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ISIN
US46817M1071
CUSIP
46817M107
IPO Date
Sep 1, 2021

Highlights

EPS (TTM)
-$7.23
Total Revenue (TTM)
$5.86B
Gross Profit (TTM)
$5.39B
EBITDA (TTM)
-$22.00M
Year Range
$82.65 - $123.61
Target Price
$120.00
ROA (TTM)
-0.11%
ROE (TTM)
-4.04%

Share Price Chart


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Performance

JXN Performance Chart

Jackson Financial Inc. (JXN) is up 4.3% since the beginning of the year. At $109 per share, JXN is trading 11.5% below its 52-week high of $124.


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S&P 500 Index

Returns By Period

Jackson Financial Inc. (JXN) has returned 4.33% so far this year and 33.58% over the past 12 months.


Jackson Financial Inc.

1D
2.41%
1M
3.14%
YTD
4.33%
6M
3.41%
1Y
33.58%
3Y*
62.08%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JXN Monthly Returns History

Based on dividend-adjusted daily data since Sep 1, 2021, JXN's average daily return is +0.18%, while the average monthly return is +3.72%. At this rate, an investment would double in approximately 1.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Oct 2022 with a return of +38.2%, while the worst month was Jun 2022 at -25.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JXN closed higher 55% of trading days. The best single day was Sep 1, 2021 with a return of +25.8%, while the worst single day was May 11, 2022 at -16.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.50%-7.94%-2.60%9.51%-10.94%6.98%4.33%
20258.22%-2.77%-7.66%-7.01%5.13%9.45%-1.39%12.84%3.30%-0.41%-2.78%9.69%26.93%
2024-2.21%9.95%21.59%3.30%11.26%-1.37%18.58%2.17%2.25%9.56%0.24%-12.47%76.45%
202326.59%3.04%-16.27%-3.74%-21.42%10.51%7.87%15.69%1.65%-3.95%31.75%7.27%57.22%
2022-8.27%6.57%9.69%-4.34%-13.94%-25.40%2.84%15.68%-11.23%38.23%-1.20%-6.85%-11.54%
20214.00%4.12%18.59%32.12%69.65%

Benchmark Metrics

Jackson Financial Inc. has an annualized alpha of 32.85%, beta of 1.46, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since September 01, 2021.

  • This stock captured 150.83% of S&P 500 Index gains but only 24.69% of its losses - a favorable profile for investors.
  • R2 of 0.31 means the benchmark explains less than half of this stock's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
32.85%
Beta
1.46
0.31
Upside Capture
150.83%
Downside Capture
24.69%

Return for Risk

Risk / Return Rank

JXN ranks 72 for risk / return — better than 72% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JXN Risk / Return Rank: 7272
Overall Rank
JXN Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JXN Sortino Ratio Rank: 6767
Sortino Ratio Rank
JXN Omega Ratio Rank: 6666
Omega Ratio Rank
JXN Calmar Ratio Rank: 7676
Calmar Ratio Rank
JXN Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JXNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

2.07

2.78

-0.72

Martin ratioReturn relative to average drawdown

4.59

12.44

-7.85

Dividends

Dividend History

Jackson Financial Inc. provided a 3.11% dividend yield over the last twelve months, with an annual payout of $3.40 per share. The company has been increasing its dividends for 4 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$3.40$3.20$2.80$2.48$2.20$0.50

Dividend yield

3.11%3.00%3.22%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.90$0.00$0.00$0.90$1.80
2025$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$3.20
2024$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$2.80
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$2.48
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$2.20
2021$0.50$0.00$0.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 8.95%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-48.34%Jul 2022
3mo 18d6mo 22d
10mo 10dMar 2022 - Feb 2023
2023 bear market2023
-41.52%May 2023
3mo 9d6mo
9mo 9dFeb 2023 - Nov 2023
2025 selloff2025
-37.09%Apr 2025
4mo 28d9mo 6d
1y 1moNov 2024 - Jan 2026
Bear market2022
-23.00%Mar 2022
1mo 25d18d
2mo 13dJan 2022 - Mar 2022
2024 bear market2024
-21.53%Aug 2024
4d11d
15dAug 2024 - Aug 2024

Drawdown Indicators


JXNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.34%

-56.78%

+8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-9.10%

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-37.09%

-18.90%

-18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.95%

-1.80%

-7.15%

Average Drawdown

Average peak-to-trough decline

-15.05%

-10.71%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.34%

2.03%

+5.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

Valuation

The Valuation section provides an overview of how Jackson Financial Inc. is priced in the market compared to other companies in the Asset Management industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for JXN relative to other companies in the Asset Management industry. Currently, JXN has a P/S ratio of 1.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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