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JKHY vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JKHY and VOOG is 0.57, 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

JKHY vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jack Henry & Associates, Inc. (JKHY) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.67%
11.30%
JKHY
VOOG

Key characteristics

Sharpe Ratio

JKHY:

0.57

VOOG:

2.22

Sortino Ratio

JKHY:

0.92

VOOG:

2.86

Omega Ratio

JKHY:

1.11

VOOG:

1.40

Calmar Ratio

JKHY:

0.43

VOOG:

3.02

Martin Ratio

JKHY:

2.40

VOOG:

11.97

Ulcer Index

JKHY:

4.14%

VOOG:

3.25%

Daily Std Dev

JKHY:

17.45%

VOOG:

17.48%

Max Drawdown

JKHY:

-84.75%

VOOG:

-32.73%

Current Drawdown

JKHY:

-13.59%

VOOG:

-2.70%

Returns By Period

In the year-to-date period, JKHY achieves a 9.56% return, which is significantly lower than VOOG's 37.24% return. Over the past 10 years, JKHY has underperformed VOOG with an annualized return of 12.14%, while VOOG has yielded a comparatively higher 15.16% annualized return.


JKHY

YTD

9.56%

1M

3.61%

6M

6.67%

1Y

9.65%

5Y*

5.02%

10Y*

12.14%

VOOG

YTD

37.24%

1M

2.95%

6M

10.97%

1Y

38.85%

5Y*

17.34%

10Y*

15.16%

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Risk-Adjusted Performance

JKHY vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jack Henry & Associates, Inc. (JKHY) and Vanguard S&P 500 Growth ETF (VOOG). 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 JKHY, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.572.22
The chart of Sortino ratio for JKHY, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.922.86
The chart of Omega ratio for JKHY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.40
The chart of Calmar ratio for JKHY, currently valued at 0.43, compared to the broader market0.002.004.006.000.433.02
The chart of Martin ratio for JKHY, currently valued at 2.40, compared to the broader market-5.000.005.0010.0015.0020.0025.002.4011.97
JKHY
VOOG

The current JKHY Sharpe Ratio is 0.57, which is lower than the VOOG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of JKHY and VOOG, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.57
2.22
JKHY
VOOG

Dividends

JKHY vs. VOOG - Dividend Comparison

JKHY's dividend yield for the trailing twelve months is around 1.24%, more than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
JKHY
Jack Henry & Associates, Inc.
1.24%1.27%1.12%1.10%1.06%1.10%1.17%1.06%1.26%1.28%1.42%1.23%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

JKHY vs. VOOG - Drawdown Comparison

The maximum JKHY drawdown since its inception was -84.75%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for JKHY and VOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.59%
-2.70%
JKHY
VOOG

Volatility

JKHY vs. VOOG - Volatility Comparison

The current volatility for Jack Henry & Associates, Inc. (JKHY) is 3.58%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.72%. This indicates that JKHY experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
4.72%
JKHY
VOOG
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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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