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Jackson Financial Inc. (JXN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS46817M1071
CUSIP46817M107
SectorFinancial Services
IndustryAsset Management

Highlights

Market Cap$5.33B
EPS$10.76
PE Ratio6.46
Revenue (TTM)$3.16B
Gross Profit (TTM)$9.66B
Year Range$25.09 - $70.98
Target Price$65.50
Short %6.18%
Short Ratio4.56

Share Price Chart


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Compare to other instruments

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Jackson Financial Inc.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jackson Financial 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%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
159.05%
13.09%
JXN (Jackson Financial Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Jackson Financial Inc. had a return of 38.12% year-to-date (YTD) and 106.54% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date38.12%7.26%
1 month5.65%-2.63%
6 months93.41%22.78%
1 year106.54%22.71%
5 years (annualized)N/A11.87%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.21%9.95%21.59%
2023-3.95%31.75%7.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JXN is 95, placing it in the top 5% 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 JXN is 9595
Jackson Financial Inc.(JXN)
The Sharpe Ratio Rank of JXN is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 9494Sortino Ratio Rank
The Omega Ratio Rank of JXN is 9494Omega Ratio Rank
The Calmar Ratio Rank of JXN is 9595Calmar Ratio Rank
The Martin Ratio Rank of JXN is 9595Martin 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 Jackson Financial Inc. (JXN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JXN
Sharpe ratio
The chart of Sharpe ratio for JXN, currently valued at 2.85, compared to the broader market-2.00-1.000.001.002.003.004.002.85
Sortino ratio
The chart of Sortino ratio for JXN, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.006.003.47
Omega ratio
The chart of Omega ratio for JXN, currently valued at 1.49, compared to the broader market0.501.001.501.49
Calmar ratio
The chart of Calmar ratio for JXN, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Martin ratio
The chart of Martin ratio for JXN, currently valued at 14.09, compared to the broader market0.0010.0020.0030.0014.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.004.002.04
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.006.002.96
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.93, compared to the broader market0.0010.0020.0030.007.93

Sharpe Ratio

The current Jackson Financial Inc. Sharpe ratio is 2.85. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Jackson Financial Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.85
2.04
JXN (Jackson Financial Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Jackson Financial Inc. granted a 3.66% dividend yield in the last twelve months. The annual payout for that period amounted to $2.56 per share.


PeriodTTM202320222021
Dividend$2.56$2.48$2.20$0.50

Dividend yield

3.66%4.84%6.32%1.20%

Monthly Dividends

The table displays the monthly dividend distributions for Jackson Financial Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.70
2023$0.00$0.00$0.62$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.62$0.00
2022$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.55$0.00$0.00$0.55$0.00
2021$0.50$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.7%
Jackson Financial Inc. has a dividend yield of 3.66%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%20.0%
Jackson Financial Inc. has a payout ratio of 19.97%, which is quite average when compared to the overall market. This suggests that Jackson Financial Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.02%
-2.63%
JXN (Jackson Financial Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Jackson Financial 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 Jackson Financial Inc. was 48.34%, occurring on Jul 14, 2022. Recovery took 139 trading sessions.

The current Jackson Financial Inc. drawdown is 1.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.34%Mar 28, 202275Jul 14, 2022139Feb 1, 2023214
-41.52%Feb 21, 202370May 31, 2023124Nov 27, 2023194
-23%Jan 11, 202238Mar 7, 202214Mar 25, 202252
-21.46%Sep 2, 202110Sep 16, 202140Nov 11, 202150
-11.71%Nov 18, 20218Nov 30, 20214Dec 6, 202112

Volatility

Volatility Chart

The current Jackson Financial Inc. volatility is 7.72%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
7.72%
3.67%
JXN (Jackson Financial Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items