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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.


-0.50.00.51.00.1

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.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-27.94%
-92.40%
SIG
JEWL

Key characteristics

Sharpe Ratio

SIG:

-0.96

JEWL:

-0.26

Sortino Ratio

SIG:

-1.27

JEWL:

1.23

Omega Ratio

SIG:

0.82

JEWL:

1.15

Calmar Ratio

SIG:

-0.81

JEWL:

-0.94

Martin Ratio

SIG:

-2.13

JEWL:

-1.42

Ulcer Index

SIG:

22.07%

JEWL:

65.84%

Daily Std Dev

SIG:

49.07%

JEWL:

365.04%

Max Drawdown

SIG:

-95.53%

JEWL:

-99.62%

Current Drawdown

SIG:

-55.35%

JEWL:

-99.28%

Fundamentals

Market Cap

SIG:

$2.42B

JEWL:

$1.29M

EPS

SIG:

$8.55

JEWL:

-$0.48

Total Revenue (TTM)

SIG:

$4.35B

JEWL:

$202.71K

Gross Profit (TTM)

SIG:

$1.62B

JEWL:

-$1.71M

EBITDA (TTM)

SIG:

$250.70M

JEWL:

-$5.68M

Returns By Period

In the year-to-date period, SIG achieves a -30.63% return, which is significantly lower than JEWL's 88.89% return.


SIG

YTD

-30.63%

1M

-2.60%

6M

-28.18%

1Y

-47.41%

5Y*

15.59%

10Y*

-5.58%

JEWL

YTD

88.89%

1M

-53.42%

6M

-91.76%

1Y

-93.82%

5Y*

N/A

10Y*

N/A

*Annualized

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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 44
Overall Rank
The Sharpe Ratio Rank of SIG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SIG is 77
Sortino Ratio Rank
The Omega Ratio Rank of SIG is 66
Omega Ratio Rank
The Calmar Ratio Rank of SIG is 55
Calmar Ratio Rank
The Martin Ratio Rank of SIG is 00
Martin Ratio Rank

JEWL
The Risk-Adjusted Performance Rank of JEWL is 3333
Overall Rank
The Sharpe Ratio Rank of JEWL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of JEWL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JEWL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEWL is 22
Calmar Ratio Rank
The Martin Ratio Rank of JEWL is 77
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.


Sharpe ratio
The chart of Sharpe ratio for SIG, currently valued at -0.96, compared to the broader market-2.000.002.00-0.96-0.26
The chart of Sortino ratio for SIG, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.006.00-1.271.23
The chart of Omega ratio for SIG, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.15
The chart of Calmar ratio for SIG, currently valued at -0.91, compared to the broader market0.002.004.006.00-0.91-0.94
The chart of Martin ratio for SIG, currently valued at -2.13, compared to the broader market0.0010.0020.0030.00-2.13-1.42
SIG
JEWL

The current SIG Sharpe Ratio is -0.96, which is lower than the JEWL Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SIG and JEWL, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.96
-0.26
SIG
JEWL

Dividends

SIG vs. JEWL - Dividend Comparison

SIG's dividend yield for the trailing twelve months is around 2.08%, while JEWL has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SIG
Signet Jewelers Limited
2.08%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 -99.62%. Use the drawdown chart below to compare losses from any high point for SIG and JEWL. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.52%
-99.28%
SIG
JEWL

Volatility

SIG vs. JEWL - Volatility Comparison

The current volatility for Signet Jewelers Limited (SIG) is 10.63%, while Adamas One Corp. (JEWL) has a volatility of 78.73%. This indicates that SIG experiences smaller price fluctuations and is considered to be less risky than JEWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
10.63%
78.73%
SIG
JEWL

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


Values in USD except per share items
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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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