PHG vs. JABLX

Last updated Apr 2, 2026

Compare and contrast key facts about Koninklijke Philips N.V. (PHG) and Janus Henderson VIT Balanced Portfolio (JABLX).

JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.

Performance

PHG vs. JABLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koninklijke Philips N.V. (PHG) and Janus Henderson VIT Balanced Portfolio (JABLX). The values are adjusted to include any dividend payments, if applicable.

PHG vs. JABLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PHG Koninklijke Philips N.V.	0.78%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	42.23%	-4.92%	26.32%
JABLX Janus Henderson VIT Balanced Portfolio	-4.89%	15.13%	15.42%	15.41%	-16.36%	17.20%	14.21%	22.60%	0.68%	18.44%

Returns By Period

In the year-to-date period, PHG achieves a 0.78% return, which is significantly higher than JABLX's -4.89% return. Over the past 10 years, PHG has underperformed JABLX with an annualized return of 1.62%, while JABLX has yielded a comparatively higher 9.63% annualized return.

PHG

• 1D: -0.40%
• 1M: -12.42%
• YTD: 0.78%
• 6M: -1.27%
• 1Y: 12.13%
• 3Y*: 15.52%
• 5Y*: -12.42%
• 10Y*: 1.62%

JABLX

• 1D: 2.07%
• 1M: -4.41%
• YTD: -4.89%
• 6M: -3.63%
• 1Y: 11.29%
• 3Y*: 11.51%
• 5Y*: 6.86%
• 10Y*: 9.63%

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

Return for Risk

PHG vs. JABLX — Risk / Return Rank

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

PHG

PHG Risk / Return Rank: 53
PHG Sharpe Ratio Rank: 54
PHG Sortino Ratio Rank: 48
PHG Omega Ratio Rank: 48
PHG Calmar Ratio Rank: 54
PHG Martin Ratio Rank: 58

JABLX

JABLX Risk / Return Rank: 52
JABLX Sharpe Ratio Rank: 46
JABLX Sortino Ratio Rank: 50
JABLX Omega Ratio Rank: 46
JABLX Calmar Ratio Rank: 60
JABLX Martin Ratio Rank: 59

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.

PHG vs. JABLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips N.V. (PHG) and Janus Henderson VIT Balanced Portfolio (JABLX). 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.

	PHG	JABLX	Difference
Sharpe ratio Return per unit of total volatility	0.37	0.97	-0.60
Sortino ratio Return per unit of downside risk	0.78	1.48	-0.70
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.56	1.49	-0.93
Martin ratio Return relative to average drawdown	1.72	5.93	-4.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHG vs. JABLX - Sharpe Ratio Comparison

The current PHG Sharpe Ratio is 0.37, which is lower than the JABLX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PHG and JABLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PHG	JABLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	0.97	-0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.62	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.87	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.91	-0.70

Correlation

The correlation between PHG and JABLX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PHG vs. JABLX - Dividend Comparison

PHG's dividend yield for the trailing twelve months is around 3.25%, less than JABLX's 5.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PHG Koninklijke Philips N.V.	3.25%	3.27%	0.00%	0.00%	6.43%	2.80%	0.00%	1.97%	2.82%	2.02%	2.51%	2.98%
JABLX Janus Henderson VIT Balanced Portfolio	5.42%	5.16%	2.02%	2.01%	4.78%	1.58%	3.14%	4.43%	5.22%	1.71%	3.64%	5.22%

Drawdowns

PHG vs. JABLX - Drawdown Comparison

The maximum PHG drawdown since its inception was -79.61%, which is greater than JABLX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for PHG and JABLX.

Drawdown Indicators

	PHG	JABLX	Difference
Max Drawdown Largest peak-to-trough decline	-79.61%	-27.07%	-52.54%
Max Drawdown (1Y) Largest decline over 1 year	-20.24%	-8.10%	-12.14%
Max Drawdown (5Y) Largest decline over 5 years	-79.61%	-21.30%	-58.31%
Max Drawdown (10Y) Largest decline over 10 years	-79.61%	-22.47%	-57.14%
Current Drawdown Current decline from peak	-50.92%	-6.20%	-44.72%
Average Drawdown Average peak-to-trough decline	-29.13%	-4.73%	-24.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.60%	2.03%	+4.57%

Volatility

PHG vs. JABLX - Volatility Comparison

Koninklijke Philips N.V. (PHG) has a higher volatility of 9.33% compared to Janus Henderson VIT Balanced Portfolio (JABLX) at 4.07%. This indicates that PHG's price experiences larger fluctuations and is considered to be riskier than JABLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PHG	JABLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.33%	4.07%	+5.26%
Volatility (6M) Calculated over the trailing 6-month period	21.44%	6.80%	+14.64%
Volatility (1Y) Calculated over the trailing 1-year period	32.51%	12.16%	+20.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.34%	11.14%	+26.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.91%	11.08%	+20.83%