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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.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-8.42%
9.96%
CIO
JXN

Key characteristics

Sharpe Ratio

CIO:

-0.17

JXN:

2.45

Sortino Ratio

CIO:

0.08

JXN:

2.97

Omega Ratio

CIO:

1.01

JXN:

1.42

Calmar Ratio

CIO:

-0.11

JXN:

3.87

Martin Ratio

CIO:

-0.60

JXN:

11.48

Ulcer Index

CIO:

13.56%

JXN:

8.47%

Daily Std Dev

CIO:

47.50%

JXN:

39.63%

Max Drawdown

CIO:

-80.92%

JXN:

-48.34%

Current Drawdown

CIO:

-68.87%

JXN:

-18.03%

Fundamentals

Market Cap

CIO:

$206.79M

JXN:

$6.84B

EPS

CIO:

-$0.42

JXN:

-$11.57

Total Revenue (TTM)

CIO:

$129.21M

JXN:

$1.65B

Gross Profit (TTM)

CIO:

$46.39M

JXN:

-$454.00M

EBITDA (TTM)

CIO:

$64.87M

JXN:

$764.00M

Returns By Period

In the year-to-date period, CIO achieves a -4.80% return, which is significantly lower than JXN's 6.32% return.


CIO

YTD

-4.80%

1M

-3.58%

6M

-4.84%

1Y

0.59%

5Y*

-11.80%

10Y*

-1.74%

JXN

YTD

6.32%

1M

4.87%

6M

11.79%

1Y

93.88%

5Y*

N/A

10Y*

N/A

*Annualized

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 Rank

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

CIO
The Risk-Adjusted Performance Rank of CIO is 3535
Overall Rank
The Sharpe Ratio Rank of CIO is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CIO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of CIO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CIO is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CIO is 3333
Martin Ratio Rank

JXN
The Risk-Adjusted Performance Rank of JXN is 9494
Overall Rank
The Sharpe Ratio Rank of JXN is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 9292
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 9393
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.

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 -0.17, compared to the broader market-2.000.002.004.00-0.172.45
The chart of Sortino ratio for CIO, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.006.000.082.97
The chart of Omega ratio for CIO, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.42
The chart of Calmar ratio for CIO, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.113.87
The chart of Martin ratio for CIO, currently valued at -0.60, compared to the broader market-10.000.0010.0020.0030.00-0.6011.48
CIO
JXN

The current CIO Sharpe Ratio is -0.17, which is lower than the JXN Sharpe Ratio of 2.45. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
-0.17
2.45
CIO
JXN

Dividends

CIO vs. JXN - Dividend Comparison

CIO's dividend yield for the trailing twelve months is around 7.77%, more than JXN's 3.02% yield.


TTM20242023202220212020201920182017201620152014
CIO
City Office REIT, Inc.
7.77%7.25%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%
JXN
Jackson Financial Inc.
3.02%3.22%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%AugustSeptemberOctoberNovemberDecember2025
-68.87%
-18.03%
CIO
JXN

Volatility

CIO vs. JXN - Volatility Comparison

City Office REIT, Inc. (CIO) and Jackson Financial Inc. (JXN) have volatilities of 11.07% and 11.12%, 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.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.07%
11.12%
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
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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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