PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LU vs. JACK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LU and JACK is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

LU vs. JACK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lufax Holding Ltd (LU) and Jack in the Box Inc. (JACK). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-86.03%
-65.98%
LU
JACK

Key characteristics

Sharpe Ratio

LU:

0.48

JACK:

-1.32

Sortino Ratio

LU:

1.21

JACK:

-2.39

Omega Ratio

LU:

1.15

JACK:

0.75

Calmar Ratio

LU:

0.37

JACK:

-0.78

Martin Ratio

LU:

1.34

JACK:

-2.24

Ulcer Index

LU:

25.97%

JACK:

27.07%

Daily Std Dev

LU:

72.42%

JACK:

45.89%

Max Drawdown

LU:

-96.68%

JACK:

-82.47%

Current Drawdown

LU:

-90.90%

JACK:

-77.97%

Fundamentals

Market Cap

LU:

$2.43B

JACK:

$459.20M

EPS

LU:

-$0.75

JACK:

-$1.87

Total Revenue (TTM)

LU:

$8.97B

JACK:

$1.19B

Gross Profit (TTM)

LU:

$8.97B

JACK:

$331.74M

EBITDA (TTM)

LU:

-$576.12M

JACK:

$144.43M

Returns By Period

In the year-to-date period, LU achieves a 10.46% return, which is significantly higher than JACK's -40.69% return.


LU

YTD

10.46%

1M

-15.11%

6M

-34.49%

1Y

36.25%

5Y*

N/A

10Y*

N/A

JACK

YTD

-40.69%

1M

-29.50%

6M

-44.80%

1Y

-59.46%

5Y*

-2.98%

10Y*

-10.82%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LU vs. JACK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LU
The Risk-Adjusted Performance Rank of LU is 7171
Overall Rank
The Sharpe Ratio Rank of LU is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of LU is 7171
Calmar Ratio Rank
The Martin Ratio Rank of LU is 6969
Martin Ratio Rank

JACK
The Risk-Adjusted Performance Rank of JACK is 33
Overall Rank
The Sharpe Ratio Rank of JACK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of JACK is 22
Sortino Ratio Rank
The Omega Ratio Rank of JACK is 44
Omega Ratio Rank
The Calmar Ratio Rank of JACK is 88
Calmar Ratio Rank
The Martin Ratio Rank of JACK 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.

LU vs. JACK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lufax Holding Ltd (LU) and Jack in the Box Inc. (JACK). 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.


Sharpe ratio
The chart of Sharpe ratio for LU, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.00
LU: 0.48
JACK: -1.32
The chart of Sortino ratio for LU, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
LU: 1.21
JACK: -2.39
The chart of Omega ratio for LU, currently valued at 1.15, compared to the broader market0.501.001.502.00
LU: 1.15
JACK: 0.75
The chart of Calmar ratio for LU, currently valued at 0.37, compared to the broader market0.001.002.003.004.00
LU: 0.37
JACK: -0.78
The chart of Martin ratio for LU, currently valued at 1.34, compared to the broader market-10.000.0010.0020.00
LU: 1.34
JACK: -2.24

The current LU Sharpe Ratio is 0.48, which is higher than the JACK Sharpe Ratio of -1.32. The chart below compares the historical Sharpe Ratios of LU and JACK, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.48
-1.32
LU
JACK

Dividends

LU vs. JACK - Dividend Comparison

LU's dividend yield for the trailing twelve months is around 91.67%, more than JACK's 7.23% yield.


TTM20242023202220212020201920182017201620152014
LU
Lufax Holding Ltd
91.67%101.26%11.60%26.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JACK
Jack in the Box Inc.
7.23%4.23%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%

Drawdowns

LU vs. JACK - Drawdown Comparison

The maximum LU drawdown since its inception was -96.68%, which is greater than JACK's maximum drawdown of -82.47%. Use the drawdown chart below to compare losses from any high point for LU and JACK. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-90.90%
-77.97%
LU
JACK

Volatility

LU vs. JACK - Volatility Comparison

Lufax Holding Ltd (LU) and Jack in the Box Inc. (JACK) have volatilities of 15.70% and 16.29%, 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
15.70%
16.29%
LU
JACK

Financials

LU vs. JACK - Financials Comparison

This section allows you to compare key financial metrics between Lufax Holding Ltd and Jack in the Box 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab