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

Correlation

The correlation between JACK and PRI is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

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.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
26.97%
1,390.02%
JACK
PRI

Key characteristics

Sharpe Ratio

JACK:

-1.32

PRI:

0.04

Sortino Ratio

JACK:

-2.39

PRI:

0.21

Omega Ratio

JACK:

0.75

PRI:

1.03

Calmar Ratio

JACK:

-0.78

PRI:

0.06

Martin Ratio

JACK:

-2.24

PRI:

0.16

Ulcer Index

JACK:

27.07%

PRI:

6.81%

Daily Std Dev

JACK:

45.89%

PRI:

24.67%

Max Drawdown

JACK:

-82.47%

PRI:

-54.47%

Current Drawdown

JACK:

-77.97%

PRI:

-18.26%

Fundamentals

Market Cap

JACK:

$459.20M

PRI:

$8.22B

EPS

JACK:

-$1.87

PRI:

$20.98

PEG Ratio

JACK:

0.37

PRI:

1.05

Total Revenue (TTM)

JACK:

$1.19B

PRI:

$2.38B

Gross Profit (TTM)

JACK:

$331.74M

PRI:

$2.21B

EBITDA (TTM)

JACK:

$144.43M

PRI:

$383.63M

Returns By Period

In the year-to-date period, JACK achieves a -40.69% return, which is significantly lower than PRI's -8.17% return. Over the past 10 years, JACK has underperformed PRI with an annualized return of -10.82%, while PRI has yielded a comparatively higher 18.98% annualized return.


JACK

YTD

-40.69%

1M

-29.50%

6M

-44.80%

1Y

-59.46%

5Y*

-2.98%

10Y*

-10.82%

PRI

YTD

-8.17%

1M

-13.15%

6M

-8.84%

1Y

2.07%

5Y*

27.02%

10Y*

18.98%

*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 33
Overall Rank
The Sharpe Ratio Rank of JACK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of JACK is 22
Sortino Ratio Rank
The Omega Ratio Rank of JACK is 44
Omega Ratio Rank
The Calmar Ratio Rank of JACK is 88
Calmar Ratio Rank
The Martin Ratio Rank of JACK is 11
Martin Ratio Rank

PRI
The Risk-Adjusted Performance Rank of PRI is 5353
Overall Rank
The Sharpe Ratio Rank of PRI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of PRI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PRI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PRI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PRI is 5757
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 chart of Sharpe ratio for JACK, currently valued at -1.32, compared to the broader market-2.00-1.000.001.002.00
JACK: -1.32
PRI: 0.04
The chart of Sortino ratio for JACK, currently valued at -2.39, compared to the broader market-6.00-4.00-2.000.002.004.00
JACK: -2.39
PRI: 0.21
The chart of Omega ratio for JACK, currently valued at 0.75, compared to the broader market0.501.001.502.00
JACK: 0.75
PRI: 1.03
The chart of Calmar ratio for JACK, currently valued at -0.78, compared to the broader market0.001.002.003.004.00
JACK: -0.78
PRI: 0.06
The chart of Martin ratio for JACK, currently valued at -2.24, compared to the broader market-10.000.0010.0020.00
JACK: -2.24
PRI: 0.16

The current JACK Sharpe Ratio is -1.32, which is lower than the PRI Sharpe Ratio of 0.04. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.32
0.04
JACK
PRI

Dividends

JACK vs. PRI - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 7.23%, more than PRI's 1.45% yield.


TTM20242023202220212020201920182017201620152014
JACK
Jack in the Box Inc.
7.23%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.
1.45%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-77.97%
-18.26%
JACK
PRI

Volatility

JACK vs. PRI - Volatility Comparison

Jack in the Box Inc. (JACK) has a higher volatility of 16.29% compared to Primerica, Inc. (PRI) at 13.14%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.29%
13.14%
JACK
PRI

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


Values in USD except per share items