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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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
213.28%
-31.74%
JXN
PSEC

Key characteristics

Sharpe Ratio

JXN:

0.51

PSEC:

-0.74

Sortino Ratio

JXN:

0.96

PSEC:

-0.84

Omega Ratio

JXN:

1.14

PSEC:

0.87

Calmar Ratio

JXN:

0.64

PSEC:

-0.49

Martin Ratio

JXN:

1.47

PSEC:

-1.46

Ulcer Index

JXN:

16.11%

PSEC:

14.56%

Daily Std Dev

JXN:

46.51%

PSEC:

28.82%

Max Drawdown

JXN:

-48.34%

PSEC:

-61.56%

Current Drawdown

JXN:

-27.01%

PSEC:

-40.82%

Fundamentals

Market Cap

JXN:

$5.61B

PSEC:

$1.58B

EPS

JXN:

$11.74

PSEC:

-$0.21

PS Ratio

JXN:

1.68

PSEC:

1.98

PB Ratio

JXN:

0.61

PSEC:

0.46

Total Revenue (TTM)

JXN:

$2.13B

PSEC:

$372.02M

Gross Profit (TTM)

JXN:

$778.00M

PSEC:

$179.62M

EBITDA (TTM)

JXN:

-$121.00M

PSEC:

$152.08M

Returns By Period

In the year-to-date period, JXN achieves a -5.34% return, which is significantly higher than PSEC's -12.74% return.


JXN

YTD

-5.34%

1M

-6.38%

6M

-15.57%

1Y

21.73%

5Y*

N/A

10Y*

N/A

PSEC

YTD

-12.74%

1M

-9.79%

6M

-25.22%

1Y

-21.44%

5Y*

9.29%

10Y*

3.91%

*Annualized

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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 6969
Overall Rank
The Sharpe Ratio Rank of JXN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of JXN is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JXN is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JXN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JXN is 6868
Martin Ratio Rank

PSEC
The Risk-Adjusted Performance Rank of PSEC is 1414
Overall Rank
The Sharpe Ratio Rank of PSEC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PSEC is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PSEC is 1313
Omega Ratio Rank
The Calmar Ratio Rank of PSEC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PSEC is 99
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 chart of Sharpe ratio for JXN, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
JXN: 0.51
PSEC: -0.74
The chart of Sortino ratio for JXN, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
JXN: 0.96
PSEC: -0.84
The chart of Omega ratio for JXN, currently valued at 1.14, compared to the broader market0.501.001.502.00
JXN: 1.14
PSEC: 0.87
The chart of Calmar ratio for JXN, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.00
JXN: 0.64
PSEC: -0.49
The chart of Martin ratio for JXN, currently valued at 1.47, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
JXN: 1.47
PSEC: -1.46

The current JXN Sharpe Ratio is 0.51, which is higher than the PSEC Sharpe Ratio of -0.74. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
0.51
-0.74
JXN
PSEC

Dividends

JXN vs. PSEC - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.55%, less than PSEC's 17.50% yield.


TTM20242023202220212020201920182017201620152014
JXN
Jackson Financial Inc.
3.55%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
17.50%16.01%12.02%10.30%9.27%13.31%11.18%11.41%13.45%11.98%14.72%16.05%

Drawdowns

JXN vs. PSEC - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum PSEC drawdown of -61.56%. Use the drawdown chart below to compare losses from any high point for JXN and PSEC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-27.01%
-40.82%
JXN
PSEC

Volatility

JXN vs. PSEC - Volatility Comparison

Jackson Financial Inc. (JXN) has a higher volatility of 22.47% compared to Prospect Capital Corporation (PSEC) at 15.31%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
22.47%
15.31%
JXN
PSEC

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


-2.00B0.002.00B4.00B6.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
158.00M
148.60M
(JXN) Total Revenue
(PSEC) Total Revenue
Values in USD except per share items