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 | -32.65% | 6.58% |
1Y Return | -38.97% | 25.57% |
3Y Return (Ann) | -21.71% | 8.08% |
5Y Return (Ann) | -5.02% | 13.25% |
10Y Return (Ann) | 1.67% | 12.38% |
Sharpe Ratio | -1.35 | 2.13 |
Daily Std Dev | 29.76% | 11.60% |
Max Drawdown | -82.47% | -55.19% |
Current Drawdown | -52.48% | -3.47% |
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 -32.65% return, which is significantly lower than SPY's 6.58% return. Over the past 10 years, JACK has underperformed SPY with an annualized return of 1.67%, while SPY has yielded a comparatively higher 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.22%, more than SPY's 1.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Jack in the Box Inc. | 3.22% | 2.16% | 2.58% | 1.97% | 1.29% | 2.05% | 2.06% | 1.63% | 1.16% | 1.43% | 0.75% | 0.00% |
SPDR S&P 500 ETF | 1.33% | 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 7.56% compared to SPDR S&P 500 ETF (SPY) at 4.03%. 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.