JXN vs. JEF
JXN (Jackson Financial Inc.) and JEF (Jefferies Financial Group Inc.) are both stocks. Both are in the Financial Services sector — JXN in Asset Management, JEF in Financial Conglomerates. Over the past 3 years, JXN returned 61.55%/yr vs 18.00%/yr for JEF. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
JXN vs. JEF - Performance Comparison
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Returns By Period
In the year-to-date period, JXN achieves a 16.63% return, which is significantly higher than JEF's -10.55% return.
JXN
- 1D
- 0.31%
- 1M
- 17.05%
- 6M
- 4.60%
- YTD
- 16.63%
- 1Y
- 50.40%
- 3Y*
- 61.55%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 44.81%
JEF
- 1D
- -0.89%
- 1M
- 3.76%
- 6M
- -9.39%
- YTD
- -10.55%
- 1Y
- 0.54%
- 3Y*
- 18.00%
- 5Y*
- 14.88%
- 10Y*
- 16.88%
- ALL TIME*
- 14.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $108.68M | $99.02M | $118.23M | |
| $65.15M | $73.11M | $71.41M |
JXN vs. JEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JXN Jackson Financial Inc. | 16.63% | 26.93% | 76.45% | 57.22% | -11.54% | 69.65% |
JEF Jefferies Financial Group Inc. | -10.55% | -18.78% | 98.84% | 27.74% | -8.46% | 5.59% |
Correlation
The correlation between JXN and JEF is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2021 | 0.58 |
The correlation between JXN and JEF shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JXN:
$8.53B
JEF:
$11.11B
JXN:
-$8.20
JEF:
$5.09
JXN:
0.98
JEF:
0.77
JXN:
$5.86B
JEF:
$11.85B
JXN:
$5.39B
JEF:
$6.99B
JXN:
-$22.00M
JEF:
$1.30B
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Return for Risk
JXN vs. JEF — Risk / Return Rank
JXN
JEF
JXN vs. JEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Jefferies Financial Group Inc. (JEF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JXN | JEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | -0.05 | +2.79 |
| Martin ratioReturn relative to average drawdown | 5.77 | -0.11 | +5.88 |
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Drawdowns
JXN vs. JEF - Drawdown Comparison
The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum JEF drawdown of -80.74%. Use the drawdown chart below to compare losses from any high point for JXN and JEF.
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Drawdown Indicators
| JXN | JEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -80.74% | +32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -48.05% | +31.74% |
Max Drawdown (3Y)Largest decline over 3 years | -37.09% | -54.39% | +17.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -54.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.39% | — |
Current DrawdownCurrent decline from peak | -2.72% | -30.32% | +27.60% |
Average DrawdownAverage peak-to-trough decline | -14.84% | -25.55% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 22.66% | -14.94% |
Volatility
JXN vs. JEF - Volatility Comparison
Jackson Financial Inc. (JXN) and Jefferies Financial Group Inc. (JEF) have volatilities of 11.26% and 11.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JXN | JEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 11.77% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 25.03% | 33.88% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.83% | 43.58% | -10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.24% | 36.25% | +8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.24% | 35.21% | +10.03% |
Dividends
JXN vs. JEF - Dividend Comparison
JXN's dividend yield for the trailing twelve months is around 2.78%, less than JEF's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | 2.93% | 2.58% | 1.66% | 2.97% | 3.50% | 2.32% | 2.44% | 8.07% | 2.59% | 1.23% | 1.08% | 1.44% |
JXN Jackson Financial Inc. | 2.78% | 3.00% | 3.22% | 4.84% | 6.32% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JXN vs. JEF - Financials Comparison
This section allows you to compare key financial metrics between Jackson Financial Inc. and Jefferies Financial Group 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.
Total Revenue: Total amount of money received from sales and other business activities
JXN vs. JEF - Profitability Comparison
JXN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jackson Financial Inc. reported a gross profit of 0.00 and revenue of 2.90B. Therefore, the gross margin over that period was 0.0%.
JEF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Jefferies Financial Group Inc. reported a gross profit of 1.86B and revenue of 3.12B. Therefore, the gross margin over that period was 59.5%.
JXN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jackson Financial Inc. reported an operating income of 0.00 and revenue of 2.90B, resulting in an operating margin of 0.0%.
JEF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Jefferies Financial Group Inc. reported an operating income of -1.19B and revenue of 3.12B, resulting in an operating margin of -38.1%.
JXN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jackson Financial Inc. reported a net income of -435.00M and revenue of 2.90B, resulting in a net margin of -15.0%.
JEF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Jefferies Financial Group Inc. reported a net income of 206.96M and revenue of 3.12B, resulting in a net margin of 6.6%.
Frequently Asked Questions
JXN and JEF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEF has higher volatility (11.77%) compared to JXN (11.26%). In terms of maximum drawdown, JXN dropped -48.34% vs JEF's -80.74%.
JXN currently has the higher Sharpe Ratio (1.36 vs -0.06), 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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