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

Performance

GSL vs. JXN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
-13.05%
29.10%
GSL
JXN

Returns By Period

In the year-to-date period, GSL achieves a 23.71% return, which is significantly lower than JXN's 98.27% return.


GSL

YTD

23.71%

1M

-6.04%

6M

-13.05%

1Y

39.74%

5Y (annualized)

31.20%

10Y (annualized)

0.69%

JXN

YTD

98.27%

1M

1.16%

6M

29.10%

1Y

125.39%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


GSLJXN
Market Cap$836.39M$7.28B
EPS$8.82-$11.55
Total Revenue (TTM)$533.45M$2.54B
Gross Profit (TTM)$302.23M-$249.00M
EBITDA (TTM)$346.91M-$1.20B

Key characteristics


GSLJXN
Sharpe Ratio1.373.25
Sortino Ratio1.913.69
Omega Ratio1.251.54
Calmar Ratio0.665.74
Martin Ratio3.7426.98
Ulcer Index10.47%4.58%
Daily Std Dev28.56%38.11%
Max Drawdown-94.83%-48.34%
Current Drawdown-43.34%-13.36%

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Correlation

-0.50.00.51.00.4

The correlation between GSL and JXN is 0.36, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for GSL, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.373.25
The chart of Sortino ratio for GSL, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.913.69
The chart of Omega ratio for GSL, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.54
The chart of Calmar ratio for GSL, currently valued at 1.24, compared to the broader market0.002.004.006.001.245.74
The chart of Martin ratio for GSL, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.7426.98
GSL
JXN

The current GSL Sharpe Ratio is 1.37, which is lower than the JXN Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of GSL 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.37
3.25
GSL
JXN

Dividends

GSL vs. JXN - Dividend Comparison

GSL's dividend yield for the trailing twelve months is around 6.75%, more than JXN's 2.76% yield.


TTM202320222021202020192018201720162015
GSL
Global Ship Lease, Inc.
6.75%7.57%8.26%3.27%0.00%6.19%0.00%0.00%0.00%10.80%
JXN
Jackson Financial Inc.
2.76%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 -94.83%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.17%
-13.36%
GSL
JXN

Volatility

GSL vs. JXN - Volatility Comparison

The current volatility for Global Ship Lease, Inc. (GSL) is 9.41%, while Jackson Financial Inc. (JXN) has a volatility of 17.43%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.41%
17.43%
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