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

Correlation

The correlation between JXN and PSEC is 0.54, 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.


Performance

JXN vs. PSEC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JXN:

0.09

PSEC:

-1.05

Sortino Ratio

JXN:

0.44

PSEC:

-1.31

Omega Ratio

JXN:

1.06

PSEC:

0.80

Calmar Ratio

JXN:

0.11

PSEC:

-0.69

Martin Ratio

JXN:

0.25

PSEC:

-1.89

Ulcer Index

JXN:

17.61%

PSEC:

15.97%

Daily Std Dev

JXN:

46.21%

PSEC:

29.16%

Max Drawdown

JXN:

-49.12%

PSEC:

-61.51%

Current Drawdown

JXN:

-28.45%

PSEC:

-42.95%

Fundamentals

Market Cap

JXN:

$6.08B

PSEC:

$1.64B

EPS

JXN:

$1.32

PSEC:

-$0.86

PS Ratio

JXN:

0.82

PSEC:

2.06

PB Ratio

JXN:

0.62

PSEC:

0.51

Total Revenue (TTM)

JXN:

$5.95B

PSEC:

$377.97M

Gross Profit (TTM)

JXN:

$3.96B

PSEC:

$179.62M

EBITDA (TTM)

JXN:

$402.00M

PSEC:

$152.08M

Returns By Period

In the year-to-date period, JXN achieves a -6.55% return, which is significantly higher than PSEC's -15.90% return.


JXN

YTD

-6.55%

1M

15.42%

6M

-17.41%

1Y

4.29%

3Y*

34.37%

5Y*

N/A

10Y*

N/A

PSEC

YTD

-15.90%

1M

0.66%

6M

-19.44%

1Y

-30.53%

3Y*

-12.65%

5Y*

3.81%

10Y*

3.23%

*Annualized

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Jackson Financial Inc.

Prospect Capital Corporation

Risk-Adjusted Performance

JXN vs. PSEC — 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 5353
Overall Rank
The Sharpe Ratio Rank of JXN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 5757
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 5454
Martin Ratio Rank

PSEC
The Risk-Adjusted Performance Rank of PSEC is 55
Overall Rank
The Sharpe Ratio Rank of PSEC is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 88
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 55
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 99
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 11
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. PSEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) and Prospect Capital Corporation (PSEC). 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 0.09, which is higher than the PSEC Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of JXN and PSEC, 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. PSEC - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.56%, less than PSEC's 18.16% yield.


TTM20242023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
3.56%3.22%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSEC
Prospect Capital Corporation
18.16%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.41%11.93%14.67%16.04%

Drawdowns

JXN vs. PSEC - Drawdown Comparison

The maximum JXN drawdown since its inception was -49.12%, smaller than the maximum PSEC drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for JXN and PSEC. For additional features, visit the drawdowns tool.


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Volatility

JXN vs. PSEC - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 9.92% compared to Prospect Capital Corporation (PSEC) at 8.50%. This indicates that JXN's price experiences larger fluctuations and is considered to be riskier than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JXN vs. PSEC - Financials Comparison

This section allows you to compare key financial metrics between Jackson Financial Inc. and Prospect Capital Corporation. 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
139.73M
(JXN) Total Revenue
(PSEC) Total Revenue
Values in USD except per share items