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

Correlation

The correlation between JXN and BMA is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

JXN vs. BMA - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
194.62%
561.71%
JXN
BMA

Key characteristics

Sharpe Ratio

JXN:

0.31

BMA:

1.55

Sortino Ratio

JXN:

0.72

BMA:

2.27

Omega Ratio

JXN:

1.10

BMA:

1.26

Calmar Ratio

JXN:

0.39

BMA:

1.81

Martin Ratio

JXN:

0.92

BMA:

6.21

Ulcer Index

JXN:

15.57%

BMA:

15.67%

Daily Std Dev

JXN:

46.27%

BMA:

62.45%

Max Drawdown

JXN:

-48.34%

BMA:

-91.66%

Current Drawdown

JXN:

-31.36%

BMA:

-19.04%

Fundamentals

Market Cap

JXN:

$5.53B

BMA:

$6.02B

EPS

JXN:

$11.74

BMA:

$4.38

PE Ratio

JXN:

6.54

BMA:

21.41

PS Ratio

JXN:

1.65

BMA:

0.00

PB Ratio

JXN:

0.60

BMA:

1.59

Total Revenue (TTM)

JXN:

$2.13B

BMA:

$2.40T

Gross Profit (TTM)

JXN:

$778.00M

BMA:

$1.32T

EBITDA (TTM)

JXN:

-$121.00M

BMA:

-$336.62B

Returns By Period

In the year-to-date period, JXN achieves a -10.97% return, which is significantly lower than BMA's -3.07% return.


JXN

YTD

-10.97%

1M

-10.47%

6M

-20.54%

1Y

14.25%

5Y*

N/A

10Y*

N/A

BMA

YTD

-3.07%

1M

16.99%

6M

18.11%

1Y

99.99%

5Y*

54.01%

10Y*

9.02%

*Annualized

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Risk-Adjusted Performance

JXN vs. BMA — 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 6464
Overall Rank
The Sharpe Ratio Rank of JXN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 6060
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 6464
Martin Ratio Rank

BMA
The Risk-Adjusted Performance Rank of BMA is 9090
Overall Rank
The Sharpe Ratio Rank of BMA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BMA is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BMA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BMA is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BMA is 9090
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. BMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Banco Macro S.A. (BMA). 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 JXN, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.00
JXN: 0.31
BMA: 1.55
The chart of Sortino ratio for JXN, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
JXN: 0.72
BMA: 2.27
The chart of Omega ratio for JXN, currently valued at 1.10, compared to the broader market0.501.001.502.00
JXN: 1.10
BMA: 1.26
The chart of Calmar ratio for JXN, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
JXN: 0.39
BMA: 2.21
The chart of Martin ratio for JXN, currently valued at 0.92, compared to the broader market-5.000.005.0010.0015.0020.00
JXN: 0.92
BMA: 6.21

The current JXN Sharpe Ratio is 0.31, which is lower than the BMA Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JXN and BMA, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
0.31
1.55
JXN
BMA

Dividends

JXN vs. BMA - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.78%, less than BMA's 5.66% yield.


TTM20242023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
3.78%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMA
Banco Macro S.A.
5.66%6.10%6.20%6.79%0.00%0.00%6.20%5.05%0.65%1.56%0.00%2.87%

Drawdowns

JXN vs. BMA - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum BMA drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for JXN and BMA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.36%
-19.04%
JXN
BMA

Volatility

JXN vs. BMA - Volatility Comparison

The current volatility for Jackson Financial Inc. (JXN) is 22.19%, while Banco Macro S.A. (BMA) has a volatility of 26.44%. This indicates that JXN experiences smaller price fluctuations and is considered to be less risky than BMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
22.19%
26.44%
JXN
BMA

Financials

JXN vs. BMA - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and Banco Macro S.A.. 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