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

Correlation

The correlation between JEF and JXN is 0.60, 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.


-0.50.00.51.00.6

Performance

JEF vs. JXN - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
66.29%
20.77%
JEF
JXN

Key characteristics

Sharpe Ratio

JEF:

3.77

JXN:

1.80

Sortino Ratio

JEF:

4.70

JXN:

2.40

Omega Ratio

JEF:

1.62

JXN:

1.34

Calmar Ratio

JEF:

8.91

JXN:

2.84

Martin Ratio

JEF:

29.29

JXN:

11.00

Ulcer Index

JEF:

3.36%

JXN:

6.40%

Daily Std Dev

JEF:

26.04%

JXN:

39.20%

Max Drawdown

JEF:

-80.74%

JXN:

-48.34%

Current Drawdown

JEF:

-7.94%

JXN:

-23.56%

Fundamentals

Market Cap

JEF:

$16.27B

JXN:

$6.67B

EPS

JEF:

$2.34

JXN:

-$11.55

Total Revenue (TTM)

JEF:

$7.83B

JXN:

$2.54B

Gross Profit (TTM)

JEF:

$6.38B

JXN:

-$249.00M

EBITDA (TTM)

JEF:

$3.39B

JXN:

-$1.20B

Returns By Period

In the year-to-date period, JEF achieves a 90.88% return, which is significantly higher than JXN's 74.93% return.


JEF

YTD

90.88%

1M

0.86%

6M

65.79%

1Y

100.98%

5Y*

36.57%

10Y*

17.71%

JXN

YTD

74.93%

1M

-12.59%

6M

20.80%

1Y

73.21%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

JEF vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) and Jackson Financial Inc. (JXN). 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 JEF, currently valued at 3.77, compared to the broader market-4.00-2.000.002.003.771.80
The chart of Sortino ratio for JEF, currently valued at 4.70, compared to the broader market-4.00-2.000.002.004.004.702.40
The chart of Omega ratio for JEF, currently valued at 1.62, compared to the broader market0.501.001.502.001.621.34
The chart of Calmar ratio for JEF, currently valued at 8.91, compared to the broader market0.002.004.006.008.912.84
The chart of Martin ratio for JEF, currently valued at 29.29, compared to the broader market0.0010.0020.0029.2911.00
JEF
JXN

The current JEF Sharpe Ratio is 3.77, which is higher than the JXN Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JEF and JXN, 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 Ratio2.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.77
1.80
JEF
JXN

Dividends

JEF vs. JXN - Dividend Comparison

JEF's dividend yield for the trailing twelve months is around 1.73%, less than JXN's 3.24% yield.


TTM20232022202120202019201820172016201520142013
JEF
Jefferies Financial Group Inc.
1.73%7.42%3.67%2.43%1.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JXN
Jackson Financial Inc.
3.24%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JEF vs. JXN - Drawdown Comparison

The maximum JEF drawdown since its inception was -80.74%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for JEF and JXN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-23.56%
JEF
JXN

Volatility

JEF vs. JXN - Volatility Comparison

The current volatility for Jefferies Financial Group Inc. (JEF) is 7.85%, while Jackson Financial Inc. (JXN) has a volatility of 10.16%. This indicates that JEF experiences smaller price fluctuations and is considered to be less risky than JXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.85%
10.16%
JEF
JXN

Financials

JEF vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between Jefferies Financial Group Inc. and Jackson Financial 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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