JWEL.TO vs. ^GSPC
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 1.65%/yr vs 15.62%/yr for ^GSPC. At a 0.18 correlation, their price movements are largely independent.
Performance
JWEL.TO vs. ^GSPC - Performance Comparison
Loading charts...
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 6.05% return, which is significantly lower than ^GSPC's 12.32% return.
JWEL.TO
- 1D
- 2.03%
- 1M
- 5.38%
- YTD
- 6.05%
- 6M
- 4.74%
- 1Y
- -0.33%
- 3Y*
- 7.62%
- 5Y*
- 1.65%
- 10Y*
- —
^GSPC
- 1D
- 0.51%
- 1M
- 6.71%
- YTD
- 12.32%
- 6M
- 10.23%
- 1Y
- 29.18%
- 3Y*
- 22.45%
- 5Y*
- 15.62%
- 10Y*
- 14.59%
JWEL.TO vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JWEL.TO Jamieson Wellness Inc. | 6.05% | -5.89% | 18.75% | -7.34% | -10.92% | 12.79% | 42.35% | 22.84% | -3.09% | 469,077.94% |
^GSPC S&P 500 Index | 12.32% | 11.05% | 33.90% | 21.49% | -13.70% | 25.75% | 14.29% | 22.54% | 1.71% | 7.69% |
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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2017 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JWEL.TO vs. ^GSPC — Risk / Return Rank
JWEL.TO
^GSPC
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 ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.48 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.31 | -3.33 |
| Martin ratioReturn relative to average drawdown | -0.04 | 12.49 | -12.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JWEL.TO | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 2.51 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.05 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.99 | -0.99 |
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.
Loading charts...
Drawdown Indicators
| JWEL.TO | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.81% | -27.59% | -18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.62% | -8.86% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -27.52% | -19.23% | -8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -44.47% | -22.60% | -21.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.59% | — |
Current DrawdownCurrent decline from peak | -8.62% | 0.00% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -3.51% | -11.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 2.34% | +5.79% |
Volatility
JWEL.TO vs. ^GSPC - Volatility Comparison
Jamieson Wellness Inc. (JWEL.TO) has a higher volatility of 6.24% compared to S&P 500 Index (^GSPC) at 2.72%. 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.
Loading charts...
Volatility by Period
| JWEL.TO | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 2.72% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 8.87% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.03% | 11.70% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.48% | 14.99% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 122,393.68% | 16.33% | +122,377.35% |
Frequently Asked Questions
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.
Find the right allocation for JWEL.TO and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer