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

Correlation

The correlation between JEF and MCO is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JEF vs. MCO - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
771.56%
3,985.09%
JEF
MCO

Key characteristics

Sharpe Ratio

JEF:

0.23

MCO:

0.64

Sortino Ratio

JEF:

0.59

MCO:

1.02

Omega Ratio

JEF:

1.09

MCO:

1.15

Calmar Ratio

JEF:

0.20

MCO:

0.68

Martin Ratio

JEF:

0.64

MCO:

2.47

Ulcer Index

JEF:

15.32%

MCO:

6.80%

Daily Std Dev

JEF:

41.97%

MCO:

26.12%

Max Drawdown

JEF:

-80.74%

MCO:

-78.72%

Current Drawdown

JEF:

-42.53%

MCO:

-16.51%

Fundamentals

Market Cap

JEF:

$9.64B

MCO:

$77.49B

EPS

JEF:

$2.84

MCO:

$11.59

PE Ratio

JEF:

16.45

MCO:

37.17

PS Ratio

JEF:

1.40

MCO:

10.72

PB Ratio

JEF:

0.91

MCO:

20.94

Total Revenue (TTM)

JEF:

$10.30B

MCO:

$5.30B

Gross Profit (TTM)

JEF:

$6.08B

MCO:

$3.60B

EBITDA (TTM)

JEF:

$4.65B

MCO:

$2.49B

Returns By Period

In the year-to-date period, JEF achieves a -40.07% return, which is significantly lower than MCO's -6.96% return. Over the past 10 years, JEF has underperformed MCO with an annualized return of 11.92%, while MCO has yielded a comparatively higher 16.37% annualized return.


JEF

YTD

-40.07%

1M

-24.28%

6M

-26.89%

1Y

7.17%

5Y*

38.75%

10Y*

11.92%

MCO

YTD

-6.96%

1M

-7.89%

6M

-5.51%

1Y

16.19%

5Y*

13.38%

10Y*

16.37%

*Annualized

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Risk-Adjusted Performance

JEF vs. MCO — Risk-Adjusted Performance Rank

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

JEF
The Risk-Adjusted Performance Rank of JEF is 5959
Overall Rank
The Sharpe Ratio Rank of JEF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of JEF is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JEF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of JEF is 6161
Martin Ratio Rank

MCO
The Risk-Adjusted Performance Rank of MCO is 7373
Overall Rank
The Sharpe Ratio Rank of MCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEF vs. MCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) and Moody's Corporation (MCO). 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.


The chart of Sharpe ratio for JEF, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
JEF: 0.23
MCO: 0.64
The chart of Sortino ratio for JEF, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.00
JEF: 0.59
MCO: 1.02
The chart of Omega ratio for JEF, currently valued at 1.09, compared to the broader market0.501.001.502.00
JEF: 1.09
MCO: 1.15
The chart of Calmar ratio for JEF, currently valued at 0.20, compared to the broader market0.001.002.003.004.005.00
JEF: 0.20
MCO: 0.68
The chart of Martin ratio for JEF, currently valued at 0.64, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
JEF: 0.64
MCO: 2.47

The current JEF Sharpe Ratio is 0.23, which is lower than the MCO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of JEF and MCO, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.23
0.64
JEF
MCO

Dividends

JEF vs. MCO - Dividend Comparison

JEF's dividend yield for the trailing twelve months is around 3.00%, more than MCO's 0.79% yield.


TTM20242023202220212020201920182017201620152014
JEF
Jefferies Financial Group Inc.
3.00%1.66%7.42%3.67%2.43%1.92%4.51%0.00%0.00%0.00%0.00%0.00%
MCO
Moody's Corporation
0.79%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%

Drawdowns

JEF vs. MCO - Drawdown Comparison

The maximum JEF drawdown since its inception was -80.74%, roughly equal to the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for JEF and MCO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.53%
-16.51%
JEF
MCO

Volatility

JEF vs. MCO - Volatility Comparison

Jefferies Financial Group Inc. (JEF) has a higher volatility of 29.05% compared to Moody's Corporation (MCO) at 17.32%. This indicates that JEF's price experiences larger fluctuations and is considered to be riskier than MCO 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%NovemberDecember2025FebruaryMarchApril
29.05%
17.32%
JEF
MCO

Financials

JEF vs. MCO - Financials Comparison

This section allows you to compare key financial metrics between Jefferies Financial Group Inc. and Moody's Corporation. 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