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JUP.L vs. BGUK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JUP.L vs. BGUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Jupiter Fund Management plc (JUP.L) and Baillie Gifford UK Growth Fund plc (BGUK.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUP.L achieves a 11.31% return, which is significantly higher than BGUK.L's 2.94% return. Over the past 10 years, JUP.L has underperformed BGUK.L with an annualized return of -2.26%, while BGUK.L has yielded a comparatively higher 5.81% annualized return.


JUP.L

1D
2.94%
1M
6.07%
YTD
11.31%
6M
17.54%
1Y
94.76%
3Y*
23.36%
5Y*
-2.30%
10Y*
-2.26%

BGUK.L

1D
0.00%
1M
-0.47%
YTD
2.94%
6M
2.44%
1Y
9.91%
3Y*
10.76%
5Y*
-0.44%
10Y*
5.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUP.L vs. BGUK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUP.L
Jupiter Fund Management plc
11.31%91.85%0.89%-25.11%-42.29%-2.40%-25.86%50.47%-49.66%51.56%
BGUK.L
Baillie Gifford UK Growth Fund plc
2.94%17.54%11.15%2.25%-29.88%8.18%12.73%28.68%-5.18%9.73%

Correlation

The correlation between JUP.L and BGUK.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2010

0.47

The correlation between JUP.L and BGUK.L has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

Fundamentals

Total Revenue (TTM)

JUP.L:

£838.00M

BGUK.L:

£23.80M

Gross Profit (TTM)

JUP.L:

£760.80M

BGUK.L:

£24.70M

EBITDA (TTM)

JUP.L:

£242.30M

BGUK.L:

-£21.08M

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Return for Risk

JUP.L vs. BGUK.L — Risk / Return Rank

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

JUP.L
JUP.L Risk / Return Rank: 9393
Overall Rank
JUP.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JUP.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
JUP.L Omega Ratio Rank: 9393
Omega Ratio Rank
JUP.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
JUP.L Martin Ratio Rank: 9090
Martin Ratio Rank

BGUK.L
BGUK.L Risk / Return Rank: 5959
Overall Rank
BGUK.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BGUK.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGUK.L Omega Ratio Rank: 5454
Omega Ratio Rank
BGUK.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
BGUK.L Martin Ratio Rank: 6565
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.

JUP.L vs. BGUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jupiter Fund Management plc (JUP.L) and Baillie Gifford UK Growth Fund plc (BGUK.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.


JUP.LBGUK.LDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.50

1.13

+0.37

Calmar ratioReturn relative to maximum drawdown

4.94

0.77

+4.17

Martin ratioReturn relative to average drawdown

12.08

2.58

+9.50

JUP.L vs. BGUK.L - Sharpe Ratio Comparison

The current JUP.L Sharpe Ratio is 3.00, which is higher than the BGUK.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JUP.L and BGUK.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JUP.LBGUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

0.67

+2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.02

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.28

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.24

-0.07

Drawdowns

JUP.L vs. BGUK.L - Drawdown Comparison

The maximum JUP.L drawdown since its inception was -81.45%, which is greater than BGUK.L's maximum drawdown of -60.77%. Use the drawdown chart below to compare losses from any high point for JUP.L and BGUK.L.


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Drawdown Indicators


JUP.LBGUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.45%

-60.77%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-19.36%

-12.80%

-6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-32.20%

-19.34%

-12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-69.90%

-43.21%

-26.69%

Max Drawdown (10Y)

Largest decline over 10 years

-81.45%

-43.69%

-37.76%

Current Drawdown

Current decline from peak

-49.20%

-8.49%

-40.71%

Average Drawdown

Average peak-to-trough decline

-33.94%

-17.03%

-16.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

3.83%

+4.11%

Volatility

JUP.L vs. BGUK.L - Volatility Comparison

Jupiter Fund Management plc (JUP.L) has a higher volatility of 8.19% compared to Baillie Gifford UK Growth Fund plc (BGUK.L) at 5.61%. This indicates that JUP.L's price experiences larger fluctuations and is considered to be riskier than BGUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUP.LBGUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

5.61%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

23.01%

12.21%

+10.80%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

14.77%

+17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.49%

19.68%

+16.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.17%

20.94%

+13.23%

Dividends

JUP.L vs. BGUK.L - Dividend Comparison

JUP.L's dividend yield for the trailing twelve months is around 6.02%, more than BGUK.L's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BGUK.L
Baillie Gifford UK Growth Fund plc
2.71%2.79%3.14%2.17%2.36%1.00%1.37%2.18%3.69%3.05%3.12%3.85%
JUP.L
Jupiter Fund Management plc
6.02%2.71%7.61%7.39%12.88%7.84%6.06%6.96%11.42%4.69%5.86%5.53%

Financials

JUP.L vs. BGUK.L - Financials Comparison

This section allows you to compare key financial metrics between Jupiter Fund Management plc and Baillie Gifford UK Growth Fund plc. 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


-100.00M0.00100.00M200.00M300.00M400.00M20212022202320242025
302.90M
-3.01M
(JUP.L) Total Revenue
(BGUK.L) Total Revenue
Values in GBp except per share items

Frequently Asked Questions


JUP.L and BGUK.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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