NAVF.L vs. JGGI.L
Compare and contrast key facts about Nippon Active Value Fund plc (NAVF.L) and JP Morgan Global Growth & Income plc (JGGI.L).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAVF.L or JGGI.L.
Key characteristics
| NAVF.L | JGGI.L | |
|---|---|---|
| YTD Return | 11.70% | 11.94% |
| 1Y Return | 18.66% | 20.42% |
| 3Y Return (Ann) | 12.27% | 11.46% |
| Sharpe Ratio | 1.08 | 1.49 |
| Daily Std Dev | 16.92% | 13.25% |
| Max Drawdown | -28.50% | -54.88% |
| Current Drawdown | 0.00% | -4.55% |
Fundamentals
| NAVF.L | JGGI.L | |
|---|---|---|
| Market Cap | £338.56M | £2.71B |
| EPS | £0.05 | £0.87 |
| PE Ratio | 4.59 | 6.32 |
Correlation
The correlation between NAVF.L and JGGI.L is 0.40, 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.
Performance
NAVF.L vs. JGGI.L - Performance Comparison
The year-to-date returns for both investments are quite close, with NAVF.L having a 11.70% return and JGGI.L slightly higher at 11.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
NAVF.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nippon Active Value Fund plc (NAVF.L) and JP Morgan Global Growth & Income plc (JGGI.L). 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.
Dividends
NAVF.L vs. JGGI.L - Dividend Comparison
NAVF.L's dividend yield for the trailing twelve months is around 0.89%, less than JGGI.L's 3.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAVF.L Nippon Active Value Fund plc | 0.89% | 1.98% | 1.66% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGGI.L JP Morgan Global Growth & Income plc | 3.56% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
NAVF.L vs. JGGI.L - Drawdown Comparison
The maximum NAVF.L drawdown since its inception was -28.50%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for NAVF.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
NAVF.L vs. JGGI.L - Volatility Comparison
The current volatility for Nippon Active Value Fund plc (NAVF.L) is 4.48%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.10%. This indicates that NAVF.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NAVF.L vs. JGGI.L - Financials Comparison
This section allows you to compare key financial metrics between Nippon Active Value Fund plc and JP Morgan Global Growth & Income plc. 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