JACK vs. SPY
Compare and contrast key facts about Jack in the Box Inc. (JACK) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JACK or SPY.
Key characteristics
| JACK | SPY | |
|---|---|---|
| YTD Return | -41.85% | 26.01% |
| 1Y Return | -32.57% | 33.73% |
| 3Y Return (Ann) | -20.81% | 9.91% |
| 5Y Return (Ann) | -9.79% | 15.54% |
| 10Y Return (Ann) | -2.28% | 13.25% |
| Sharpe Ratio | -0.80 | 2.82 |
| Sortino Ratio | -1.07 | 3.76 |
| Omega Ratio | 0.89 | 1.53 |
| Calmar Ratio | -0.49 | 4.05 |
| Martin Ratio | -1.00 | 18.33 |
| Ulcer Index | 31.22% | 1.86% |
| Daily Std Dev | 38.80% | 12.07% |
| Max Drawdown | -82.47% | -55.19% |
| Current Drawdown | -58.98% | -0.90% |
Correlation
The correlation between JACK and SPY is 0.39, 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. SPY - Performance Comparison
In the year-to-date period, JACK achieves a -41.85% return, which is significantly lower than SPY's 26.01% return. Over the past 10 years, JACK has underperformed SPY with an annualized return of -2.28%, while SPY has yielded a comparatively higher 13.25% 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
JACK's dividend yield for the trailing twelve months is around 3.79%, more than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
JACK vs. SPY - Drawdown Comparison
The maximum JACK drawdown since its inception was -82.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JACK and SPY. For additional features, visit the drawdowns tool.
Volatility
JACK vs. SPY - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 12.90% compared to SPDR S&P 500 ETF (SPY) at 3.84%. This indicates that JACK's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.