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PLTI.L vs. JEGA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLTI.L vs. JEGA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L). The values are adjusted to include any dividend payments, if applicable.

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PLTI.L vs. JEGA.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PLTI.L achieves a -29.13% return, which is significantly lower than JEGA.L's 0.91% return.


PLTI.L

1D
0.00%
1M
2.35%
YTD
-29.13%
6M
-38.82%
1Y
3Y*
5Y*
10Y*

JEGA.L

1D
1.28%
1M
-3.84%
YTD
0.91%
6M
2.79%
1Y
4.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLTI.L vs. JEGA.L - Expense Ratio Comparison

PLTI.L has a 0.55% expense ratio, which is higher than JEGA.L's 0.35% expense ratio.


Return for Risk

PLTI.L vs. JEGA.L — Risk / Return Rank

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

PLTI.L

JEGA.L
JEGA.L Risk / Return Rank: 2222
Overall Rank
JEGA.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 2121
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2525
Martin Ratio Rank
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.

PLTI.L vs. JEGA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Palantir (PLTR) Options ETP (PLTI.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PLTI.L vs. JEGA.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PLTI.LJEGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.86

1.02

-1.88

Correlation

The correlation between PLTI.L and JEGA.L is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PLTI.L vs. JEGA.L - Dividend Comparison

PLTI.L's dividend yield for the trailing twelve months is around 0.72%, while JEGA.L has not paid dividends to shareholders.


Drawdowns

PLTI.L vs. JEGA.L - Drawdown Comparison

The maximum PLTI.L drawdown since its inception was -51.46%, which is greater than JEGA.L's maximum drawdown of -7.93%. Use the drawdown chart below to compare losses from any high point for PLTI.L and JEGA.L.


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Drawdown Indicators


PLTI.LJEGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.46%

-7.93%

-43.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

Current Drawdown

Current decline from peak

-45.54%

-4.46%

-41.08%

Average Drawdown

Average peak-to-trough decline

-21.31%

-1.21%

-20.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

PLTI.L vs. JEGA.L - Volatility Comparison


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Volatility by Period


PLTI.LJEGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

45.34%

11.22%

+34.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.34%

9.56%

+35.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.34%

9.56%

+35.78%