JXN vs. GPIQ
JXN (Jackson Financial Inc.) is a stock, while GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs. Over the past year, JXN returned 32.78% vs 36.75% for GPIQ. At a 0.42 correlation, their price movements are largely independent.
Performance
JXN vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, JXN achieves a 0.22% return, which is significantly lower than GPIQ's 17.91% return.
JXN
- 1D
- 1.52%
- 1M
- -2.30%
- YTD
- 0.22%
- 6M
- 8.90%
- 1Y
- 32.78%
- 3Y*
- 59.88%
- 5Y*
- —
- 10Y*
- —
GPIQ
- 1D
- -0.34%
- 1M
- 7.05%
- YTD
- 17.91%
- 6M
- 17.28%
- 1Y
- 36.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JXN vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JXN Jackson Financial Inc. | 0.22% | 26.93% | 76.45% | 35.50% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 17.91% | 19.77% | 23.22% | 15.38% |
Correlation
The correlation between JXN and GPIQ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.42 |
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Return for Risk
JXN vs. GPIQ — Risk / Return Rank
JXN
GPIQ
JXN vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.
| JXN | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.88 | -1.86 |
| Martin ratioReturn relative to average drawdown | 4.68 | 17.13 | -12.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JXN | GPIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.76 | -1.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.77 | -0.97 |
Drawdowns
JXN vs. GPIQ - Drawdown Comparison
The maximum JXN drawdown since its inception was -48.34%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for JXN and GPIQ.
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Drawdown Indicators
| JXN | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -21.06% | -27.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -9.51% | -6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -37.09% | — | — |
Current DrawdownCurrent decline from peak | -12.54% | -0.52% | -12.02% |
Average DrawdownAverage peak-to-trough decline | -15.11% | -2.27% | -12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 2.15% | +4.87% |
Volatility
JXN vs. GPIQ - Volatility Comparison
Jackson Financial Inc. (JXN) has a higher volatility of 10.96% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 3.40%. This indicates that JXN's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JXN | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.96% | 3.40% | +7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 10.44% | +12.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.86% | 13.39% | +18.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 17.45% | +26.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.05% | 17.45% | +26.60% |
Dividends
JXN vs. GPIQ - Dividend Comparison
JXN's dividend yield for the trailing twelve months is around 3.11%, less than GPIQ's 9.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.35% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% |
JXN Jackson Financial Inc. | 3.11% | 3.00% | 3.22% | 4.84% | 6.32% | 1.20% |
Frequently Asked Questions
JXN and GPIQ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JXN has higher volatility (10.96%) compared to GPIQ (3.40%). In terms of maximum drawdown, JXN dropped -48.34% vs GPIQ's -21.06%.
GPIQ currently has the higher Sharpe Ratio (2.76 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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