JEF vs. HOOD
JEF (Jefferies Financial Group Inc.) and HOOD (Robinhood Markets, Inc.) are both stocks. Both are in the Financial Services sector — JEF in Financial Conglomerates, HOOD in Capital Markets. Over the past 5 years, JEF returned 14.88%/yr vs 19.75%/yr for HOOD. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
JEF vs. HOOD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEF achieves a -10.55% return, which is significantly higher than HOOD's -23.47% return.
JEF
- 1D
- -0.89%
- 1M
- 3.76%
- 6M
- -9.39%
- YTD
- -10.55%
- 1Y
- 0.54%
- 3Y*
- 18.00%
- 5Y*
- 14.88%
- 10Y*
- 16.88%
- ALL TIME*
- 14.59%
HOOD
- 1D
- -0.05%
- 1M
- -23.21%
- 6M
- -12.99%
- YTD
- -23.47%
- 1Y
- -13.35%
- 3Y*
- 88.76%
- 5Y*
- 19.75%
- 10Y*
- —
- ALL TIME*
- 17.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.93B | $2.33B | $2.54B | |
| $108.68M | $99.02M | $118.23M |
JEF vs. HOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | -10.55% | -18.78% | 98.84% | 27.74% | -8.46% | 19.28% |
HOOD Robinhood Markets, Inc. | -23.47% | 203.54% | 192.46% | 56.51% | -54.17% | -53.26% |
Correlation
The correlation between JEF and HOOD is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2021 | 0.44 |
Fundamentals
JEF:
$11.11B
HOOD:
$77.82B
JEF:
$5.09
HOOD:
$2.27
JEF:
10.73
HOOD:
38.12
JEF:
0.77
HOOD:
0.00
JEF:
0.77
HOOD:
23.99
JEF:
$11.85B
HOOD:
$3.31B
JEF:
$6.99B
HOOD:
$2.09B
JEF:
$1.30B
HOOD:
$2.44B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEF vs. HOOD — Risk / Return Rank
JEF
HOOD
JEF vs. HOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) and Robinhood Markets, Inc. (HOOD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEF | HOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.28 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.47 | +0.36 |
Loading charts...
Drawdowns
JEF vs. HOOD - Drawdown Comparison
The maximum JEF drawdown since its inception was -80.74%, smaller than the maximum HOOD drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for JEF and HOOD.
Loading charts...
Drawdown Indicators
| JEF | HOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.74% | -90.21% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -48.05% | -57.26% | +9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -54.39% | -57.26% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -54.39% | -90.21% | +35.82% |
Max Drawdown (10Y)Largest decline over 10 years | -54.39% | — | — |
Current DrawdownCurrent decline from peak | -30.32% | -43.22% | +12.90% |
Average DrawdownAverage peak-to-trough decline | -25.55% | -60.10% | +34.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.66% | 33.81% | -11.15% |
Volatility
JEF vs. HOOD - Volatility Comparison
The current volatility for Jefferies Financial Group Inc. (JEF) is 11.77%, while Robinhood Markets, Inc. (HOOD) has a volatility of 17.67%. This indicates that JEF experiences smaller price fluctuations and is considered to be less risky than HOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEF | HOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 17.67% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 33.88% | 53.55% | -19.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.58% | 70.22% | -26.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.25% | 73.87% | -37.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.21% | 73.91% | -38.70% |
Dividends
JEF vs. HOOD - Dividend Comparison
JEF's dividend yield for the trailing twelve months is around 2.93%, while HOOD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HOOD Robinhood Markets, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEF Jefferies Financial Group Inc. | 2.93% | 2.58% | 1.66% | 2.97% | 3.50% | 2.32% | 2.44% | 8.07% | 2.59% | 1.23% | 1.08% | 1.44% |
Financials
JEF vs. HOOD - Financials Comparison
This section allows you to compare key financial metrics between Jefferies Financial Group Inc. and Robinhood Markets, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JEF and HOOD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOD has higher volatility (17.67%) compared to JEF (11.77%). In terms of maximum drawdown, JEF dropped -80.74% vs HOOD's -90.21%.
JEF currently has the higher Sharpe Ratio (-0.06 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JEF and HOOD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer