JEF vs. HOOD

Last updated Apr 1, 2026

Compare and contrast key facts about Jefferies Financial Group Inc. (JEF) and Robinhood Markets, Inc. (HOOD).

Performance

JEF vs. HOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jefferies Financial Group Inc. (JEF) and Robinhood Markets, Inc. (HOOD). The values are adjusted to include any dividend payments, if applicable.

JEF vs. HOOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JEF Jefferies Financial Group Inc.	-32.90%	-18.78%	98.84%	27.74%	-8.46%	17.39%
HOOD Robinhood Markets, Inc.	-38.73%	203.54%	192.46%	56.51%	-54.17%	-48.99%

Fundamentals

EPS JEF : $4.33 HOOD : $2.06
PE Ratio JEF : 9.53 HOOD : 33.67
PEG Ratio JEF : 0.68 HOOD : 0.00
PS Ratio JEF : 0.61 HOOD : 17.61
Total Revenue (TTM) JEF : $11.22B HOOD : $3.60B
Gross Profit (TTM) JEF : $6.66B HOOD : $2.69B
EBITDA (TTM) JEF : $1.12B HOOD : $1.51B

Returns By Period

In the year-to-date period, JEF achieves a -32.90% return, which is significantly higher than HOOD's -38.73% return.

JEF

• 1D: 4.11%
• 1M: -7.05%
• YTD: -32.90%
• 6M: -35.98%
• 1Y: -20.69%
• 3Y*: 12.35%
• 5Y*: 10.52%
• 10Y*: 14.66%

HOOD

• 1D: 6.35%
• 1M: -8.64%
• YTD: -38.73%
• 6M: -51.60%
• 1Y: 66.51%
• 3Y*: 92.53%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JEF vs. HOOD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEF

JEF Risk / Return Rank: 25
JEF Sharpe Ratio Rank: 23
JEF Sortino Ratio Rank: 23
JEF Omega Ratio Rank: 23
JEF Calmar Ratio Rank: 30
JEF Martin Ratio Rank: 24

HOOD

HOOD Risk / Return Rank: 70
HOOD Sharpe Ratio Rank: 74
HOOD Sortino Ratio Rank: 73
HOOD Omega Ratio Rank: 69
HOOD Calmar Ratio Rank: 67
HOOD Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	JEF	HOOD	Difference
Sharpe ratio Return per unit of total volatility	-0.43	0.94	-1.37
Sortino ratio Return per unit of downside risk	-0.31	1.69	-2.00
Omega ratio Gain probability vs. loss probability	0.96	1.20	-0.25
Calmar ratio Return relative to maximum drawdown	-0.39	1.14	-1.53
Martin ratio Return relative to average drawdown	-1.01	2.79	-3.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEF vs. HOOD - Sharpe Ratio Comparison

The current JEF Sharpe Ratio is -0.43, which is lower than the HOOD Sharpe Ratio of 0.94. 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.

Sharpe Ratios by Period

	JEF	HOOD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.43	0.94	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.22	+0.21

Correlation

The correlation between JEF and HOOD is 0.44, 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.

Dividends

JEF vs. HOOD - Dividend Comparison

JEF's dividend yield for the trailing twelve months is around 3.88%, while HOOD has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEF Jefferies Financial Group Inc.	3.88%	2.58%	1.66%	2.97%	3.50%	2.32%	2.44%	8.07%	2.59%	1.23%	1.08%	1.44%
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.

Drawdown Indicators

	JEF	HOOD	Difference
Max Drawdown Largest 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 (5Y) Largest decline over 5 years	-54.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-54.39%	—	—
Current Drawdown Current decline from peak	-47.74%	-54.55%	+6.81%
Average Drawdown Average peak-to-trough decline	-25.47%	-61.47%	+36.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.44%	23.43%	-4.99%

Volatility

JEF vs. HOOD - Volatility Comparison

Jefferies Financial Group Inc. (JEF) and Robinhood Markets, Inc. (HOOD) have volatilities of 18.46% and 18.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEF	HOOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.46%	18.01%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	35.54%	50.04%	-14.50%
Volatility (1Y) Calculated over the trailing 1-year period	48.34%	71.27%	-22.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.84%	73.95%	-38.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.96%	73.95%	-38.99%

Financials