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Janus International Group, Inc. (JBI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS47103N1063
CUSIP47103N106
SectorIndustrials
IndustryBuilding Products & Equipment

Highlights

Market Cap$2.22B
EPS$0.92
PE Ratio16.46
Revenue (TTM)$1.07B
Gross Profit (TTM)$364.93M
EBITDA (TTM)$286.00M
Year Range$8.66 - $15.86
Target Price$17.93
Short %7.90%
Short Ratio4.25

Share Price Chart


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Janus International Group, Inc.

Popular comparisons: JBI vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus International Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%NovemberDecember2024FebruaryMarchApril
62.21%
21.14%
JBI (Janus International Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Janus International Group, Inc. had a return of 15.48% year-to-date (YTD) and 67.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.48%6.33%
1 month-0.26%-2.81%
6 months62.22%21.13%
1 year67.07%24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.43%1.41%5.44%
2023-6.55%-12.52%12.71%23.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JBI is 88, placing it in the top 12% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of JBI is 8888
Janus International Group, Inc.(JBI)
The Sharpe Ratio Rank of JBI is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of JBI is 8888Sortino Ratio Rank
The Omega Ratio Rank of JBI is 8686Omega Ratio Rank
The Calmar Ratio Rank of JBI is 8888Calmar Ratio Rank
The Martin Ratio Rank of JBI is 8787Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus International Group, Inc. (JBI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JBI
Sharpe ratio
The chart of Sharpe ratio for JBI, currently valued at 1.90, compared to the broader market-2.00-1.000.001.002.003.001.90
Sortino ratio
The chart of Sortino ratio for JBI, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for JBI, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for JBI, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for JBI, currently valued at 6.66, compared to the broader market0.0010.0020.0030.006.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Janus International Group, Inc. Sharpe ratio is 1.90. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.90
1.91
JBI (Janus International Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Janus International Group, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.38%
-3.48%
JBI (Janus International Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Janus International Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus International Group, Inc. was 48.03%, occurring on May 10, 2022. The portfolio has not yet recovered.

The current Janus International Group, Inc. drawdown is 4.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.03%Sep 7, 2021171May 10, 2022
-22.79%Feb 22, 202123Mar 24, 202196Aug 10, 2021119
-8.94%Aug 12, 20213Aug 16, 202113Sep 2, 202116
-8.39%Feb 24, 202019Mar 19, 202064Jun 19, 202083
-6.14%Oct 2, 202025Nov 5, 202032Dec 22, 202057

Volatility

Volatility Chart

The current Janus International Group, Inc. volatility is 7.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
7.79%
3.59%
JBI (Janus International Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Janus International Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items