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

Key characteristics


GSLJXN
YTD Return18.95%40.65%
1Y Return44.58%128.68%
Sharpe Ratio1.513.19
Daily Std Dev25.80%38.22%
Max Drawdown-94.84%-48.34%
Current Drawdown-45.59%0.00%

Fundamentals


GSLJXN
Market Cap$811.92M$5.45B
EPS$8.21$10.76
PE Ratio2.826.61
Revenue (TTM)$666.72M$3.16B
Gross Profit (TTM)$415.89M$9.66B

Correlation

-0.50.00.51.00.4

The correlation between GSL and JXN is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GSL vs. JXN - Performance Comparison

In the year-to-date period, GSL achieves a 18.95% return, which is significantly lower than JXN's 40.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2024FebruaryMarchAprilMay
26.63%
163.80%
GSL
JXN

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Global Ship Lease, Inc.

Jackson Financial Inc.

Risk-Adjusted Performance

GSL vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Ship Lease, Inc. (GSL) 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.


GSL
Sharpe ratio
The chart of Sharpe ratio for GSL, currently valued at 1.51, compared to the broader market-2.00-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for GSL, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.006.002.09
Omega ratio
The chart of Omega ratio for GSL, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for GSL, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Martin ratio
The chart of Martin ratio for GSL, currently valued at 4.42, compared to the broader market-10.000.0010.0020.0030.004.42
JXN
Sharpe ratio
The chart of Sharpe ratio for JXN, currently valued at 3.19, compared to the broader market-2.00-1.000.001.002.003.004.003.19
Sortino ratio
The chart of Sortino ratio for JXN, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for JXN, currently valued at 1.54, compared to the broader market0.501.001.501.54
Calmar ratio
The chart of Calmar ratio for JXN, currently valued at 2.94, compared to the broader market0.002.004.006.002.94
Martin ratio
The chart of Martin ratio for JXN, currently valued at 17.22, compared to the broader market-10.000.0010.0020.0030.0017.22

GSL vs. JXN - Sharpe Ratio Comparison

The current GSL Sharpe Ratio is 1.51, which is lower than the JXN Sharpe Ratio of 3.19. The chart below compares the 12-month rolling Sharpe Ratio of GSL and JXN.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
1.51
3.19
GSL
JXN

Dividends

GSL vs. JXN - Dividend Comparison

GSL's dividend yield for the trailing twelve months is around 6.48%, more than JXN's 3.60% yield.


TTM202320222021202020192018201720162015
GSL
Global Ship Lease, Inc.
6.48%7.57%8.26%3.27%0.00%6.19%0.00%0.00%0.00%10.32%
JXN
Jackson Financial Inc.
3.60%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSL vs. JXN - Drawdown Comparison

The maximum GSL drawdown since its inception was -94.84%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for GSL and JXN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-7.93%
0
GSL
JXN

Volatility

GSL vs. JXN - Volatility Comparison

The current volatility for Global Ship Lease, Inc. (GSL) is 5.66%, while Jackson Financial Inc. (JXN) has a volatility of 7.69%. This indicates that GSL 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
5.66%
7.69%
GSL
JXN

Financials

GSL vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between Global Ship Lease, 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