PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CIO vs. JXN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIO 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

CIO vs. JXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in City Office REIT, Inc. (CIO) and Jackson Financial Inc. (JXN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
9.58%
20.80%
CIO
JXN

Key characteristics

Sharpe Ratio

CIO:

-0.16

JXN:

1.80

Sortino Ratio

CIO:

0.10

JXN:

2.40

Omega Ratio

CIO:

1.01

JXN:

1.34

Calmar Ratio

CIO:

-0.10

JXN:

2.84

Martin Ratio

CIO:

-0.42

JXN:

11.00

Ulcer Index

CIO:

18.50%

JXN:

6.40%

Daily Std Dev

CIO:

47.81%

JXN:

39.20%

Max Drawdown

CIO:

-80.92%

JXN:

-48.34%

Current Drawdown

CIO:

-68.42%

JXN:

-23.56%

Fundamentals

Market Cap

CIO:

$228.08M

JXN:

$6.67B

EPS

CIO:

-$0.42

JXN:

-$11.55

Total Revenue (TTM)

CIO:

$173.53M

JXN:

$2.54B

Gross Profit (TTM)

CIO:

$73.32M

JXN:

-$249.00M

EBITDA (TTM)

CIO:

$87.92M

JXN:

-$1.20B

Returns By Period

In the year-to-date period, CIO achieves a -6.02% return, which is significantly lower than JXN's 74.93% return.


CIO

YTD

-6.02%

1M

8.33%

6M

9.59%

1Y

-7.68%

5Y*

-10.45%

10Y*

-1.66%

JXN

YTD

74.93%

1M

-12.59%

6M

20.80%

1Y

73.21%

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

CIO vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for City Office REIT, Inc. (CIO) 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 CIO, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.161.80
The chart of Sortino ratio for CIO, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.102.40
The chart of Omega ratio for CIO, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.34
The chart of Calmar ratio for CIO, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.102.84
The chart of Martin ratio for CIO, currently valued at -0.42, compared to the broader market0.0010.0020.00-0.4211.00
CIO
JXN

The current CIO Sharpe Ratio is -0.16, which is lower than the JXN Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CIO 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
1.80
CIO
JXN

Dividends

CIO vs. JXN - Dividend Comparison

CIO's dividend yield for the trailing twelve months is around 7.50%, more than JXN's 3.24% yield.


TTM2023202220212020201920182017201620152014
CIO
City Office REIT, Inc.
7.50%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%
JXN
Jackson Financial Inc.
3.24%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIO vs. JXN - Drawdown Comparison

The maximum CIO drawdown since its inception was -80.92%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for CIO and JXN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.42%
-23.56%
CIO
JXN

Volatility

CIO vs. JXN - Volatility Comparison

City Office REIT, Inc. (CIO) has a higher volatility of 12.57% compared to Jackson Financial Inc. (JXN) at 10.16%. This indicates that CIO'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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.57%
10.16%
CIO
JXN

Financials

CIO vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between City Office REIT, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab