JWEL.TO vs. ^GSPC

Last updated Jul 21, 2026

JWEL.TO (Jamieson Wellness Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, JWEL.TO returned 5.92%/yr vs 13.56%/yr for ^GSPC. At a 0.18 correlation, their price movements are largely independent.

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.

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 25.04% return, which is significantly higher than ^GSPC's 11.31% return.

JWEL.TO

• 1D: -1.17%
• 1M: 13.87%
• 6M: 23.79%
• YTD: 25.04%
• 1Y: 22.59%
• 3Y*: 16.27%
• 5Y*: 5.92%
• 10Y*: —
• ALL TIME*: 12.97%

^GSPC

• 1D: -0.32%
• 1M: -1.33%
• 6M: 8.26%
• YTD: 11.31%
• 1Y: 20.64%
• 3Y*: 20.42%
• 5Y*: 13.56%
• 10Y*: 13.88%
• ALL TIME*: 9.17%

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

JWEL.TO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JWEL.TO Jamieson Wellness Inc.	25.04%	-5.89%	18.75%	-7.35%	-10.92%	12.79%	42.36%	22.83%	-3.09%	36.48%
^GSPC S&P 500 Index	11.31%	11.07%	33.75%	21.28%	-14.34%	26.83%	13.50%	23.57%	1.65%	7.58%

Correlation

The correlation between JWEL.TO and ^GSPC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jul 7, 2017	0.18

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: 74
JWEL.TO Sharpe Ratio Rank: 76
JWEL.TO Sortino Ratio Rank: 77
JWEL.TO Omega Ratio Rank: 72
JWEL.TO Calmar Ratio Rank: 74
JWEL.TO Martin Ratio Rank: 71

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 65
^GSPC Sortino Ratio Rank: 63
^GSPC Omega Ratio Rank: 67
^GSPC Calmar Ratio Rank: 61
^GSPC Martin Ratio Rank: 79

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JWEL.TO	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	1.01	1.60	-0.59
Sortino ratio: Return per unit of downside risk	1.84	2.27	-0.44
Omega ratio: Gain probability vs. loss probability	1.20	1.28	-0.08
Calmar ratio: Return relative to maximum drawdown	1.55	2.26	-0.71
Martin ratio: Return relative to average drawdown	2.82	8.33	-5.50

JWEL.TO vs. ^GSPC - Sharpe Ratio Comparison

The current JWEL.TO Sharpe Ratio is 1.01, which is lower than the ^GSPC Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of JWEL.TO and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JWEL.TO vs. ^GSPC - Drawdown Comparison

The maximum JWEL.TO drawdown since its inception was -45.81%, smaller than the maximum ^GSPC drawdown of -48.87%. 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%	-48.87%	+3.06%
Max Drawdown (1Y) Largest decline over 1 year	-14.62%	-9.17%	-5.45%
Max Drawdown (3Y) Largest decline over 3 years	-27.42%	-19.59%	-7.83%
Max Drawdown (5Y) Largest decline over 5 years	-44.47%	-23.14%	-21.33%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.97%	—
Current Drawdown Current decline from peak	-1.17%	-2.74%	+1.57%
Average Drawdown Average peak-to-trough decline	-14.70%	-9.62%	-5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.03%	2.48%	+5.55%

Volatility

JWEL.TO vs. ^GSPC - Volatility Comparison

Jamieson Wellness Inc. (JWEL.TO) has a higher volatility of 10.76% compared to S&P 500 Index (^GSPC) at 3.47%. 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	10.76%	3.47%	+7.29%
Volatility (6M) Calculated over the trailing 6-month period	17.43%	10.42%	+7.01%
Volatility (1Y) Calculated over the trailing 1-year period	22.52%	12.97%	+9.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.84%	17.91%	+7.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	19.12%	+8.49%

Frequently Asked Questions

Can I hold both JWEL.TO and ^GSPC in my portfolio?

JWEL.TO and ^GSPC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.