JACK vs. JNJ
Compare and contrast key facts about Jack in the Box Inc. (JACK) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JACK or JNJ.
Key characteristics
| JACK | JNJ | |
|---|---|---|
| YTD Return | -41.85% | -0.84% |
| 1Y Return | -32.57% | 5.29% |
| 3Y Return (Ann) | -20.81% | 0.39% |
| 5Y Return (Ann) | -9.79% | 5.26% |
| 10Y Return (Ann) | -2.28% | 6.33% |
| Sharpe Ratio | -0.80 | 0.41 |
| Sortino Ratio | -1.07 | 0.70 |
| Omega Ratio | 0.89 | 1.08 |
| Calmar Ratio | -0.49 | 0.34 |
| Martin Ratio | -1.00 | 1.18 |
| Ulcer Index | 31.22% | 5.20% |
| Daily Std Dev | 38.80% | 15.05% |
| Max Drawdown | -82.47% | -38.78% |
| Current Drawdown | -58.98% | -12.21% |
Fundamentals
| JACK | JNJ | |
|---|---|---|
| Market Cap | $881.71M | $373.28B |
| EPS | -$1.90 | $5.95 |
| PEG Ratio | 0.44 | 0.92 |
| Total Revenue (TTM) | $1.22B | $87.70B |
| Gross Profit (TTM) | $345.38M | $60.74B |
| EBITDA (TTM) | $258.61M | $31.96B |
Correlation
The correlation between JACK and JNJ is 0.17, 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.
Performance
JACK vs. JNJ - Performance Comparison
In the year-to-date period, JACK achieves a -41.85% return, which is significantly lower than JNJ's -0.84% return. Over the past 10 years, JACK has underperformed JNJ with an annualized return of -2.28%, while JNJ has yielded a comparatively higher 6.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JACK vs. JNJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and Johnson & Johnson (JNJ). 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.
Dividends
JACK vs. JNJ - Dividend Comparison
JACK's dividend yield for the trailing twelve months is around 3.79%, more than JNJ's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | 3.79% | 2.16% | 2.58% | 1.97% | 1.29% | 2.05% | 2.06% | 1.63% | 1.16% | 1.43% | 0.75% | 0.00% |
JNJ Johnson & Johnson | 3.20% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
Drawdowns
JACK vs. JNJ - Drawdown Comparison
The maximum JACK drawdown since its inception was -82.47%, which is greater than JNJ's maximum drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for JACK and JNJ. For additional features, visit the drawdowns tool.
Volatility
JACK vs. JNJ - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 12.90% compared to Johnson & Johnson (JNJ) at 3.80%. This indicates that JACK's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
JACK vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Jack in the Box Inc. and Johnson & Johnson. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities