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JWEL.TO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between JWEL.TO and ^GSPC is 0.30, 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.


-0.50.00.51.00.3

Performance

JWEL.TO vs. ^GSPC - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-0.16%
9.82%
JWEL.TO
^GSPC

Key characteristics

Sharpe Ratio

JWEL.TO:

0.44

^GSPC:

1.74

Sortino Ratio

JWEL.TO:

0.76

^GSPC:

2.36

Omega Ratio

JWEL.TO:

1.11

^GSPC:

1.32

Calmar Ratio

JWEL.TO:

0.32

^GSPC:

2.62

Martin Ratio

JWEL.TO:

1.12

^GSPC:

10.69

Ulcer Index

JWEL.TO:

10.39%

^GSPC:

2.08%

Daily Std Dev

JWEL.TO:

26.11%

^GSPC:

12.76%

Max Drawdown

JWEL.TO:

-45.81%

^GSPC:

-56.78%

Current Drawdown

JWEL.TO:

-17.51%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, JWEL.TO achieves a -11.06% return, which is significantly lower than ^GSPC's 4.01% return.


JWEL.TO

YTD

-11.06%

1M

-7.01%

6M

4.12%

1Y

7.30%

5Y*

6.00%

10Y*

N/A

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JWEL.TO vs. ^GSPC — Risk-Adjusted Performance Rank

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

JWEL.TO
The Risk-Adjusted Performance Rank of JWEL.TO is 5757
Overall Rank
The Sharpe Ratio Rank of JWEL.TO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of JWEL.TO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JWEL.TO is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JWEL.TO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of JWEL.TO is 5959
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


Sharpe ratio
The chart of Sharpe ratio for JWEL.TO, currently valued at 0.12, compared to the broader market-2.000.002.000.121.63
The chart of Sortino ratio for JWEL.TO, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.006.000.342.20
The chart of Omega ratio for JWEL.TO, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.30
The chart of Calmar ratio for JWEL.TO, currently valued at 0.08, compared to the broader market0.002.004.006.000.082.41
The chart of Martin ratio for JWEL.TO, currently valued at 0.33, compared to the broader market-10.000.0010.0020.0030.000.339.80
JWEL.TO
^GSPC

The current JWEL.TO Sharpe Ratio is 0.44, which is lower than the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.12
1.63
JWEL.TO
^GSPC

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 -56.78%. Use the drawdown chart below to compare losses from any high point for JWEL.TO and ^GSPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.50%
-0.43%
JWEL.TO
^GSPC

Volatility

JWEL.TO vs. ^GSPC - Volatility Comparison

Jamieson Wellness Inc. (JWEL.TO) has a higher volatility of 9.93% compared to S&P 500 (^GSPC) at 3.01%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.93%
3.01%
JWEL.TO
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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