JP Morgan Global Growth & Income PLC

10-Year Study

JGGI.LSE · Financial Services · GB · Common Stock

Executive Summary: JP Morgan Global Growth & Income PLC has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 14.3%.

1Y CAGR
+14.9%
3Y CAGR
+12.8%
5Y CAGR
+10.6%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.0-7.07.6————————1.6%
20254.8-5.1-8.4-3.14.24.45.5-1.31.61.7-0.50.02.9%
20242.65.83.4-2.5-0.87.8-2.2-1.30.02.75.1-1.719.8%
20236.51.8-0.2-0.80.83.02.7-1.1-0.6-0.14.44.622.6%
2022-2.8-1.57.1-3.4-3.8-9.112.8-1.7-6.03.44.6-2.6-5.0%
2021-1.94.25.53.6-0.52.22.32.3-0.4-1.61.45.724.8%
2020-0.4-11.6-4.04.18.63.5-0.35.20.1-3.314.01.215.8%
20193.74.12.04.8-2.55.94.6-2.00.1-2.73.72.226.2%
2018-0.7-0.3-4.91.90.02.61.31.90.4-6.73.3-8.5-10.2%
20173.23.50.11.52.2-0.31.84.6-3.54.71.62.724.1%
2016———1.71.3-2.013.92.63.85.8-0.37.038.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 44.5% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110171.99081158472
2016-05-0110307.12946448987
2016-06-0110098.279458685549
2016-07-0111498.774057149692
2016-08-0111793.612433206343
2016-09-0112235.87351506133
2016-10-0112948.404867186591
2016-11-0112910.89840328419
2016-12-0113808.232285389646
2017-01-0114247.186663430315
2017-02-0114748.848809762514
2017-03-0114770.841907897744
2017-04-0114985.643980567838
2017-05-0115314.161486750318
2017-06-0115261.078337220468
2017-07-0115528.36553851782
2017-08-0116241.143134544149
2017-09-0115677.891870785272
2017-10-0116410.383049976957
2017-11-0116680.252294465492
2017-12-0117137.105086343665
2018-01-0117020.350299538117
2018-02-0116968.463191813444
2018-03-0116132.500325393723
2018-04-0116446.770863014517
2018-05-0116446.770863014517
2018-06-0116868.91733592241
2018-07-0117080.44084693831
2018-08-0117397.72259569214
2018-09-0117460.12080022232
2018-10-0116285.43185903592
2018-11-0116819.380098567915
2018-12-0115397.469316251043
2019-01-0115963.752897763048
2019-02-0116610.93111854533
2019-03-0116945.49215361398
2019-04-0117762.80380341294
2019-05-0117326.90284974549
2019-06-0118350.665386198383
2019-07-0119203.548726391367
2019-08-0118818.37401634356
2019-09-0118832.8179800261
2019-10-0118332.83029222115
2019-11-0119014.06756229091
2019-12-0119434.729536252376
2020-01-0119350.59854856809
2020-02-0117103.749591059233
2020-03-0116424.130495196485
2020-04-0117103.749591059233
2020-05-0118576.252941735172
2020-06-0119217.472060111653
2020-07-0119160.273119663983
2020-08-0120148.794636104278
2020-09-0120177.661456849273
2020-10-0119513.731615254455
2020-11-0122244.56240699895
2020-12-0122506.608130973615
2021-01-0122069.869948042535
2021-02-0122988.275272539227
2021-03-0124250.718504525612
2021-04-0125131.497760939386
2021-05-0125014.06052675088
2021-06-0125563.332172469225
2021-07-0126155.077373351483
2021-08-0126746.822574233738
2021-09-0126642.24630722093
2021-10-0126224.096021050336
2021-11-0126585.99012913734
2021-12-0128093.129443383248
2022-01-0127309.412497229758
2022-02-0126887.4137706625
2022-03-0128787.58649317025
2022-04-0127813.797397553742
2022-05-0126769.540332992106
2022-06-0124341.533255238835
2022-07-0127445.69090761984
2022-08-0126984.680111583664
2022-09-0125355.354573628683
2022-10-0126224.32819387134
2022-11-0127418.111590700424
2022-12-0126697.40494105976
2023-01-0128420.830826922193
2023-02-0128922.19044503308
2023-03-0128873.30751290142
2023-04-0128651.934245842873
2023-05-0128873.30751290142
2023-06-0129751.15294912249
2023-07-0130549.20129031804
2023-08-0130205.46591104967
2023-09-0130012.051880072184
2023-10-0129979.815035652595
2023-11-0131304.100664506754
2023-12-0132735.8893450264
2024-01-0133581.9411758498
2024-02-0135534.380925243866
2024-03-0136753.02088500058
2024-04-0135834.19342810206
2024-05-0135543.06981718149
2024-06-0138322.97350063847
2024-07-0137462.52695491274
2024-08-0136978.46772973676
2024-09-0136978.46772973676
2024-10-0137981.5035652599
2024-11-0139908.33394894309
2024-12-0139233.06985235919
2025-01-0141123.814951226115
2025-02-0139030.48851272201
2025-03-0135751.88464528566
2025-04-0134660.22211199876
2025-05-0136124.23356585793
2025-06-0137709.8402580636
2025-07-0139778.02167649883
2025-08-0139277.33043469084
2025-09-0139904.09855384474
2025-10-0140600.504448220185
2025-11-0140383.999774862714
2025-12-0140383.999774862714
2026-01-0140595.06597577663
2026-02-0141017.19837760447
2026-03-0138132.62696511427
2026-04-0141017.19837760447
Annual Return Matrix
YearAnnual Return
20170.24107885297354592
2018-0.10151281452308514
20190.26220284236840574
20200.1580612989232053
20210.24821693610604356
2022-0.04968205856653751
20230.22618244796817844
20240.19847270495249014
20250.029335709054495895
20260.015679442508710784
Total Factor Risk
0.14279295439779444
VTI.US Exposure
0.4450272508688673
VEA.US Exposure
0.10236976005259589
VWO.US Exposure
0.0353330562118138
QQQ.US Exposure
-0.23036180314905355
VTV.US Exposure
-0.12941292423926534
IJR.US Exposure
0.04320476471827405
QUAL.US Exposure
0.39838796118653735
SHV.US Exposure
0.003889030079784776
TLT.US Exposure
0.06122016495907054
LQD.US Exposure
-0.025538751085329672
HYG.US Exposure
0.009888736825252056
GLD.US Exposure
0.004152112261821927
USO.US Exposure
0.001970235520553336
VNQ.US Exposure
-0.009822603867898556
BTC-USD.CC Exposure
0.0022966175612681556
CPER.US Exposure
0.0004236440836790944
VIX.INDX Exposure
0.009266893765842743
UUP.US Exposure
0.11319558099205826
TIP.US Exposure
0.004747859380843815
Idiosyncratic Exposure
0.159762413873284
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.13%
Market Cap$3.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.050.04%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JP Morgan Global Growth & Income PLC a high-risk investment?

JP Morgan Global Growth & Income PLC (JGGI.LSE) has an annualized volatility of 14.3% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of JGGI.LSE?

Over the past 10 years, JGGI.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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