L vs. JMHLY
L (Loews Corporation) and JMHLY (Jardine Matheson Holdings Ltd PK) are both stocks. L operates in Insurance - Property & Casualty (Financial Services), while JMHLY operates in Conglomerates (Industrials). Over the past 10 years, L returned 11.24%/yr vs 5.26%/yr for JMHLY. At a 0.19 correlation, their price movements are largely independent.
Performance
L vs. JMHLY - Performance Comparison
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Returns By Period
In the year-to-date period, L achieves a 2.79% return, which is significantly higher than JMHLY's -5.13% return. Over the past 10 years, L has outperformed JMHLY with an annualized return of 11.24%, while JMHLY has yielded a comparatively lower 5.26% annualized return.
L
- 1D
- 0.70%
- 1M
- 2.83%
- YTD
- 2.79%
- 6M
- 3.77%
- 1Y
- 22.24%
- 3Y*
- 22.56%
- 5Y*
- 14.36%
- 10Y*
- 11.24%
JMHLY
- 1D
- 2.06%
- 1M
- -11.84%
- YTD
- -5.13%
- 6M
- -6.16%
- 1Y
- 43.77%
- 3Y*
- 13.62%
- 5Y*
- 4.83%
- 10Y*
- 5.26%
L vs. JMHLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
L Loews Corporation | 2.79% | 24.68% | 22.09% | 19.78% | 1.41% | 28.89% | -13.69% | 15.89% | -8.56% | 8.56% |
JMHLY Jardine Matheson Holdings Ltd PK | -5.13% | 75.14% | 5.58% | -14.91% | -4.53% | 0.90% | 5.44% | -17.89% | 16.46% | 12.65% |
Correlation
The correlation between L and JMHLY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.19 |
The correlation between L and JMHLY shifts across timeframes, from 0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
L:
$22.30B
JMHLY:
$18.73B
L:
$8.96
JMHLY:
$2.19
L:
12.06
JMHLY:
28.98
L:
0.71
JMHLY:
4.83
L:
1.23
JMHLY:
0.27
L:
1.19
JMHLY:
0.65
L:
$18.29B
JMHLY:
$69.97B
L:
$8.42B
JMHLY:
$19.29B
L:
$2.64B
JMHLY:
$6.54B
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Return for Risk
L vs. JMHLY — Risk / Return Rank
L
JMHLY
L vs. JMHLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) and Jardine Matheson Holdings Ltd PK (JMHLY). 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.
| L | JMHLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.95 | +0.76 |
| Martin ratioReturn relative to average drawdown | 6.93 | 6.49 | +0.44 |
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Drawdowns
L vs. JMHLY - Drawdown Comparison
The maximum L drawdown since its inception was -65.58%, which is greater than JMHLY's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for L and JMHLY.
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Drawdown Indicators
| L | JMHLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -57.39% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -24.21% | +16.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.16% | -30.35% | +18.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -39.41% | +13.30% |
Max Drawdown (10Y)Largest decline over 10 years | -48.53% | -43.95% | -4.58% |
Current DrawdownCurrent decline from peak | -3.93% | -21.21% | +17.28% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -15.00% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 7.25% | -4.14% |
Volatility
L vs. JMHLY - Volatility Comparison
The current volatility for Loews Corporation (L) is 5.39%, while Jardine Matheson Holdings Ltd PK (JMHLY) has a volatility of 10.42%. This indicates that L experiences smaller price fluctuations and is considered to be less risky than JMHLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| L | JMHLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 10.42% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 24.70% | -12.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 32.93% | -16.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 25.82% | -6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.65% | 25.87% | -0.22% |
Dividends
L vs. JMHLY - Dividend Comparison
L's dividend yield for the trailing twelve months is around 0.23%, less than JMHLY's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMHLY Jardine Matheson Holdings Ltd PK | 3.71% | 3.29% | 5.49% | 5.34% | 4.16% | 2.93% | 2.97% | 2.93% | 2.20% | 3.03% | 2.44% | 2.81% |
L Loews Corporation | 0.23% | 0.24% | 0.30% | 0.36% | 0.43% | 0.43% | 0.56% | 0.48% | 0.55% | 1.58% | 0.53% | 0.65% |
Financials
L vs. JMHLY - Financials Comparison
This section allows you to compare key financial metrics between Loews Corporation and Jardine Matheson Holdings Ltd PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
L vs. JMHLY - Profitability Comparison
L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported a gross profit of 2.38B and revenue of 4.56B. Therefore, the gross margin over that period was 52.3%.
JMHLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported a gross profit of 4.68B and revenue of 17.15B. Therefore, the gross margin over that period was 27.3%.
L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported an operating income of 539.00M and revenue of 4.56B, resulting in an operating margin of 11.8%.
JMHLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported an operating income of 1.44B and revenue of 17.15B, resulting in an operating margin of 8.4%.
L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Loews Corporation reported a net income of 572.00M and revenue of 4.56B, resulting in a net margin of 12.6%.
JMHLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jardine Matheson Holdings Ltd PK reported a net income of 581.38M and revenue of 17.15B, resulting in a net margin of 3.4%.
Frequently Asked Questions
L and JMHLY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMHLY has higher volatility (10.42%) compared to L (5.39%). In terms of maximum drawdown, L dropped -65.58% vs JMHLY's -57.39%.
JMHLY currently has the higher Sharpe Ratio (1.44 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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