Risk

JUMSY vs. LILM — Risk / Return Rank

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

JUMSY
JUMSY Risk / Return Rank: 3333
Overall Rank
JUMSY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JUMSY Sortino Ratio Rank: 3636
Sortino Ratio Rank
JUMSY Omega Ratio Rank: 3636
Omega Ratio Rank
JUMSY Calmar Ratio Rank: 2929
Calmar Ratio Rank
JUMSY Martin Ratio Rank: 2929
Martin Ratio Rank

LILM
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.

JUMSY vs. LILM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and Lilium N.V. (LILM). 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.


JUMSYLILMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

-0.37

Martin ratioReturn relative to average drawdown

-0.69

JUMSY vs. LILM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JUMSYLILMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

Drawdowns

JUMSY vs. LILM - Drawdown Comparison

The maximum JUMSY drawdown since its inception was -45.41%, which is greater than LILM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JUMSY and LILM.


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Drawdown Indicators


JUMSYLILMDifference

Max Drawdown

Largest peak-to-trough decline

-45.41%

0.00%

-45.41%

Max Drawdown (1Y)

Largest decline over 1 year

-36.86%

Max Drawdown (3Y)

Largest decline over 3 years

-36.86%

Max Drawdown (5Y)

Largest decline over 5 years

-36.86%

Max Drawdown (10Y)

Largest decline over 10 years

-45.41%

Current Drawdown

Current decline from peak

-30.31%

0.00%

-30.31%

Average Drawdown

Average peak-to-trough decline

-14.40%

0.00%

-14.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.60%

Volatility

JUMSY vs. LILM - Volatility Comparison


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Volatility by Period


JUMSYLILMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.36%

Volatility (6M)

Calculated over the trailing 6-month period

57.53%

Volatility (1Y)

Calculated over the trailing 1-year period

72.14%

0.00%

+72.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.42%

0.00%

+54.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.81%

0.00%

+60.81%

Dividends

JUMSY vs. LILM - Dividend Comparison

JUMSY's dividend yield for the trailing twelve months is around 4.44%, while LILM has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
JUMSY
Jumbo SA ADR
4.44%1.84%5.50%11.61%7.83%5.57%5.60%2.79%1.06%0.83%3.32%
LILM
Lilium N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

JUMSY vs. LILM - Financials Comparison

This section allows you to compare key financial metrics between Jumbo SA ADR and Lilium N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
730.18M
0
(JUMSY) Total Revenue
(LILM) Total Revenue
Values in USD except per share items
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