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

Correlation

The correlation between JACK and PRI is 0.41, 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.


Performance

JACK vs. PRI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JACK:

-1.09

PRI:

1.05

Sortino Ratio

JACK:

-1.70

PRI:

1.48

Omega Ratio

JACK:

0.82

PRI:

1.22

Calmar Ratio

JACK:

-0.67

PRI:

1.33

Martin Ratio

JACK:

-1.71

PRI:

3.90

Ulcer Index

JACK:

31.24%

PRI:

6.65%

Daily Std Dev

JACK:

51.12%

PRI:

24.97%

Max Drawdown

JACK:

-82.47%

PRI:

-54.47%

Current Drawdown

JACK:

-78.51%

PRI:

-8.17%

Fundamentals

Market Cap

JACK:

$448.39M

PRI:

$9.17B

EPS

JACK:

-$10.79

PRI:

$22.04

PEG Ratio

JACK:

0.37

PRI:

1.05

PS Ratio

JACK:

0.29

PRI:

2.85

PB Ratio

JACK:

0.00

PRI:

4.06

Total Revenue (TTM)

JACK:

$1.52B

PRI:

$2.37B

Gross Profit (TTM)

JACK:

$443.48M

PRI:

$1.38B

EBITDA (TTM)

JACK:

-$25.74M

PRI:

$664.88M

Returns By Period

In the year-to-date period, JACK achieves a -42.15% return, which is significantly lower than PRI's 3.16% return. Over the past 10 years, JACK has underperformed PRI with an annualized return of -10.65%, while PRI has yielded a comparatively higher 21.31% annualized return.


JACK

YTD

-42.15%

1M

2.28%

6M

-45.69%

1Y

-53.24%

5Y*

-16.03%

10Y*

-10.65%

PRI

YTD

3.16%

1M

9.59%

6M

-5.94%

1Y

23.98%

5Y*

22.94%

10Y*

21.31%

*Annualized

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Risk-Adjusted Performance

JACK vs. PRI — 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 44
Sortino Ratio Rank
The Omega Ratio Rank of JACK is 77
Omega Ratio Rank
The Calmar Ratio Rank of JACK is 1010
Calmar Ratio Rank
The Martin Ratio Rank of JACK is 22
Martin Ratio Rank

PRI
The Risk-Adjusted Performance Rank of PRI is 8282
Overall Rank
The Sharpe Ratio Rank of PRI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PRI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PRI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PRI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of PRI is 8383
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. PRI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and Primerica, Inc. (PRI). 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.


The current JACK Sharpe Ratio is -1.09, which is lower than the PRI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of JACK and PRI, 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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Dividends

JACK vs. PRI - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 7.41%, more than PRI's 1.29% yield.


TTM20242023202220212020201920182017201620152014
JACK
Jack in the Box Inc.
7.41%4.23%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%
PRI
Primerica, Inc.
1.29%1.22%1.26%1.55%1.23%1.19%1.04%1.02%0.77%1.01%1.36%0.88%

Drawdowns

JACK vs. PRI - Drawdown Comparison

The maximum JACK drawdown since its inception was -82.47%, which is greater than PRI's maximum drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for JACK and PRI. For additional features, visit the drawdowns tool.


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Volatility

JACK vs. PRI - Volatility Comparison

Jack in the Box Inc. (JACK) has a higher volatility of 18.86% compared to Primerica, Inc. (PRI) at 7.12%. This indicates that JACK's price experiences larger fluctuations and is considered to be riskier than PRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JACK vs. PRI - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M20212022202320242025
336.70M
-14.67M
(JACK) Total Revenue
(PRI) Total Revenue
Values in USD except per share items