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

Key characteristics


JXNGSL
YTD Return49.96%27.79%
1Y Return183.74%43.33%
Sharpe Ratio5.111.59
Daily Std Dev34.49%25.05%
Max Drawdown-48.34%-94.84%
Current Drawdown-3.53%-41.55%

Fundamentals


JXNGSL
Market Cap$5.77B$848.30M
EPS$38.81$8.21
PE Ratio1.952.95
Revenue (TTM)$3.60B$666.72M
Gross Profit (TTM)$9.66B$415.89M

Correlation

-0.50.00.51.00.4

The correlation between JXN and GSL is 0.37, 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.

Performance

JXN vs. GSL - Performance Comparison

In the year-to-date period, JXN achieves a 49.96% return, which is significantly higher than GSL's 27.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
181.26%
36.05%
JXN
GSL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Jackson Financial Inc.

Global Ship Lease, Inc.

Risk-Adjusted Performance

JXN vs. GSL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Global Ship Lease, Inc. (GSL). 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
Sharpe ratio
The chart of Sharpe ratio for JXN, currently valued at 5.11, compared to the broader market-2.00-1.000.001.002.003.004.005.11
Sortino ratio
The chart of Sortino ratio for JXN, currently valued at 6.46, compared to the broader market-4.00-2.000.002.004.006.006.46
Omega ratio
The chart of Omega ratio for JXN, currently valued at 1.76, compared to the broader market0.501.001.502.001.76
Calmar ratio
The chart of Calmar ratio for JXN, currently valued at 4.24, compared to the broader market0.002.004.006.004.24
Martin ratio
The chart of Martin ratio for JXN, currently valued at 48.85, compared to the broader market-10.000.0010.0020.0030.0048.85
GSL
Sharpe ratio
The chart of Sharpe ratio for GSL, currently valued at 1.59, compared to the broader market-2.00-1.000.001.002.003.004.001.59
Sortino ratio
The chart of Sortino ratio for GSL, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for GSL, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for GSL, currently valued at 1.13, compared to the broader market0.002.004.006.001.13
Martin ratio
The chart of Martin ratio for GSL, currently valued at 4.54, compared to the broader market-10.000.0010.0020.0030.004.54

JXN vs. GSL - Sharpe Ratio Comparison

The current JXN Sharpe Ratio is 5.11, which is higher than the GSL Sharpe Ratio of 1.59. The chart below compares the 12-month rolling Sharpe Ratio of JXN and GSL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
5.11
1.59
JXN
GSL

Dividends

JXN vs. GSL - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.37%, less than GSL's 6.03% yield.


TTM202320222021202020192018201720162015
JXN
Jackson Financial Inc.
3.37%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
GSL
Global Ship Lease, Inc.
6.03%7.57%8.26%3.27%0.00%6.19%0.00%0.00%0.00%10.32%

Drawdowns

JXN vs. GSL - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum GSL drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for JXN and GSL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.53%
-1.09%
JXN
GSL

Volatility

JXN vs. GSL - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 10.01% compared to Global Ship Lease, Inc. (GSL) at 4.97%. This indicates that JXN's price experiences larger fluctuations and is considered to be riskier than GSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
10.01%
4.97%
JXN
GSL

Financials

JXN vs. GSL - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and Global Ship Lease, 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