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HOOD vs. JEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HOOD vs. JEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robinhood Markets, Inc. (HOOD) and Jefferies Financial Group Inc. (JEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOOD achieves a -23.47% return, which is significantly lower than JEF's -10.55% return.


HOOD

1D
-0.05%
1M
-23.21%
6M
-12.99%
YTD
-23.47%
1Y
-13.35%
3Y*
88.76%
5Y*
19.75%
10Y*
ALL TIME*
17.88%

JEF

1D
-0.89%
1M
3.76%
6M
-9.39%
YTD
-10.55%
1Y
0.54%
3Y*
18.00%
5Y*
14.88%
10Y*
16.88%
ALL TIME*
14.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.93B$2.33B$2.54B
$108.68M$99.02M$118.23M

HOOD vs. JEF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HOOD
Robinhood Markets, Inc.
-23.47%203.54%192.46%56.51%-54.17%-53.26%
JEF
Jefferies Financial Group Inc.
-10.55%-18.78%98.84%27.74%-8.46%19.28%

Correlation

The correlation between HOOD and JEF is 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2021

0.44

Fundamentals

Market Cap

HOOD:

$77.82B

JEF:

$11.11B

EPS

HOOD:

$2.27

JEF:

$5.09

PE Ratio

HOOD:

38.12

JEF:

10.73

PEG Ratio

HOOD:

0.00

JEF:

0.77

PS Ratio

HOOD:

23.99

JEF:

0.77

Total Revenue (TTM)

HOOD:

$3.31B

JEF:

$11.85B

Gross Profit (TTM)

HOOD:

$2.09B

JEF:

$6.99B

EBITDA (TTM)

HOOD:

$2.44B

JEF:

$1.30B

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Return for Risk

HOOD vs. JEF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HOOD
HOOD Risk / Return Rank: 3636
Overall Rank
HOOD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HOOD Sortino Ratio Rank: 3737
Sortino Ratio Rank
HOOD Omega Ratio Rank: 3636
Omega Ratio Rank
HOOD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HOOD Martin Ratio Rank: 3636
Martin Ratio Rank

JEF
JEF Risk / Return Rank: 4141
Overall Rank
JEF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JEF Sortino Ratio Rank: 3838
Sortino Ratio Rank
JEF Omega Ratio Rank: 3838
Omega Ratio Rank
JEF Calmar Ratio Rank: 4343
Calmar Ratio Rank
JEF Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HOOD vs. JEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Robinhood Markets, Inc. (HOOD) and Jefferies Financial Group Inc. (JEF). 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.


HOODJEFDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.02

1.03

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.28

-0.05

-0.23

Martin ratioReturn relative to average drawdown

-0.47

-0.11

-0.36

HOOD vs. JEF - Sharpe Ratio Comparison

The current HOOD Sharpe Ratio is -0.23, which is lower than the JEF Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of HOOD and JEF, 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

HOOD vs. JEF - Drawdown Comparison

The maximum HOOD drawdown since its inception was -90.21%, which is greater than JEF's maximum drawdown of -80.74%. Use the drawdown chart below to compare losses from any high point for HOOD and JEF.


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Drawdown Indicators


HOODJEFDifference

Max Drawdown

Largest peak-to-trough decline

-90.21%

-80.74%

-9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-57.26%

-48.05%

-9.21%

Max Drawdown (3Y)

Largest decline over 3 years

-57.26%

-54.39%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-90.21%

-54.39%

-35.82%

Max Drawdown (10Y)

Largest decline over 10 years

-54.39%

Current Drawdown

Current decline from peak

-43.22%

-30.32%

-12.90%

Average Drawdown

Average peak-to-trough decline

-60.10%

-25.55%

-34.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.81%

22.66%

+11.15%

Volatility

HOOD vs. JEF - Volatility Comparison

Robinhood Markets, Inc. (HOOD) has a higher volatility of 17.67% compared to Jefferies Financial Group Inc. (JEF) at 11.77%. This indicates that HOOD's price experiences larger fluctuations and is considered to be riskier than JEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HOODJEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.67%

11.77%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

53.55%

33.88%

+19.67%

Volatility (1Y)

Calculated over the trailing 1-year period

70.22%

43.58%

+26.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.87%

36.25%

+37.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.91%

35.21%

+38.70%

Dividends

HOOD vs. JEF - Dividend Comparison

HOOD has not paid dividends to shareholders, while JEF's dividend yield for the trailing twelve months is around 2.93%.


PositionTTM20252024202320222021202020192018201720162015
HOOD
Robinhood Markets, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEF
Jefferies Financial Group Inc.
2.93%2.58%1.66%2.97%3.50%2.32%2.44%8.07%2.59%1.23%1.08%1.44%

Financials

HOOD vs. JEF - Financials Comparison

This section allows you to compare key financial metrics between Robinhood Markets, Inc. and Jefferies Financial Group 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

Frequently Asked Questions


HOOD and JEF have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOOD has higher volatility (17.67%) compared to JEF (11.77%). In terms of maximum drawdown, HOOD dropped -90.21% vs JEF's -80.74%.

JEF currently has the higher Sharpe Ratio (-0.06 vs -0.23), 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.

Portfolio Optimizer

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