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

Correlation

The correlation between JACK and WING is 0.31, 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.


-0.50.00.51.00.3

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
-31.12%
JACK
WING

Key characteristics

Sharpe Ratio

JACK:

-1.31

WING:

0.29

Sortino Ratio

JACK:

-2.21

WING:

0.63

Omega Ratio

JACK:

0.77

WING:

1.09

Calmar Ratio

JACK:

-0.79

WING:

0.35

Martin Ratio

JACK:

-1.54

WING:

1.07

Ulcer Index

JACK:

33.65%

WING:

11.37%

Daily Std Dev

JACK:

39.35%

WING:

41.87%

Max Drawdown

JACK:

-82.47%

WING:

-61.13%

Current Drawdown

JACK:

-65.47%

WING:

-34.36%

Fundamentals

Market Cap

JACK:

$806.89M

WING:

$8.64B

EPS

JACK:

-$1.87

WING:

$3.43

PEG Ratio

JACK:

1.00

WING:

2.39

Total Revenue (TTM)

JACK:

$1.57B

WING:

$591.04M

Gross Profit (TTM)

JACK:

$435.25M

WING:

$337.90M

EBITDA (TTM)

JACK:

$258.61M

WING:

$172.50M

Returns By Period

In the year-to-date period, JACK achieves a -51.05% return, which is significantly lower than WING's 9.85% return.


JACK

YTD

-51.05%

1M

-15.13%

6M

-23.03%

1Y

-50.57%

5Y*

-11.09%

10Y*

-5.04%

WING

YTD

9.85%

1M

-13.94%

6M

-34.36%

1Y

10.75%

5Y*

28.13%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JACK, currently valued at -1.31, compared to the broader market-4.00-2.000.002.00-1.310.26
The chart of Sortino ratio for JACK, currently valued at -2.21, compared to the broader market-4.00-2.000.002.004.00-2.210.59
The chart of Omega ratio for JACK, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.09
The chart of Calmar ratio for JACK, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.31
The chart of Martin ratio for JACK, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.540.93
JACK
WING

The current JACK Sharpe Ratio is -1.31, which is lower than the WING Sharpe Ratio of 0.29. 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.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.31
0.26
JACK
WING

Dividends

JACK vs. WING - Dividend Comparison

JACK's dividend yield for the trailing twelve months is around 4.55%, more than WING's 0.35% yield.


TTM2023202220212020201920182017201620152014
JACK
Jack in the Box Inc.
4.55%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%
WING
Wingstop Inc.
0.35%0.32%3.43%0.36%0.38%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.47%
-34.36%
JACK
WING

Volatility

JACK vs. WING - Volatility Comparison

Jack in the Box Inc. (JACK) has a higher volatility of 12.95% compared to Wingstop Inc. (WING) at 10.19%. 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.95%
10.19%
JACK
WING

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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