FG vs. JXN
Compare and contrast key facts about F&G Annuities & Life Inc. (FG) and Jackson Financial Inc. (JXN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FG or JXN.
Key characteristics
| FG | JXN | |
|---|---|---|
| YTD Return | 0.47% | 102.20% |
| 1Y Return | 14.32% | 129.09% |
| Sharpe Ratio | 0.41 | 3.49 |
| Sortino Ratio | 0.88 | 3.86 |
| Omega Ratio | 1.11 | 1.56 |
| Calmar Ratio | 0.69 | 6.18 |
| Martin Ratio | 1.34 | 30.84 |
| Ulcer Index | 13.21% | 4.32% |
| Daily Std Dev | 42.79% | 38.13% |
| Max Drawdown | -37.32% | -48.34% |
| Current Drawdown | -4.11% | -11.65% |
Fundamentals
| FG | JXN | |
|---|---|---|
| Market Cap | $5.83B | $8.12B |
| EPS | -$0.02 | -$11.55 |
| Total Revenue (TTM) | $4.38B | $2.54B |
| Gross Profit (TTM) | $4.24B | -$249.00M |
| EBITDA (TTM) | $264.00M | -$1.20B |
Correlation
The correlation between FG and JXN is 0.47, 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
FG vs. JXN - Performance Comparison
In the year-to-date period, FG achieves a 0.47% return, which is significantly lower than JXN's 102.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FG vs. JXN - Risk-Adjusted Performance 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.
Dividends
FG vs. JXN - Dividend Comparison
FG's dividend yield for the trailing twelve months is around 1.85%, less than JXN's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
FG F&G Annuities & Life Inc. | 1.85% | 1.76% | 0.00% | 0.00% |
JXN Jackson Financial Inc. | 2.71% | 4.84% | 6.32% | 1.20% |
Drawdowns
FG vs. JXN - Drawdown Comparison
The maximum FG drawdown since its inception was -37.32%, smaller than the maximum JXN drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for FG and JXN. For additional features, visit the drawdowns tool.
Volatility
FG vs. JXN - Volatility Comparison
F&G Annuities & Life Inc. (FG) and Jackson Financial Inc. (JXN) have volatilities of 18.04% and 17.57%, 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.
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