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

Correlation

The correlation between JXN and GSL is 0.38, 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

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

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Key characteristics

Sharpe Ratio

JXN:

0.40

GSL:

0.25

Sortino Ratio

JXN:

0.69

GSL:

0.64

Omega Ratio

JXN:

1.10

GSL:

1.08

Calmar Ratio

JXN:

0.35

GSL:

0.18

Martin Ratio

JXN:

0.78

GSL:

0.50

Ulcer Index

JXN:

17.16%

GSL:

19.28%

Daily Std Dev

JXN:

45.98%

GSL:

33.18%

Max Drawdown

JXN:

-49.12%

GSL:

-94.83%

Current Drawdown

JXN:

-21.55%

GSL:

-38.27%

Fundamentals

Market Cap

JXN:

$6.23B

GSL:

$830.15M

EPS

JXN:

$1.32

GSL:

$9.67

PE Ratio

JXN:

66.03

GSL:

2.40

PS Ratio

JXN:

0.84

GSL:

1.18

PB Ratio

JXN:

0.64

GSL:

0.54

Total Revenue (TTM)

JXN:

$5.88B

GSL:

$528.97M

Gross Profit (TTM)

JXN:

$4.15B

GSL:

$291.56M

EBITDA (TTM)

JXN:

$567.00M

GSL:

$370.69M

Returns By Period

In the year-to-date period, JXN achieves a 2.47% return, which is significantly lower than GSL's 14.04% return.


JXN

YTD

2.47%

1M

23.86%

6M

-18.85%

1Y

18.45%

5Y*

N/A

10Y*

N/A

GSL

YTD

14.04%

1M

22.98%

6M

9.22%

1Y

8.30%

5Y*

53.27%

10Y*

-2.07%

*Annualized

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Risk-Adjusted Performance

JXN vs. GSL — 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 6262
Overall Rank
The Sharpe Ratio Rank of JXN is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 6161
Martin Ratio Rank

GSL
The Risk-Adjusted Performance Rank of GSL is 5858
Overall Rank
The Sharpe Ratio Rank of GSL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GSL is 5656
Sortino Ratio Rank
The Omega Ratio Rank of GSL is 5555
Omega Ratio Rank
The Calmar Ratio Rank of GSL is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GSL is 5858
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. 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.


The current JXN Sharpe Ratio is 0.40, which is higher than the GSL Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of JXN and GSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

JXN vs. GSL - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.25%, less than GSL's 7.07% yield.


TTM2024202320222021202020192018201720162015
JXN
Jackson Financial Inc.
3.25%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
GSL
Global Ship Lease, Inc.
7.07%7.56%7.57%8.26%3.27%0.00%6.19%0.00%0.00%0.00%10.80%

Drawdowns

JXN vs. GSL - Drawdown Comparison

The maximum JXN drawdown since its inception was -49.12%, smaller than the maximum GSL drawdown of -94.83%. Use the drawdown chart below to compare losses from any high point for JXN and GSL. For additional features, visit the drawdowns tool.


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Volatility

JXN vs. GSL - Volatility Comparison

The current volatility for Jackson Financial Inc. (JXN) is 8.47%, while Global Ship Lease, Inc. (GSL) has a volatility of 9.06%. This indicates that JXN experiences smaller price fluctuations and is considered to be less risky than GSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


-2.00B0.002.00B4.00B6.00B20212022202320242025
3.75B
181.43M
(JXN) Total Revenue
(GSL) Total Revenue
Values in USD except per share items

JXN vs. GSL - Profitability Comparison

The chart below illustrates the profitability comparison between Jackson Financial Inc. and Global Ship Lease, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
91.7%
54.6%
(JXN) Gross Margin
(GSL) Gross Margin
JXN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Jackson Financial Inc. reported a gross profit of 3.44B and revenue of 3.75B. Therefore, the gross margin over that period was 91.7%.

GSL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Global Ship Lease, Inc. reported a gross profit of 99.10M and revenue of 181.43M. Therefore, the gross margin over that period was 54.6%.

JXN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Jackson Financial Inc. reported an operating income of 2.17B and revenue of 3.75B, resulting in an operating margin of 57.9%.

GSL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Global Ship Lease, Inc. reported an operating income of 96.01M and revenue of 181.43M, resulting in an operating margin of 52.9%.

JXN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Jackson Financial Inc. reported a net income of -24.00M and revenue of 3.75B, resulting in a net margin of -0.6%.

GSL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Global Ship Lease, Inc. reported a net income of 92.56M and revenue of 181.43M, resulting in a net margin of 51.0%.