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ACRE vs. JXN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACRE and JXN is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ACRE vs. JXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Commercial Real Estate Corporation (ACRE) and Jackson Financial Inc. (JXN). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-43.23%
222.69%
ACRE
JXN

Key characteristics

Sharpe Ratio

ACRE:

-0.95

JXN:

1.84

Sortino Ratio

ACRE:

-1.27

JXN:

2.44

Omega Ratio

ACRE:

0.85

JXN:

1.34

Calmar Ratio

ACRE:

-0.66

JXN:

2.91

Martin Ratio

ACRE:

-1.16

JXN:

11.48

Ulcer Index

ACRE:

28.74%

JXN:

6.29%

Daily Std Dev

ACRE:

35.03%

JXN:

39.26%

Max Drawdown

ACRE:

-75.68%

JXN:

-48.34%

Current Drawdown

ACRE:

-48.50%

JXN:

-24.82%

Fundamentals

Market Cap

ACRE:

$372.52M

JXN:

$6.67B

EPS

ACRE:

-$1.14

JXN:

-$11.55

Total Revenue (TTM)

ACRE:

$93.84M

JXN:

$2.54B

Gross Profit (TTM)

ACRE:

$68.51M

JXN:

-$249.00M

EBITDA (TTM)

ACRE:

$12.27M

JXN:

-$1.20B

Returns By Period

In the year-to-date period, ACRE achieves a -33.29% return, which is significantly lower than JXN's 72.06% return.


ACRE

YTD

-33.29%

1M

-11.03%

6M

-6.70%

1Y

-34.91%

5Y*

-7.50%

10Y*

3.55%

JXN

YTD

72.06%

1M

-15.20%

6M

20.65%

1Y

67.57%

5Y*

N/A

10Y*

N/A

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

ACRE vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Commercial Real Estate Corporation (ACRE) and Jackson Financial Inc. (JXN). 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 ACRE, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.951.84
The chart of Sortino ratio for ACRE, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.00-1.272.44
The chart of Omega ratio for ACRE, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.34
The chart of Calmar ratio for ACRE, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.662.91
The chart of Martin ratio for ACRE, currently valued at -1.16, compared to the broader market0.0010.0020.00-1.1611.48
ACRE
JXN

The current ACRE Sharpe Ratio is -0.95, which is lower than the JXN Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ACRE and JXN, 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
1.84
ACRE
JXN

Dividends

ACRE vs. JXN - Dividend Comparison

ACRE's dividend yield for the trailing twelve months is around 17.39%, more than JXN's 3.30% yield.


TTM20232022202120202019201820172016201520142013
ACRE
Ares Commercial Real Estate Corporation
17.39%12.74%9.82%9.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%7.63%
JXN
Jackson Financial Inc.
3.30%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACRE vs. JXN - Drawdown Comparison

The maximum ACRE drawdown since its inception was -75.68%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for ACRE and JXN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.50%
-24.82%
ACRE
JXN

Volatility

ACRE vs. JXN - Volatility Comparison

Ares Commercial Real Estate Corporation (ACRE) and Jackson Financial Inc. (JXN) have volatilities of 9.72% and 9.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
9.89%
ACRE
JXN

Financials

ACRE vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between Ares Commercial Real Estate Corporation and Jackson Financial Inc.. 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


Values in USD except per share items
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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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