FG vs. JXN
FG (F&G Annuities & Life Inc. ) and JXN (Jackson Financial Inc.) are both stocks. Both are in the Financial Services sector — FG in Insurance - Life, JXN in Asset Management. Over the past 3 years, FG returned 11.36%/yr vs 58.94%/yr for JXN. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
FG vs. JXN - Performance Comparison
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Returns By Period
In the year-to-date period, FG achieves a -9.91% return, which is significantly lower than JXN's 0.70% return.
FG
- 1D
- 0.92%
- 1M
- -3.88%
- YTD
- -9.91%
- 6M
- -13.59%
- 1Y
- -12.18%
- 3Y*
- 11.36%
- 5Y*
- —
- 10Y*
- —
JXN
- 1D
- 1.80%
- 1M
- -6.76%
- YTD
- 0.70%
- 6M
- 11.07%
- 1Y
- 33.36%
- 3Y*
- 58.94%
- 5Y*
- —
- 10Y*
- —
FG vs. JXN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FG F&G Annuities & Life Inc. | -9.91% | -23.60% | -7.98% | 137.11% | 4.60% |
JXN Jackson Financial Inc. | 0.70% | 26.93% | 76.45% | 57.22% | -6.05% |
Correlation
The correlation between FG and JXN is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022 | 0.51 |
The correlation between FG and JXN has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
Fundamentals
FG:
$3.85
JXN:
-$7.23
FG:
0.65
JXN:
0.96
FG:
$5.86B
JXN:
$5.86B
FG:
$1.23B
JXN:
$5.39B
FG:
$1.52B
JXN:
-$22.00M
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Return for Risk
FG vs. JXN — Risk / Return Rank
FG
JXN
FG vs. JXN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) 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.
| FG | JXN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.34 | 1.05 | -1.39 |
Sortino ratioReturn per unit of downside risk | -0.24 | 1.52 | -1.76 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.12 | -2.39 |
Martin ratioReturn relative to average drawdown | -0.65 | 4.99 | -5.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FG | JXN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | 1.05 | -1.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.81 | -0.49 |
Drawdowns
FG vs. JXN - Drawdown Comparison
The maximum FG drawdown since its inception was -56.24%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for FG and JXN.
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Drawdown Indicators
| FG | JXN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.24% | -48.34% | -7.90% |
Max Drawdown (1Y)Largest decline over 1 year | -40.92% | -16.31% | -24.61% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -37.09% | -19.15% |
Current DrawdownCurrent decline from peak | -41.22% | -12.12% | -29.10% |
Average DrawdownAverage peak-to-trough decline | -19.26% | -15.11% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.15% | 6.92% | +10.23% |
Volatility
FG vs. JXN - Volatility Comparison
F&G Annuities & Life Inc. (FG) and Jackson Financial Inc. (JXN) have volatilities of 11.85% and 11.53%, 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.
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Volatility by Period
| FG | JXN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.85% | 11.53% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 30.48% | 23.24% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.82% | 31.83% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.38% | 44.07% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.38% | 44.07% | -0.69% |
Dividends
FG vs. JXN - Dividend Comparison
FG's dividend yield for the trailing twelve months is around 3.42%, more than JXN's 3.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FG F&G Annuities & Life Inc. | 3.42% | 2.95% | 2.05% | 1.76% | 0.00% | 0.00% |
JXN Jackson Financial Inc. | 3.10% | 3.00% | 3.22% | 4.84% | 6.32% | 1.20% |
Financials
FG vs. JXN - Financials Comparison
This section allows you to compare key financial metrics between F&G Annuities & Life 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.
Total Revenue: Total amount of money received from sales and other business activities
FG vs. JXN - Profitability Comparison
FG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a gross profit of 0.00 and revenue of 1.19B. Therefore, the gross margin over that period was 0.0%.
JXN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported a gross profit of 0.00 and revenue of 2.90B. Therefore, the gross margin over that period was 0.0%.
FG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported an operating income of 0.00 and revenue of 1.19B, resulting in an operating margin of 0.0%.
JXN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported an operating income of 0.00 and revenue of 2.90B, resulting in an operating margin of 0.0%.
FG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a net income of 244.00M and revenue of 1.19B, resulting in a net margin of 20.6%.
JXN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported a net income of -435.00M and revenue of 2.90B, resulting in a net margin of -15.0%.
Frequently Asked Questions
FG and JXN have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FG has higher volatility (11.85%) compared to JXN (11.53%). In terms of maximum drawdown, FG dropped -56.24% vs JXN's -48.34%.
JXN currently has the higher Sharpe Ratio (1.05 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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