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PRDSF vs. JLGMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRDSF and JLGMX is 0.07, 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

PRDSF vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prada S.p.A (PRDSF) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRDSF:

-0.41

JLGMX:

0.64

Sortino Ratio

PRDSF:

0.95

JLGMX:

0.89

Omega Ratio

PRDSF:

1.13

JLGMX:

1.12

Calmar Ratio

PRDSF:

0.58

JLGMX:

0.59

Martin Ratio

PRDSF:

1.61

JLGMX:

1.91

Ulcer Index

PRDSF:

13.88%

JLGMX:

6.63%

Daily Std Dev

PRDSF:

72.65%

JLGMX:

23.91%

Max Drawdown

PRDSF:

-73.15%

JLGMX:

-31.82%

Current Drawdown

PRDSF:

-24.24%

JLGMX:

-4.71%

Returns By Period

In the year-to-date period, PRDSF achieves a -15.26% return, which is significantly lower than JLGMX's 0.30% return. Over the past 10 years, PRDSF has underperformed JLGMX with an annualized return of 4.34%, while JLGMX has yielded a comparatively higher 16.96% annualized return.


PRDSF

YTD

-15.26%

1M

12.38%

6M

-1.91%

1Y

-19.19%

3Y*

5.45%

5Y*

18.37%

10Y*

4.34%

JLGMX

YTD

0.30%

1M

6.28%

6M

-0.10%

1Y

15.35%

3Y*

19.54%

5Y*

17.21%

10Y*

16.96%

*Annualized

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Prada S.p.A

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRDSF vs. JLGMX — Risk-Adjusted Performance Rank

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

PRDSF
The Risk-Adjusted Performance Rank of PRDSF is 6060
Overall Rank
The Sharpe Ratio Rank of PRDSF is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PRDSF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PRDSF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PRDSF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PRDSF is 6969
Martin Ratio Rank

JLGMX
The Risk-Adjusted Performance Rank of JLGMX is 4646
Overall Rank
The Sharpe Ratio Rank of JLGMX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of JLGMX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of JLGMX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of JLGMX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JLGMX is 4343
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.

PRDSF vs. JLGMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prada S.p.A (PRDSF) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.


The current PRDSF Sharpe Ratio is -0.41, which is lower than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRDSF and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRDSF vs. JLGMX - Dividend Comparison

PRDSF's dividend yield for the trailing twelve months is around 5.58%, more than JLGMX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
PRDSF
Prada S.p.A
5.58%1.81%2.19%1.32%0.67%0.00%1.89%2.77%7.75%3.39%4.00%2.67%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
1.16%1.16%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%1.77%

Drawdowns

PRDSF vs. JLGMX - Drawdown Comparison

The maximum PRDSF drawdown since its inception was -73.15%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for PRDSF and JLGMX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRDSF vs. JLGMX - Volatility Comparison

Prada S.p.A (PRDSF) has a higher volatility of 24.14% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 4.77%. This indicates that PRDSF's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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