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

Correlation

The correlation between JXN and CIO is 0.42, 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.


-0.50.00.51.00.4

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%AugustSeptemberOctoberNovemberDecember2025
7.05%
1.25%
JXN
CIO

Key characteristics

Sharpe Ratio

JXN:

1.97

CIO:

-0.30

Sortino Ratio

JXN:

2.54

CIO:

-0.13

Omega Ratio

JXN:

1.36

CIO:

0.98

Calmar Ratio

JXN:

3.09

CIO:

-0.19

Martin Ratio

JXN:

9.57

CIO:

-0.81

Ulcer Index

JXN:

8.13%

CIO:

17.60%

Daily Std Dev

JXN:

39.56%

CIO:

47.66%

Max Drawdown

JXN:

-48.34%

CIO:

-80.92%

Current Drawdown

JXN:

-24.34%

CIO:

-69.35%

Fundamentals

Market Cap

JXN:

$6.54B

CIO:

$216.03M

EPS

JXN:

-$11.55

CIO:

-$0.42

Total Revenue (TTM)

JXN:

$1.65B

CIO:

$129.21M

Gross Profit (TTM)

JXN:

-$454.00M

CIO:

$46.39M

EBITDA (TTM)

JXN:

$764.00M

CIO:

$64.87M

Returns By Period

In the year-to-date period, JXN achieves a -1.87% return, which is significantly higher than CIO's -6.28% return.


JXN

YTD

-1.87%

1M

-6.66%

6M

7.05%

1Y

77.63%

5Y*

N/A

10Y*

N/A

CIO

YTD

-6.28%

1M

-11.56%

6M

1.25%

1Y

-12.23%

5Y*

-11.92%

10Y*

-1.95%

*Annualized

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Risk-Adjusted Performance

JXN vs. CIO — 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

CIO
The Risk-Adjusted Performance Rank of CIO is 3333
Overall Rank
The Sharpe Ratio Rank of CIO is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of CIO is 3131
Sortino Ratio Rank
The Omega Ratio Rank of CIO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of CIO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CIO is 3232
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. 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 1.97, compared to the broader market-2.000.002.001.97-0.30
The chart of Sortino ratio for JXN, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.54-0.13
The chart of Omega ratio for JXN, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.98
The chart of Calmar ratio for JXN, currently valued at 3.09, compared to the broader market0.002.004.006.003.09-0.19
The chart of Martin ratio for JXN, currently valued at 9.57, compared to the broader market0.0010.0020.009.57-0.81
JXN
CIO

The current JXN Sharpe Ratio is 1.97, which is higher than the CIO Sharpe Ratio of -0.30. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.97
-0.30
JXN
CIO

Dividends

JXN vs. CIO - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.28%, less than CIO's 7.89% 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%
CIO
City Office REIT, Inc.
7.89%7.25%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%AugustSeptemberOctoberNovemberDecember2025
-24.34%
-69.35%
JXN
CIO

Volatility

JXN vs. CIO - Volatility Comparison

The current volatility for Jackson Financial Inc. (JXN) is 9.77%, while City Office REIT, Inc. (CIO) has a volatility of 10.88%. This indicates that JXN experiences smaller price fluctuations and is considered to be less risky than CIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.77%
10.88%
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
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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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