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RJF vs. AEPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RJF and AEPGX is 0.44, 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.


-0.50.00.51.00.4

Performance

RJF vs. AEPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raymond James Financial, Inc. (RJF) and American Funds EuroPacific Growth Fund Class A (AEPGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.25%
-5.39%
RJF
AEPGX

Key characteristics

Sharpe Ratio

RJF:

1.75

AEPGX:

0.05

Sortino Ratio

RJF:

2.55

AEPGX:

0.15

Omega Ratio

RJF:

1.34

AEPGX:

1.02

Calmar Ratio

RJF:

2.38

AEPGX:

0.03

Martin Ratio

RJF:

6.78

AEPGX:

0.19

Ulcer Index

RJF:

6.26%

AEPGX:

3.46%

Daily Std Dev

RJF:

24.25%

AEPGX:

13.58%

Max Drawdown

RJF:

-69.68%

AEPGX:

-52.42%

Current Drawdown

RJF:

-8.40%

AEPGX:

-24.19%

Returns By Period

In the year-to-date period, RJF achieves a 41.27% return, which is significantly higher than AEPGX's -0.50% return. Over the past 10 years, RJF has outperformed AEPGX with an annualized return of 16.80%, while AEPGX has yielded a comparatively lower 2.57% annualized return.


RJF

YTD

41.27%

1M

-5.67%

6M

28.25%

1Y

41.57%

5Y*

22.95%

10Y*

16.80%

AEPGX

YTD

-0.50%

1M

-5.09%

6M

-5.39%

1Y

0.64%

5Y*

0.50%

10Y*

2.57%

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

RJF vs. AEPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) and American Funds EuroPacific Growth Fund Class A (AEPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for RJF, currently valued at 1.75, compared to the broader market-4.00-2.000.002.001.750.05
The chart of Sortino ratio for RJF, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.550.15
The chart of Omega ratio for RJF, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.02
The chart of Calmar ratio for RJF, currently valued at 2.38, compared to the broader market0.002.004.006.002.380.03
The chart of Martin ratio for RJF, currently valued at 6.78, compared to the broader market-5.000.005.0010.0015.0020.0025.006.780.19
RJF
AEPGX

The current RJF Sharpe Ratio is 1.75, which is higher than the AEPGX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of RJF and AEPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.75
0.05
RJF
AEPGX

Dividends

RJF vs. AEPGX - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.16%, more than AEPGX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
RJF
Raymond James Financial, Inc.
1.16%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%1.11%
AEPGX
American Funds EuroPacific Growth Fund Class A
0.37%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%1.38%0.91%

Drawdowns

RJF vs. AEPGX - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, which is greater than AEPGX's maximum drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for RJF and AEPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.40%
-24.19%
RJF
AEPGX

Volatility

RJF vs. AEPGX - Volatility Comparison

Raymond James Financial, Inc. (RJF) and American Funds EuroPacific Growth Fund Class A (AEPGX) have volatilities of 5.90% and 5.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.90%
5.78%
RJF
AEPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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