JWEL.TO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Jamieson Wellness Inc. (JWEL.TO) and S&P 500 Index (^GSPC).

Performance

JWEL.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Jamieson Wellness Inc. (JWEL.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

JWEL.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JWEL.TO Jamieson Wellness Inc.	2.91%	-5.89%	18.75%	-7.34%	-10.92%	12.79%	42.35%	22.84%	-3.09%	469,077.94%
^GSPC S&P 500 Index	-2.73%	11.05%	33.90%	21.49%	-13.70%	25.75%	14.29%	22.54%	1.71%	7.69%

Different Trading Currencies

JWEL.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JWEL.TO achieves a 2.91% return, which is significantly higher than ^GSPC's -3.34% return.

JWEL.TO

• 1D: 0.03%
• 1M: -5.80%
• YTD: 2.91%
• 6M: -2.74%
• 1Y: 15.05%
• 3Y*: 3.56%
• 5Y*: 0.52%
• 10Y*: —

^GSPC

• 1D: 0.00%
• 1M: -3.51%
• YTD: -3.34%
• 6M: -2.91%
• 1Y: 12.69%
• 3Y*: 17.80%
• 5Y*: 12.48%
• 10Y*: 12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JWEL.TO vs. ^GSPC — Risk / Return Rank

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

JWEL.TO

JWEL.TO Risk / Return Rank: 61
JWEL.TO Sharpe Ratio Rank: 65
JWEL.TO Sortino Ratio Rank: 60
JWEL.TO Omega Ratio Rank: 55
JWEL.TO Calmar Ratio Rank: 64
JWEL.TO Martin Ratio Rank: 62

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

JWEL.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jamieson Wellness Inc. (JWEL.TO) and S&P 500 Index (^GSPC). 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.

	JWEL.TO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.69	0.70	-0.02
Sortino ratio Return per unit of downside risk	1.22	1.07	+0.14
Omega ratio Gain probability vs. loss probability	1.14	1.17	-0.03
Calmar ratio Return relative to maximum drawdown	1.11	1.04	+0.07
Martin ratio Return relative to average drawdown	2.35	3.82	-1.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JWEL.TO vs. ^GSPC - Sharpe Ratio Comparison

The current JWEL.TO Sharpe Ratio is 0.69, which is comparable to the ^GSPC Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of JWEL.TO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JWEL.TO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	0.70	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.84	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.91	-0.91

Correlation

The correlation between JWEL.TO and ^GSPC 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.

Drawdowns

JWEL.TO vs. ^GSPC - Drawdown Comparison

The maximum JWEL.TO drawdown since its inception was -45.81%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for JWEL.TO and ^GSPC.

Drawdown Indicators

	JWEL.TO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-45.81%	-56.78%	+10.97%
Max Drawdown (1Y) Largest decline over 1 year	-13.95%	-12.14%	-1.81%
Max Drawdown (5Y) Largest decline over 5 years	-44.47%	-25.43%	-19.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-11.32%	-5.78%	-5.54%
Average Drawdown Average peak-to-trough decline	-14.94%	-10.75%	-4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.62%	2.60%	+4.02%

Volatility

JWEL.TO vs. ^GSPC - Volatility Comparison

Jamieson Wellness Inc. (JWEL.TO) has a higher volatility of 5.75% compared to S&P 500 Index (^GSPC) at 5.22%. This indicates that JWEL.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JWEL.TO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	5.22%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	13.97%	9.60%	+4.37%
Volatility (1Y) Calculated over the trailing 1-year period	22.01%	18.11%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.43%	14.99%	+10.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	123,616.53%	16.33%	+123,600.20%