REA.AX vs. JBH.AX

Last updated Jun 4, 2026

REA.AX (REA Group Limited) and JBH.AX (JB Hi-Fi Limited) are both stocks. REA.AX operates in Internet Content & Information (Communication Services), while JBH.AX operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, REA.AX returned 12.29%/yr vs 17.83%/yr for JBH.AX. At a 0.23 correlation, their price movements are largely independent.

Performance

REA.AX vs. JBH.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in REA Group Limited (REA.AX) and JB Hi-Fi Limited (JBH.AX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REA.AX achieves a -13.03% return, which is significantly higher than JBH.AX's -26.57% return. Over the past 10 years, REA.AX has underperformed JBH.AX with an annualized return of 12.29%, while JBH.AX has yielded a comparatively higher 17.83% annualized return.

REA.AX

• 1D: 0.20%
• 1M: -9.58%
• YTD: -13.03%
• 6M: -16.11%
• 1Y: -33.49%
• 3Y*: 6.06%
• 5Y*: 0.47%
• 10Y*: 12.29%

JBH.AX

• 1D: -3.04%
• 1M: -12.35%
• YTD: -26.57%
• 6M: -27.98%
• 1Y: -34.65%
• 3Y*: 22.94%
• 5Y*: 13.21%
• 10Y*: 17.83%

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

REA.AX vs. JBH.AX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REA.AX REA Group Limited	-13.03%	-20.61%	29.99%	65.36%	-33.06%	13.63%	45.18%	41.83%	-2.24%	40.83%
JBH.AX JB Hi-Fi Limited	-26.57%	7.51%	83.49%	35.49%	-7.18%	5.66%	34.53%	79.82%	-6.73%	-6.96%

Correlation

The correlation between REA.AX and JBH.AX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Oct 23, 2003	0.23

The correlation between REA.AX and JBH.AX shifts across timeframes, from 0.23 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

REA.AX vs. JBH.AX — Risk / Return Rank

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

REA.AX

REA.AX Risk / Return Rank: 8
REA.AX Sharpe Ratio Rank: 3
REA.AX Sortino Ratio Rank: 5
REA.AX Omega Ratio Rank: 7
REA.AX Calmar Ratio Rank: 12
REA.AX Martin Ratio Rank: 11

JBH.AX

JBH.AX Risk / Return Rank: 5
JBH.AX Sharpe Ratio Rank: 2
JBH.AX Sortino Ratio Rank: 4
JBH.AX Omega Ratio Rank: 5
JBH.AX Calmar Ratio Rank: 9
JBH.AX Martin Ratio Rank: 6

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.

REA.AX vs. JBH.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REA Group Limited (REA.AX) and JB Hi-Fi Limited (JBH.AX). 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.

	REA.AX	JBH.AX	Difference
Sharpe ratio: Return per unit of total volatility	-1.08	-1.19	+0.11
Sortino ratio: Return per unit of downside risk	-1.57	-1.78	+0.21
Omega ratio: Gain probability vs. loss probability	0.82	0.79	+0.03
Calmar ratio: Return relative to maximum drawdown	-0.78	-0.84	+0.06
Martin ratio: Return relative to average drawdown	-1.29	-1.48	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REA.AX vs. JBH.AX - Sharpe Ratio Comparison

The current REA.AX Sharpe Ratio is -1.08, which is comparable to the JBH.AX Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of REA.AX and JBH.AX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REA.AX	JBH.AX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.08	-1.19	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.50	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.61	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.66	-0.25

Drawdowns

REA.AX vs. JBH.AX - Drawdown Comparison

The maximum REA.AX drawdown since its inception was -96.24%, which is greater than JBH.AX's maximum drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for REA.AX and JBH.AX.

Drawdown Indicators

	REA.AX	JBH.AX	Difference
Max Drawdown Largest peak-to-trough decline	-96.24%	-62.19%	-34.05%
Max Drawdown (1Y) Largest decline over 1 year	-42.73%	-41.12%	-1.61%
Max Drawdown (3Y) Largest decline over 3 years	-45.05%	-41.12%	-3.93%
Max Drawdown (5Y) Largest decline over 5 years	-45.80%	-41.12%	-4.68%
Max Drawdown (10Y) Largest decline over 10 years	-45.80%	-46.16%	+0.36%
Current Drawdown Current decline from peak	-41.53%	-41.12%	-0.41%
Average Drawdown Average peak-to-trough decline	-23.69%	-14.79%	-8.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.87%	23.29%	+2.58%

Volatility

REA.AX vs. JBH.AX - Volatility Comparison

The current volatility for REA Group Limited (REA.AX) is 10.53%, while JB Hi-Fi Limited (JBH.AX) has a volatility of 11.09%. This indicates that REA.AX experiences smaller price fluctuations and is considered to be less risky than JBH.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REA.AX	JBH.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.53%	11.09%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	26.23%	22.88%	+3.35%
Volatility (1Y) Calculated over the trailing 1-year period	30.77%	28.98%	+1.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.71%	26.48%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.60%	29.07%	+1.53%

Dividends

REA.AX vs. JBH.AX - Dividend Comparison

REA.AX's dividend yield for the trailing twelve months is around 1.66%, less than JBH.AX's 6.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JBH.AX JB Hi-Fi Limited	6.02%	3.90%	3.68%	5.88%	7.53%	5.94%	3.89%	3.77%	5.96%	4.73%	3.52%	4.61%
REA.AX REA Group Limited	1.66%	1.35%	0.81%	0.87%	1.48%	0.78%	0.74%	1.14%	1.47%	1.19%	1.48%	1.27%

Financials

Frequently Asked Questions

Can I hold both REA.AX and JBH.AX in my portfolio?

REA.AX and JBH.AX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.