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GSL vs. JXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, GSL achieves a 14.96% return, which is significantly higher than JXN's 4.82% return.


GSL

1D
1.88%
1M
2.68%
YTD
14.96%
6M
16.76%
1Y
62.79%
3Y*
37.22%
5Y*
21.44%
10Y*
18.22%

JXN

1D
0.47%
1M
3.62%
YTD
4.82%
6M
3.93%
1Y
33.83%
3Y*
62.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSL vs. JXN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GSL
Global Ship Lease, Inc.
14.96%73.47%18.09%28.97%-22.16%14.77%
JXN
Jackson Financial Inc.
4.82%26.93%76.45%57.22%-11.54%69.65%

Correlation

The correlation between GSL and JXN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 1, 2021

0.35

Fundamentals

EPS

GSL:

$10.76

JXN:

-$7.23

PS Ratio

GSL:

1.82

JXN:

1.00

Total Revenue (TTM)

GSL:

$770.24M

JXN:

$5.86B

Gross Profit (TTM)

GSL:

$409.23M

JXN:

$5.39B

EBITDA (TTM)

GSL:

$528.32M

JXN:

-$22.00M

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Return for Risk

GSL vs. JXN — Risk / Return Rank

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

GSL
GSL Risk / Return Rank: 8888
Overall Rank
GSL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GSL Sortino Ratio Rank: 8989
Sortino Ratio Rank
GSL Omega Ratio Rank: 8787
Omega Ratio Rank
GSL Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSL Martin Ratio Rank: 8989
Martin Ratio Rank

JXN
JXN Risk / Return Rank: 7272
Overall Rank
JXN Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JXN Sortino Ratio Rank: 6767
Sortino Ratio Rank
JXN Omega Ratio Rank: 6666
Omega Ratio Rank
JXN Calmar Ratio Rank: 7777
Calmar Ratio Rank
JXN Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSL vs. JXN - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GSLJXNDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

3.69

2.08

+1.61

Martin ratioReturn relative to average drawdown

10.96

4.61

+6.35

GSL vs. JXN - Sharpe Ratio Comparison

The current GSL Sharpe Ratio is 2.27, which is higher than the JXN Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GSL and JXN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSL vs. JXN - Drawdown Comparison

The maximum GSL drawdown since its inception was -95.26%, 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.


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Drawdown Indicators


GSLJXNDifference

Max Drawdown

Largest peak-to-trough decline

-95.26%

-48.34%

-46.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-16.31%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-37.09%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-47.50%

Max Drawdown (10Y)

Largest decline over 10 years

-86.50%

Current Drawdown

Current decline from peak

-6.25%

-8.53%

+2.28%

Average Drawdown

Average peak-to-trough decline

-58.64%

-15.04%

-43.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

7.36%

-1.61%

Volatility

GSL vs. JXN - Volatility Comparison

Global Ship Lease, Inc. (GSL) has a higher volatility of 9.92% compared to Jackson Financial Inc. (JXN) at 6.40%. This indicates that GSL's price experiences larger fluctuations and is considered to be riskier than JXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSLJXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

6.40%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

20.63%

23.26%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.85%

31.68%

-3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.92%

45.39%

-8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.58%

45.39%

+9.19%

Dividends

GSL vs. JXN - Dividend Comparison

GSL's dividend yield for the trailing twelve months is around 6.15%, more than JXN's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
GSL
Global Ship Lease, Inc.
6.15%6.06%7.56%7.57%8.26%3.27%0.00%0.00%0.00%0.00%0.00%7.69%
JXN
Jackson Financial Inc.
3.09%3.00%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%

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


0.002.00B4.00B6.00B20222023202420252026
198.08M
2.90B
(GSL) Total Revenue
(JXN) Total Revenue
Values in USD except per share items

GSL vs. JXN - Profitability Comparison

The chart below illustrates the profitability comparison between Global Ship Lease, Inc. and Jackson Financial Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
53.7%
0
Portfolio components
GSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported a gross profit of 106.27M and revenue of 198.08M. Therefore, the gross margin over that period was 53.7%.

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%.

GSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported an operating income of 97.42M and revenue of 198.08M, resulting in an operating margin of 49.2%.

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%.

GSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Ship Lease, Inc. reported a net income of 93.83M and revenue of 198.08M, resulting in a net margin of 47.4%.

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


GSL and JXN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSL has higher volatility (9.92%) compared to JXN (6.40%). In terms of maximum drawdown, GSL dropped -95.26% vs JXN's -48.34%.

GSL currently has the higher Sharpe Ratio (2.27 vs 1.07), 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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