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

Correlation

The correlation between JACK and WING is 0.35, 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. WING - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JACK:

-1.09

WING:

-0.34

Sortino Ratio

JACK:

-1.70

WING:

-0.14

Omega Ratio

JACK:

0.82

WING:

0.98

Calmar Ratio

JACK:

-0.67

WING:

-0.32

Martin Ratio

JACK:

-1.71

WING:

-0.60

Ulcer Index

JACK:

31.24%

WING:

27.90%

Daily Std Dev

JACK:

51.12%

WING:

50.39%

Max Drawdown

JACK:

-82.47%

WING:

-61.13%

Current Drawdown

JACK:

-78.51%

WING:

-24.86%

Fundamentals

Market Cap

JACK:

$448.39M

WING:

$8.96B

EPS

JACK:

-$10.79

WING:

$5.97

PEG Ratio

JACK:

0.37

WING:

4.23

PS Ratio

JACK:

0.29

WING:

13.76

PB Ratio

JACK:

0.00

WING:

0.00

Total Revenue (TTM)

JACK:

$1.52B

WING:

$651.11M

Gross Profit (TTM)

JACK:

$443.48M

WING:

$365.39M

EBITDA (TTM)

JACK:

-$25.74M

WING:

$279.85M

Returns By Period

In the year-to-date period, JACK achieves a -42.15% return, which is significantly lower than WING's 13.22% return.


JACK

YTD

-42.15%

1M

2.28%

6M

-45.69%

1Y

-53.24%

5Y*

-16.03%

10Y*

-10.65%

WING

YTD

13.22%

1M

46.85%

6M

1.60%

1Y

-16.58%

5Y*

23.84%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

JACK vs. WING — 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

WING
The Risk-Adjusted Performance Rank of WING is 3232
Overall Rank
The Sharpe Ratio Rank of WING is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 3232
Sortino Ratio Rank
The Omega Ratio Rank of WING is 3131
Omega Ratio Rank
The Calmar Ratio Rank of WING is 3030
Calmar Ratio Rank
The Martin Ratio Rank of WING is 3838
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. WING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) and Wingstop Inc. (WING). 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 WING Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of JACK and WING, 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. WING - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 7.41%, more than WING's 0.34% 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%
WING
Wingstop Inc.
0.34%0.34%0.32%3.43%0.36%4.04%0.46%10.19%0.36%9.80%0.00%0.00%

Drawdowns

JACK vs. WING - Drawdown Comparison

The maximum JACK drawdown since its inception was -82.47%, which is greater than WING's maximum drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for JACK and WING. For additional features, visit the drawdowns tool.


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Volatility

JACK vs. WING - Volatility Comparison

Jack in the Box Inc. (JACK) has a higher volatility of 18.86% compared to Wingstop Inc. (WING) at 17.88%. This indicates that JACK's price experiences larger fluctuations and is considered to be riskier than WING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JACK vs. WING - Financials Comparison

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


100.00M200.00M300.00M400.00M500.00M20212022202320242025
336.70M
171.09M
(JACK) Total Revenue
(WING) Total Revenue
Values in USD except per share items

JACK vs. WING - Profitability Comparison

The chart below illustrates the profitability comparison between Jack in the Box Inc. and Wingstop Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
29.1%
48.2%
(JACK) Gross Margin
(WING) Gross Margin
JACK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jack in the Box Inc. reported a gross profit of 97.91M and revenue of 336.70M. Therefore, the gross margin over that period was 29.1%.

WING - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported a gross profit of 82.46M and revenue of 171.09M. Therefore, the gross margin over that period was 48.2%.

JACK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jack in the Box Inc. reported an operating income of 51.75M and revenue of 336.70M, resulting in an operating margin of 15.4%.

WING - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported an operating income of 38.26M and revenue of 171.09M, resulting in an operating margin of 22.4%.

JACK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jack in the Box Inc. reported a net income of -142.23M and revenue of 336.70M, resulting in a net margin of -42.2%.

WING - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Wingstop Inc. reported a net income of 92.27M and revenue of 171.09M, resulting in a net margin of 53.9%.