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

Correlation

The correlation between JACK and NNN is 0.26, 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.


-0.50.00.51.00.3

Performance

JACK vs. NNN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-29.96%
-10.83%
JACK
NNN

Key characteristics

Sharpe Ratio

JACK:

-1.18

NNN:

-0.02

Sortino Ratio

JACK:

-1.91

NNN:

0.10

Omega Ratio

JACK:

0.80

NNN:

1.01

Calmar Ratio

JACK:

-0.70

NNN:

-0.01

Martin Ratio

JACK:

-1.40

NNN:

-0.04

Ulcer Index

JACK:

33.57%

NNN:

7.11%

Daily Std Dev

JACK:

39.87%

NNN:

18.14%

Max Drawdown

JACK:

-82.47%

NNN:

-56.17%

Current Drawdown

JACK:

-65.51%

NNN:

-17.78%

Fundamentals

Market Cap

JACK:

$744.18M

NNN:

$7.51B

EPS

JACK:

-$1.83

NNN:

$2.17

PEG Ratio

JACK:

0.91

NNN:

4.92

Total Revenue (TTM)

JACK:

$1.08B

NNN:

$650.78M

Gross Profit (TTM)

JACK:

$285.04M

NNN:

$443.12M

EBITDA (TTM)

JACK:

$219.46M

NNN:

$617.01M

Returns By Period

In the year-to-date period, JACK achieves a -7.16% return, which is significantly lower than NNN's -1.91% return. Over the past 10 years, JACK has underperformed NNN with an annualized return of -5.72%, while NNN has yielded a comparatively higher 3.89% annualized return.


JACK

YTD

-7.16%

1M

-5.08%

6M

-27.90%

1Y

-48.83%

5Y*

-12.38%

10Y*

-5.72%

NNN

YTD

-1.91%

1M

-0.69%

6M

-10.75%

1Y

-0.18%

5Y*

-1.59%

10Y*

3.89%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JACK vs. NNN — Risk-Adjusted Performance Rank

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

JACK
The Risk-Adjusted Performance Rank of JACK is 55
Overall Rank
The Sharpe Ratio Rank of JACK is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of JACK is 22
Sortino Ratio Rank
The Omega Ratio Rank of JACK is 55
Omega Ratio Rank
The Calmar Ratio Rank of JACK is 88
Calmar Ratio Rank
The Martin Ratio Rank of JACK is 88
Martin Ratio Rank

NNN
The Risk-Adjusted Performance Rank of NNN is 4040
Overall Rank
The Sharpe Ratio Rank of NNN is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of NNN is 3434
Sortino Ratio Rank
The Omega Ratio Rank of NNN is 3434
Omega Ratio Rank
The Calmar Ratio Rank of NNN is 4444
Calmar Ratio Rank
The Martin Ratio Rank of NNN is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JACK vs. NNN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and National Retail Properties, Inc. (NNN). 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 -1.18, compared to the broader market-2.000.002.004.00-1.18-0.02
The chart of Sortino ratio for JACK, currently valued at -1.91, compared to the broader market-4.00-2.000.002.004.006.00-1.910.10
The chart of Omega ratio for JACK, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.01
The chart of Calmar ratio for JACK, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.70-0.01
The chart of Martin ratio for JACK, currently valued at -1.40, compared to the broader market-10.000.0010.0020.0030.00-1.40-0.04
JACK
NNN

The current JACK Sharpe Ratio is -1.18, which is lower than the NNN Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of JACK and NNN, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.18
-0.02
JACK
NNN

Dividends

JACK vs. NNN - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 4.55%, less than NNN's 5.71% yield.


TTM20242023202220212020201920182017201620152014
JACK
Jack in the Box Inc.
4.55%4.23%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%
NNN
National Retail Properties, Inc.
5.71%5.61%5.17%4.72%4.37%5.06%3.79%4.02%4.31%4.03%4.27%4.19%

Drawdowns

JACK vs. NNN - Drawdown Comparison

The maximum JACK drawdown since its inception was -82.47%, which is greater than NNN's maximum drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for JACK and NNN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-65.51%
-17.78%
JACK
NNN

Volatility

JACK vs. NNN - Volatility Comparison

Jack in the Box Inc. (JACK) has a higher volatility of 13.08% compared to National Retail Properties, Inc. (NNN) at 6.66%. This indicates that JACK's price experiences larger fluctuations and is considered to be riskier than NNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
13.08%
6.66%
JACK
NNN

Financials

JACK vs. NNN - Financials Comparison

This section allows you to compare key financial metrics between Jack in the Box Inc. and National Retail Properties, 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
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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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