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

Correlation

The correlation between JXN and ABR is 0.46, 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.


-0.50.00.51.00.5

Performance

JXN vs. ABR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
7.05%
4.64%
JXN
ABR

Key characteristics

Sharpe Ratio

JXN:

1.97

ABR:

-0.05

Sortino Ratio

JXN:

2.54

ABR:

0.18

Omega Ratio

JXN:

1.36

ABR:

1.02

Calmar Ratio

JXN:

3.09

ABR:

-0.06

Martin Ratio

JXN:

9.57

ABR:

-0.18

Ulcer Index

JXN:

8.13%

ABR:

9.48%

Daily Std Dev

JXN:

39.56%

ABR:

36.11%

Max Drawdown

JXN:

-48.34%

ABR:

-97.75%

Current Drawdown

JXN:

-24.34%

ABR:

-13.50%

Fundamentals

Market Cap

JXN:

$6.54B

ABR:

$2.54B

EPS

JXN:

-$11.55

ABR:

$1.33

Total Revenue (TTM)

JXN:

$1.65B

ABR:

$1.10B

Gross Profit (TTM)

JXN:

-$454.00M

ABR:

$470.41M

EBITDA (TTM)

JXN:

$764.00M

ABR:

$283.51M

Returns By Period

In the year-to-date period, JXN achieves a -1.87% return, which is significantly higher than ABR's -4.98% return.


JXN

YTD

-1.87%

1M

-6.66%

6M

7.05%

1Y

77.63%

5Y*

N/A

10Y*

N/A

ABR

YTD

-4.98%

1M

-8.93%

6M

4.64%

1Y

1.15%

5Y*

8.97%

10Y*

17.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

JXN vs. ABR — Risk-Adjusted Performance Rank

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

JXN
The Risk-Adjusted Performance Rank of JXN is 9292
Overall Rank
The Sharpe Ratio Rank of JXN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 8989
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 9090
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 9292
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 4444
Overall Rank
The Sharpe Ratio Rank of ABR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 4646
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 4646
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.

JXN vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Arbor Realty Trust, Inc. (ABR). 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 JXN, currently valued at 1.97, compared to the broader market-2.000.002.001.97-0.05
The chart of Sortino ratio for JXN, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.540.18
The chart of Omega ratio for JXN, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.02
The chart of Calmar ratio for JXN, currently valued at 3.09, compared to the broader market0.002.004.006.003.09-0.06
The chart of Martin ratio for JXN, currently valued at 9.57, compared to the broader market0.0010.0020.009.57-0.18
JXN
ABR

The current JXN Sharpe Ratio is 1.97, which is higher than the ABR Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of JXN and ABR, 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.97
-0.05
JXN
ABR

Dividends

JXN vs. ABR - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.28%, less than ABR's 13.07% yield.


TTM20242023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
3.28%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
13.07%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

JXN vs. ABR - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for JXN and ABR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.34%
-13.50%
JXN
ABR

Volatility

JXN vs. ABR - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 9.77% compared to Arbor Realty Trust, Inc. (ABR) at 6.69%. This indicates that JXN's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.77%
6.69%
JXN
ABR

Financials

JXN vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and Arbor Realty Trust, 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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