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HOOD vs. JEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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HOOD vs. JEF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HOOD
Robinhood Markets, Inc.
-38.01%203.54%192.46%56.51%-54.17%-48.99%
JEF
Jefferies Financial Group Inc.
-32.76%-18.78%98.84%27.74%-8.46%17.39%

Fundamentals

EPS

HOOD:

$2.06

JEF:

$4.33

PE Ratio

HOOD:

34.07

JEF:

9.55

PEG Ratio

HOOD:

0.00

JEF:

0.69

PS Ratio

HOOD:

17.81

JEF:

0.61

Total Revenue (TTM)

HOOD:

$3.60B

JEF:

$11.22B

Gross Profit (TTM)

HOOD:

$2.69B

JEF:

$6.66B

EBITDA (TTM)

HOOD:

$1.51B

JEF:

$1.12B

Returns By Period

In the year-to-date period, HOOD achieves a -38.01% return, which is significantly lower than JEF's -32.76% return.


HOOD

1D
1.17%
1M
-11.01%
YTD
-38.01%
6M
-49.61%
1Y
66.30%
3Y*
93.28%
5Y*
10Y*

JEF

1D
0.22%
1M
-9.24%
YTD
-32.76%
6M
-33.89%
1Y
-20.48%
3Y*
12.44%
5Y*
10.57%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Return for Risk

HOOD vs. JEF — Risk / Return Rank

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

HOOD
HOOD Risk / Return Rank: 6868
Overall Rank
HOOD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HOOD Sortino Ratio Rank: 7171
Sortino Ratio Rank
HOOD Omega Ratio Rank: 6767
Omega Ratio Rank
HOOD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HOOD Martin Ratio Rank: 6666
Martin Ratio Rank

JEF
JEF Risk / Return Rank: 2323
Overall Rank
JEF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
JEF Omega Ratio Rank: 2222
Omega Ratio Rank
JEF Calmar Ratio Rank: 2727
Calmar Ratio Rank
JEF Martin Ratio Rank: 2020
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.

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.


HOODJEFDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.43

+1.36

Sortino ratio

Return per unit of downside risk

1.69

-0.30

+1.99

Omega ratio

Gain probability vs. loss probability

1.20

0.96

+0.25

Calmar ratio

Return relative to maximum drawdown

1.20

-0.43

+1.62

Martin ratio

Return relative to average drawdown

2.89

-1.10

+3.99

HOOD vs. JEF - Sharpe Ratio Comparison

The current HOOD Sharpe Ratio is 0.94, which is higher than the JEF Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of HOOD and JEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HOODJEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.43

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.42

-0.20

Correlation

The correlation between HOOD and JEF is 0.44, 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.


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 3.87%.


TTM20252024202320222021202020192018201720162015
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.
3.87%2.58%1.66%2.97%3.50%2.32%2.44%8.07%2.59%1.23%1.08%1.44%

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 (5Y)

Largest decline over 5 years

-54.39%

Max Drawdown (10Y)

Largest decline over 10 years

-54.39%

Current Drawdown

Current decline from peak

-54.01%

-47.62%

-6.39%

Average Drawdown

Average peak-to-trough decline

-61.46%

-25.48%

-35.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.68%

18.62%

+5.06%

Volatility

HOOD vs. JEF - Volatility Comparison

Robinhood Markets, Inc. (HOOD) and Jefferies Financial Group Inc. (JEF) have volatilities of 17.83% and 18.40%, 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.


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Volatility by Period


HOODJEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.83%

18.40%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

49.80%

35.51%

+14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

71.27%

48.27%

+23.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.92%

35.84%

+38.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.92%

34.95%

+38.97%

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


500.00M1.00B1.50B2.00B2.50B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
411.00M
2.87B
(HOOD) Total Revenue
(JEF) Total Revenue
Values in USD except per share items