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JACK vs. LU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JACK and LU is 0.12, 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.


-0.50.00.51.00.1

Performance

JACK vs. LU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jack in the Box Inc. (JACK) and Lufax Holding Ltd (LU). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
8.60%
JACK
LU

Key characteristics

Sharpe Ratio

JACK:

-1.31

LU:

0.90

Sortino Ratio

JACK:

-2.21

LU:

1.98

Omega Ratio

JACK:

0.77

LU:

1.24

Calmar Ratio

JACK:

-0.79

LU:

0.82

Martin Ratio

JACK:

-1.54

LU:

3.87

Ulcer Index

JACK:

33.65%

LU:

20.54%

Daily Std Dev

JACK:

39.35%

LU:

87.90%

Max Drawdown

JACK:

-82.47%

LU:

-96.68%

Current Drawdown

JACK:

-65.47%

LU:

-91.69%

Fundamentals

Market Cap

JACK:

$806.89M

LU:

$2.29B

EPS

JACK:

-$1.87

LU:

-$0.75

Total Revenue (TTM)

JACK:

$1.57B

LU:

$20.24B

Gross Profit (TTM)

JACK:

$435.25M

LU:

$10.84B

EBITDA (TTM)

JACK:

$258.61M

LU:

-$1.11B

Returns By Period

In the year-to-date period, JACK achieves a -51.05% return, which is significantly lower than LU's 75.43% return.


JACK

YTD

-51.05%

1M

-15.13%

6M

-23.03%

1Y

-50.57%

5Y*

-11.09%

10Y*

-5.04%

LU

YTD

75.43%

1M

0.42%

6M

8.56%

1Y

93.03%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

JACK vs. LU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and Lufax Holding Ltd (LU). 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 JACK, currently valued at -1.31, compared to the broader market-4.00-2.000.002.00-1.310.90
The chart of Sortino ratio for JACK, currently valued at -2.21, compared to the broader market-4.00-2.000.002.004.00-2.211.98
The chart of Omega ratio for JACK, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.24
The chart of Calmar ratio for JACK, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.82
The chart of Martin ratio for JACK, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.543.87
JACK
LU

The current JACK Sharpe Ratio is -1.31, which is lower than the LU Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of JACK and LU, 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 Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.31
0.90
JACK
LU

Dividends

JACK vs. LU - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 4.55%, less than LU's 100.41% yield.


TTM2023202220212020201920182017201620152014
JACK
Jack in the Box Inc.
4.55%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%
LU
Lufax Holding Ltd
100.41%11.60%26.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JACK vs. LU - Drawdown Comparison

The maximum JACK drawdown since its inception was -82.47%, smaller than the maximum LU drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for JACK and LU. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-65.47%
-91.69%
JACK
LU

Volatility

JACK vs. LU - Volatility Comparison

The current volatility for Jack in the Box Inc. (JACK) is 12.95%, while Lufax Holding Ltd (LU) has a volatility of 21.36%. This indicates that JACK experiences smaller price fluctuations and is considered to be less risky than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
12.95%
21.36%
JACK
LU

Financials

JACK vs. LU - Financials Comparison

This section allows you to compare key financial metrics between Jack in the Box Inc. and Lufax Holding Ltd. 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
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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.

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