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

Correlation

The correlation between AOS and JXN is 0.42, 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.


-0.50.00.51.00.4

Performance

AOS vs. JXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in A. O. Smith Corporation (AOS) and Jackson Financial Inc. (JXN). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-16.24%
23.96%
AOS
JXN

Key characteristics

Sharpe Ratio

AOS:

-0.60

JXN:

2.06

Sortino Ratio

AOS:

-0.68

JXN:

2.64

Omega Ratio

AOS:

0.91

JXN:

1.37

Calmar Ratio

AOS:

-0.57

JXN:

3.26

Martin Ratio

AOS:

-1.37

JXN:

11.89

Ulcer Index

AOS:

10.49%

JXN:

6.79%

Daily Std Dev

AOS:

23.77%

JXN:

39.17%

Max Drawdown

AOS:

-66.52%

JXN:

-48.34%

Current Drawdown

AOS:

-24.48%

JXN:

-20.75%

Fundamentals

Market Cap

AOS:

$10.27B

JXN:

$6.67B

EPS

AOS:

$3.79

JXN:

-$11.55

Total Revenue (TTM)

AOS:

$3.89B

JXN:

$2.54B

Gross Profit (TTM)

AOS:

$1.49B

JXN:

-$249.00M

EBITDA (TTM)

AOS:

$818.50M

JXN:

-$1.20B

Returns By Period

In the year-to-date period, AOS achieves a -15.09% return, which is significantly lower than JXN's 81.36% return.


AOS

YTD

-15.09%

1M

-6.20%

6M

-16.24%

1Y

-14.35%

5Y*

9.69%

10Y*

11.09%

JXN

YTD

81.36%

1M

-11.53%

6M

23.96%

1Y

80.79%

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

AOS vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A. O. Smith Corporation (AOS) 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 AOS, currently valued at -0.60, compared to the broader market-4.00-2.000.002.00-0.602.06
The chart of Sortino ratio for AOS, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.682.64
The chart of Omega ratio for AOS, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.37
The chart of Calmar ratio for AOS, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.573.26
The chart of Martin ratio for AOS, currently valued at -1.37, compared to the broader market0.0010.0020.00-1.3711.89
AOS
JXN

The current AOS Sharpe Ratio is -0.60, which is lower than the JXN Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AOS 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
-0.60
2.06
AOS
JXN

Dividends

AOS vs. JXN - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 1.89%, less than JXN's 3.13% yield.


TTM20232022202120202019201820172016201520142013
AOS
A. O. Smith Corporation
1.89%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%
JXN
Jackson Financial Inc.
3.13%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOS vs. JXN - Drawdown Comparison

The maximum AOS drawdown since its inception was -66.52%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for AOS and JXN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.48%
-20.75%
AOS
JXN

Volatility

AOS vs. JXN - Volatility Comparison

The current volatility for A. O. Smith Corporation (AOS) is 5.63%, while Jackson Financial Inc. (JXN) has a volatility of 10.04%. This indicates that AOS experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
5.63%
10.04%
AOS
JXN

Financials

AOS vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between A. O. Smith 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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