PortfoliosLab logo
JXN vs. ACRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JXN and ACRE is 0.51, 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.


Performance

JXN vs. ACRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jackson Financial Inc. (JXN) and Ares Commercial Real Estate Corporation (ACRE). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

JXN:

0.27

ACRE:

-0.44

Sortino Ratio

JXN:

0.67

ACRE:

-0.44

Omega Ratio

JXN:

1.09

ACRE:

0.94

Calmar Ratio

JXN:

0.33

ACRE:

-0.27

Martin Ratio

JXN:

0.72

ACRE:

-0.86

Ulcer Index

JXN:

17.37%

ACRE:

22.18%

Daily Std Dev

JXN:

46.13%

ACRE:

41.16%

Max Drawdown

JXN:

-49.12%

ACRE:

-75.68%

Current Drawdown

JXN:

-25.07%

ACRE:

-58.35%

Fundamentals

Market Cap

JXN:

$6.09B

ACRE:

$265.13M

EPS

JXN:

$1.32

ACRE:

-$0.24

PS Ratio

JXN:

0.82

ACRE:

3.95

PB Ratio

JXN:

0.62

ACRE:

0.49

Total Revenue (TTM)

JXN:

$5.95B

ACRE:

$25.76M

Gross Profit (TTM)

JXN:

$3.96B

ACRE:

$25.76M

EBITDA (TTM)

JXN:

$402.00M

ACRE:

$25.54M

Returns By Period

In the year-to-date period, JXN achieves a -2.14% return, which is significantly higher than ACRE's -15.47% return.


JXN

YTD

-2.14%

1M

17.54%

6M

-15.31%

1Y

9.30%

5Y*

N/A

10Y*

N/A

ACRE

YTD

-15.47%

1M

33.89%

6M

-24.72%

1Y

-18.07%

5Y*

3.30%

10Y*

0.84%

*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. ACRE — 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 6060
Overall Rank
The Sharpe Ratio Rank of JXN is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 5656
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 6060
Martin Ratio Rank

ACRE
The Risk-Adjusted Performance Rank of ACRE is 2727
Overall Rank
The Sharpe Ratio Rank of ACRE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ACRE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ACRE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ACRE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ACRE is 3030
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. ACRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Ares Commercial Real Estate Corporation (ACRE). 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 current JXN Sharpe Ratio is 0.27, which is higher than the ACRE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of JXN and ACRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

JXN vs. ACRE - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.40%, less than ACRE's 18.67% yield.


TTM20242023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
3.40%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACRE
Ares Commercial Real Estate Corporation
18.67%16.98%9.94%10.01%7.08%11.08%8.33%8.90%8.37%7.57%8.74%8.71%

Drawdowns

JXN vs. ACRE - Drawdown Comparison

The maximum JXN drawdown since its inception was -49.12%, smaller than the maximum ACRE drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for JXN and ACRE. For additional features, visit the drawdowns tool.


Loading data...

Volatility

JXN vs. ACRE - Volatility Comparison

The current volatility for Jackson Financial Inc. (JXN) is 9.44%, while Ares Commercial Real Estate Corporation (ACRE) has a volatility of 16.27%. This indicates that JXN experiences smaller price fluctuations and is considered to be less risky than ACRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

JXN vs. ACRE - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and Ares Commercial Real Estate 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


-2.00B0.002.00B4.00B6.00B20212022202320242025
3.75B
14.95M
(JXN) Total Revenue
(ACRE) Total Revenue
Values in USD except per share items