PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HOOD vs. JEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

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.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
10.08%
192.81%
HOOD
JEF

Key characteristics

Sharpe Ratio

HOOD:

3.35

JEF:

3.98

Sortino Ratio

HOOD:

3.41

JEF:

4.89

Omega Ratio

HOOD:

1.45

JEF:

1.65

Calmar Ratio

HOOD:

2.40

JEF:

9.38

Martin Ratio

HOOD:

18.09

JEF:

30.61

Ulcer Index

HOOD:

11.26%

JEF:

3.38%

Daily Std Dev

HOOD:

60.78%

JEF:

26.01%

Max Drawdown

HOOD:

-90.21%

JEF:

-80.74%

Current Drawdown

HOOD:

-45.55%

JEF:

-6.76%

Fundamentals

Market Cap

HOOD:

$36.80B

JEF:

$16.27B

EPS

HOOD:

$0.58

JEF:

$2.34

PE Ratio

HOOD:

71.78

JEF:

33.84

Total Revenue (TTM)

HOOD:

$2.42B

JEF:

$7.83B

Gross Profit (TTM)

HOOD:

$1.98B

JEF:

$6.38B

EBITDA (TTM)

HOOD:

$614.00M

JEF:

$3.39B

Returns By Period

In the year-to-date period, HOOD achieves a 200.86% return, which is significantly higher than JEF's 93.31% return.


HOOD

YTD

200.86%

1M

6.24%

6M

71.96%

1Y

197.36%

5Y*

N/A

10Y*

N/A

JEF

YTD

93.31%

1M

1.75%

6M

68.42%

1Y

99.23%

5Y*

36.88%

10Y*

17.83%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HOOD vs. JEF - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for HOOD, currently valued at 3.35, compared to the broader market-4.00-2.000.002.003.353.98
The chart of Sortino ratio for HOOD, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.003.414.89
The chart of Omega ratio for HOOD, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.65
The chart of Calmar ratio for HOOD, currently valued at 2.40, compared to the broader market0.002.004.006.002.409.38
The chart of Martin ratio for HOOD, currently valued at 18.09, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.0930.61
HOOD
JEF

The current HOOD Sharpe Ratio is 3.35, which is comparable to the JEF Sharpe Ratio of 3.98. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
3.35
3.98
HOOD
JEF

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 1.71%.


TTM20232022202120202019201820172016201520142013
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.
1.71%7.42%3.67%2.43%1.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.55%
-6.76%
HOOD
JEF

Volatility

HOOD vs. JEF - Volatility Comparison

Robinhood Markets, Inc. (HOOD) has a higher volatility of 21.22% compared to Jefferies Financial Group Inc. (JEF) at 7.94%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.22%
7.94%
HOOD
JEF

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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab