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

Performance

JXN vs. CIO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
29.71%
11.98%
JXN
CIO

Returns By Period

In the year-to-date period, JXN achieves a 98.98% return, which is significantly higher than CIO's -10.43% return.


JXN

YTD

98.98%

1M

-0.03%

6M

29.71%

1Y

123.98%

5Y (annualized)

N/A

10Y (annualized)

N/A

CIO

YTD

-10.43%

1M

-8.63%

6M

11.99%

1Y

24.10%

5Y (annualized)

-10.94%

10Y (annualized)

-2.14%

Fundamentals


JXNCIO
Market Cap$7.28B$197.56M
EPS-$11.55-$0.42
Total Revenue (TTM)$2.54B$173.53M
Gross Profit (TTM)-$249.00M$58.68M
EBITDA (TTM)-$1.20B$87.92M

Key characteristics


JXNCIO
Sharpe Ratio3.310.50
Sortino Ratio3.741.09
Omega Ratio1.551.13
Calmar Ratio5.860.33
Martin Ratio27.101.30
Ulcer Index4.66%19.48%
Daily Std Dev38.09%50.76%
Max Drawdown-48.34%-80.92%
Current Drawdown-13.06%-69.90%

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Correlation

-0.50.00.51.00.4

The correlation between JXN and CIO is 0.43, 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.

Risk-Adjusted Performance

JXN vs. CIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and City Office REIT, Inc. (CIO). 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 3.31, compared to the broader market-4.00-2.000.002.004.003.310.50
The chart of Sortino ratio for JXN, currently valued at 3.74, compared to the broader market-4.00-2.000.002.004.003.741.09
The chart of Omega ratio for JXN, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.13
The chart of Calmar ratio for JXN, currently valued at 5.86, compared to the broader market0.002.004.006.005.860.33
The chart of Martin ratio for JXN, currently valued at 27.10, compared to the broader market0.0010.0020.0030.0027.101.30
JXN
CIO

The current JXN Sharpe Ratio is 3.31, which is higher than the CIO Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JXN and CIO, 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
3.31
0.50
JXN
CIO

Dividends

JXN vs. CIO - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 2.75%, less than CIO's 7.87% yield.


TTM2023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
2.75%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIO
City Office REIT, Inc.
7.87%9.82%9.55%3.04%7.01%6.95%9.17%7.23%7.14%5.79%5.10%

Drawdowns

JXN vs. CIO - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum CIO drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for JXN and CIO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.06%
-69.90%
JXN
CIO

Volatility

JXN vs. CIO - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 17.38% compared to City Office REIT, Inc. (CIO) at 10.62%. This indicates that JXN's price experiences larger fluctuations and is considered to be riskier than CIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.38%
10.62%
JXN
CIO

Financials

JXN vs. CIO - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and City Office REIT, 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