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

Correlation

The correlation between ACRE and JXN is 0.51, 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.


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.

-100.00%0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-54.03%
225.64%
ACRE
JXN

Key characteristics

Sharpe Ratio

ACRE:

-0.46

JXN:

0.43

Sortino Ratio

ACRE:

-0.45

JXN:

0.91

Omega Ratio

ACRE:

0.94

JXN:

1.13

Calmar Ratio

ACRE:

-0.28

JXN:

0.58

Martin Ratio

ACRE:

-0.90

JXN:

1.31

Ulcer Index

ACRE:

21.64%

JXN:

16.44%

Daily Std Dev

ACRE:

41.30%

JXN:

46.49%

Max Drawdown

ACRE:

-75.68%

JXN:

-48.34%

Current Drawdown

ACRE:

-58.35%

JXN:

-24.13%

Fundamentals

Market Cap

ACRE:

$227.11M

JXN:

$5.88B

EPS

ACRE:

-$0.64

JXN:

$11.74

PS Ratio

ACRE:

2.59

JXN:

1.75

PB Ratio

ACRE:

0.42

JXN:

0.63

Total Revenue (TTM)

ACRE:

$62.06M

JXN:

$2.13B

Gross Profit (TTM)

ACRE:

$46.51M

JXN:

$711.00M

EBITDA (TTM)

ACRE:

$25.54M

JXN:

$284.00M

Returns By Period

In the year-to-date period, ACRE achieves a -15.47% return, which is significantly lower than JXN's -1.60% return.


ACRE

YTD

-15.47%

1M

34.26%

6M

-27.35%

1Y

-18.90%

5Y*

1.96%

10Y*

0.99%

JXN

YTD

-1.60%

1M

20.26%

6M

-22.25%

1Y

19.66%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ACRE vs. JXN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACRE
The Risk-Adjusted Performance Rank of ACRE is 2929
Overall Rank
The Sharpe Ratio Rank of ACRE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ACRE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ACRE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ACRE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ACRE is 3232
Martin Ratio Rank

JXN
The Risk-Adjusted Performance Rank of JXN is 6868
Overall Rank
The Sharpe Ratio Rank of JXN is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 6363
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 6464
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 6767
Martin 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.

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.


The current ACRE Sharpe Ratio is -0.46, which is lower than the JXN Sharpe Ratio of 0.43. 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-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
-0.46
0.43
ACRE
JXN

Dividends

ACRE vs. JXN - Dividend Comparison

ACRE's dividend yield for the trailing twelve months is around 18.67%, more than JXN's 3.42% yield.


TTM20242023202220212020201920182017201620152014
ACRE
Ares Commercial Real Estate Corporation
18.67%16.98%9.94%10.01%7.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%
JXN
Jackson Financial Inc.
3.42%3.22%4.84%6.32%1.20%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-58.35%
-24.13%
ACRE
JXN

Volatility

ACRE vs. JXN - Volatility Comparison

Ares Commercial Real Estate Corporation (ACRE) has a higher volatility of 19.15% compared to Jackson Financial Inc. (JXN) at 15.34%. This indicates that ACRE's price experiences larger fluctuations and is considered to be riskier than JXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
19.15%
15.34%
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


-2.00B0.002.00B4.00B6.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
17.51M
158.00M
(ACRE) Total Revenue
(JXN) Total Revenue
Values in USD except per share items