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JEF vs. HOOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


JEFHOOD
YTD Return87.30%153.69%
1Y Return117.81%307.05%
3Y Return (Ann)31.43%-1.55%
Sharpe Ratio4.524.81
Sortino Ratio5.594.28
Omega Ratio1.731.57
Calmar Ratio10.073.25
Martin Ratio35.4625.90
Ulcer Index3.27%11.12%
Daily Std Dev25.69%59.89%
Max Drawdown-80.74%-90.21%
Current Drawdown-0.51%-54.08%

Fundamentals


JEFHOOD
Market Cap$15.27B$29.17B
EPS$2.34$0.58
PE Ratio31.7656.90
Total Revenue (TTM)$9.75B$2.06B
Gross Profit (TTM)$8.13B$1.69B
EBITDA (TTM)$4.27B$590.00M

Correlation

-0.50.00.51.00.4

The correlation between JEF and HOOD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

JEF vs. HOOD - Performance Comparison

In the year-to-date period, JEF achieves a 87.30% return, which is significantly lower than HOOD's 153.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
183.70%
-7.18%
JEF
HOOD

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Risk-Adjusted Performance

JEF vs. HOOD - Risk-Adjusted Performance 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.


JEF
Sharpe ratio
The chart of Sharpe ratio for JEF, currently valued at 4.52, compared to the broader market-4.00-2.000.002.004.52
Sortino ratio
The chart of Sortino ratio for JEF, currently valued at 5.59, compared to the broader market-4.00-2.000.002.004.005.59
Omega ratio
The chart of Omega ratio for JEF, currently valued at 1.73, compared to the broader market0.501.001.502.001.73
Calmar ratio
The chart of Calmar ratio for JEF, currently valued at 10.52, compared to the broader market0.002.004.006.0010.52
Martin ratio
The chart of Martin ratio for JEF, currently valued at 35.46, compared to the broader market0.0010.0020.0030.0035.46
HOOD
Sharpe ratio
The chart of Sharpe ratio for HOOD, currently valued at 4.81, compared to the broader market-4.00-2.000.002.004.81
Sortino ratio
The chart of Sortino ratio for HOOD, currently valued at 4.28, compared to the broader market-4.00-2.000.002.004.004.28
Omega ratio
The chart of Omega ratio for HOOD, currently valued at 1.57, compared to the broader market0.501.001.502.001.57
Calmar ratio
The chart of Calmar ratio for HOOD, currently valued at 3.25, compared to the broader market0.002.004.006.003.25
Martin ratio
The chart of Martin ratio for HOOD, currently valued at 25.90, compared to the broader market0.0010.0020.0030.0025.90

JEF vs. HOOD - Sharpe Ratio Comparison

The current JEF Sharpe Ratio is 4.52, which is comparable to the HOOD Sharpe Ratio of 4.81. The chart below compares the historical Sharpe Ratios of JEF and HOOD, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.52
4.81
JEF
HOOD

Dividends

JEF vs. HOOD - Dividend Comparison

JEF's dividend yield for the trailing twelve months is around 1.28%, while HOOD has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
JEF
Jefferies Financial Group Inc.
1.28%7.42%3.67%2.43%1.96%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
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%

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.51%
-54.08%
JEF
HOOD

Volatility

JEF vs. HOOD - Volatility Comparison

The current volatility for Jefferies Financial Group Inc. (JEF) is 12.36%, while Robinhood Markets, Inc. (HOOD) has a volatility of 28.22%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
12.36%
28.22%
JEF
HOOD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items