PortfoliosLab logo
SIG vs. JEWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SIG and JEWL is 0.11, 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

SIG vs. JEWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Signet Jewelers Limited (SIG) and Adamas One Corp. (JEWL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

SIG:

56.41%

JEWL:

7,877.05%

Max Drawdown

SIG:

-95.53%

JEWL:

-96.81%

Current Drawdown

SIG:

-46.36%

JEWL:

-25.53%

Fundamentals

Market Cap

SIG:

$2.75B

JEWL:

$266.33K

EPS

SIG:

-$0.81

JEWL:

-$0.48

PS Ratio

SIG:

0.41

JEWL:

0.93

PB Ratio

SIG:

1.49

JEWL:

3.22

Total Revenue (TTM)

SIG:

$5.19B

JEWL:

$191.24K

Gross Profit (TTM)

SIG:

$2.05B

JEWL:

-$1.70M

EBITDA (TTM)

SIG:

$557.80M

JEWL:

-$5.68M

Returns By Period


SIG

YTD

-16.67%

1M

8.70%

6M

-32.88%

1Y

-38.17%

3Y*

5.17%

5Y*

46.01%

10Y*

-4.59%

JEWL

YTD

N/A

1M

1,300.00%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Signet Jewelers Limited

Adamas One Corp.

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

Risk-Adjusted Performance

SIG vs. JEWL — Risk-Adjusted Performance Rank

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

SIG
The Risk-Adjusted Performance Rank of SIG is 1818
Overall Rank
The Sharpe Ratio Rank of SIG is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SIG is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SIG is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SIG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SIG is 2323
Martin Ratio Rank

JEWL
The Risk-Adjusted Performance Rank of JEWL is 5050
Overall Rank
The Sharpe Ratio Rank of JEWL is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JEWL is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JEWL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JEWL is 00
Calmar Ratio Rank
The Martin Ratio Rank of JEWL is 1010
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.

SIG vs. JEWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Signet Jewelers Limited (SIG) and Adamas One Corp. (JEWL). 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.



Loading data...

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

SIG vs. JEWL - Dividend Comparison

SIG's dividend yield for the trailing twelve months is around 1.79%, while JEWL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SIG
Signet Jewelers Limited
1.79%1.36%0.83%1.15%0.41%1.36%6.81%4.47%2.10%1.06%0.68%0.52%
JEWL
Adamas One Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIG vs. JEWL - Drawdown Comparison

The maximum SIG drawdown since its inception was -95.53%, roughly equal to the maximum JEWL drawdown of -96.81%. Use the drawdown chart below to compare losses from any high point for SIG and JEWL.


Loading data...

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

Volatility

SIG vs. JEWL - Volatility Comparison


Loading data...

Financials

SIG vs. JEWL - Financials Comparison

This section allows you to compare key financial metrics between Signet Jewelers Limited and Adamas One Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
2.35B
179.77K
(SIG) Total Revenue
(JEWL) Total Revenue
Values in USD except per share items