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SJVN.NS vs. BMK.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SJVN.NS and BMK.L is 0.09, 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

SJVN.NS vs. BMK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SJVN Limited (SJVN.NS) and Benchmark Holdings plc (BMK.L). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
648.01%
-65.39%
SJVN.NS
BMK.L

Key characteristics

Sharpe Ratio

SJVN.NS:

0.29

BMK.L:

-0.09

Sortino Ratio

SJVN.NS:

0.81

BMK.L:

0.16

Omega Ratio

SJVN.NS:

1.11

BMK.L:

1.02

Calmar Ratio

SJVN.NS:

0.50

BMK.L:

-0.05

Martin Ratio

SJVN.NS:

1.00

BMK.L:

-0.25

Ulcer Index

SJVN.NS:

16.11%

BMK.L:

14.70%

Daily Std Dev

SJVN.NS:

55.51%

BMK.L:

39.59%

Max Drawdown

SJVN.NS:

-42.15%

BMK.L:

-81.50%

Current Drawdown

SJVN.NS:

-27.11%

BMK.L:

-76.72%

Fundamentals

Market Cap

SJVN.NS:

₹457.66B

BMK.L:

£245.92M

EPS

SJVN.NS:

₹2.57

BMK.L:

-£0.06

Total Revenue (TTM)

SJVN.NS:

₹29.23B

BMK.L:

£90.37M

Gross Profit (TTM)

SJVN.NS:

₹21.05B

BMK.L:

£25.89M

EBITDA (TTM)

SJVN.NS:

₹24.21B

BMK.L:

£10.55M

Returns By Period

In the year-to-date period, SJVN.NS achieves a 24.41% return, which is significantly higher than BMK.L's -2.06% return. Over the past 10 years, SJVN.NS has outperformed BMK.L with an annualized return of 24.53%, while BMK.L has yielded a comparatively lower -10.50% annualized return.


SJVN.NS

YTD

24.41%

1M

7.83%

6M

-15.04%

1Y

26.14%

5Y*

43.98%

10Y*

24.53%

BMK.L

YTD

-2.06%

1M

-14.49%

6M

-19.64%

1Y

-3.61%

5Y*

-5.38%

10Y*

-10.50%

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

SJVN.NS vs. BMK.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SJVN Limited (SJVN.NS) and Benchmark Holdings plc (BMK.L). 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 SJVN.NS, currently valued at 0.37, compared to the broader market-4.00-2.000.002.000.37-0.17
The chart of Sortino ratio for SJVN.NS, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.900.03
The chart of Omega ratio for SJVN.NS, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.00
The chart of Calmar ratio for SJVN.NS, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.08
The chart of Martin ratio for SJVN.NS, currently valued at 1.18, compared to the broader market-5.000.005.0010.0015.0020.0025.001.18-0.51
SJVN.NS
BMK.L

The current SJVN.NS Sharpe Ratio is 0.29, which is higher than the BMK.L Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of SJVN.NS and BMK.L, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.37
-0.17
SJVN.NS
BMK.L

Dividends

SJVN.NS vs. BMK.L - Dividend Comparison

SJVN.NS's dividend yield for the trailing twelve months is around 1.61%, while BMK.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SJVN.NS
SJVN Limited
1.61%1.95%4.96%7.18%8.85%8.45%8.22%8.11%3.67%3.30%3.99%4.49%
BMK.L
Benchmark Holdings plc
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

SJVN.NS vs. BMK.L - Drawdown Comparison

The maximum SJVN.NS drawdown since its inception was -42.15%, smaller than the maximum BMK.L drawdown of -81.50%. Use the drawdown chart below to compare losses from any high point for SJVN.NS and BMK.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.32%
-82.24%
SJVN.NS
BMK.L

Volatility

SJVN.NS vs. BMK.L - Volatility Comparison

The current volatility for SJVN Limited (SJVN.NS) is 10.32%, while Benchmark Holdings plc (BMK.L) has a volatility of 10.99%. This indicates that SJVN.NS experiences smaller price fluctuations and is considered to be less risky than BMK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.32%
10.99%
SJVN.NS
BMK.L

Financials

SJVN.NS vs. BMK.L - Financials Comparison

This section allows you to compare key financial metrics between SJVN Limited and Benchmark Holdings plc. 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


Please note, different currencies. SJVN.NS values in INR, BMK.L values in GBp
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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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