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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.


-0.50.00.51.00.1

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.

-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-87.25%
-46.67%
LU
JACK

Key characteristics

Sharpe Ratio

LU:

0.90

JACK:

-1.31

Sortino Ratio

LU:

1.98

JACK:

-2.21

Omega Ratio

LU:

1.24

JACK:

0.77

Calmar Ratio

LU:

0.82

JACK:

-0.79

Martin Ratio

LU:

3.87

JACK:

-1.54

Ulcer Index

LU:

20.54%

JACK:

33.65%

Daily Std Dev

LU:

87.90%

JACK:

39.35%

Max Drawdown

LU:

-96.68%

JACK:

-82.47%

Current Drawdown

LU:

-91.69%

JACK:

-65.47%

Fundamentals

Market Cap

LU:

$2.29B

JACK:

$806.89M

EPS

LU:

-$0.75

JACK:

-$1.87

Total Revenue (TTM)

LU:

$20.24B

JACK:

$1.57B

Gross Profit (TTM)

LU:

$10.84B

JACK:

$435.25M

EBITDA (TTM)

LU:

-$1.11B

JACK:

$258.61M

Returns By Period

In the year-to-date period, LU achieves a 75.43% return, which is significantly higher than JACK's -51.05% return.


LU

YTD

75.43%

1M

0.42%

6M

8.56%

1Y

93.03%

5Y*

N/A

10Y*

N/A

JACK

YTD

-51.05%

1M

-15.13%

6M

-23.03%

1Y

-50.57%

5Y*

-11.09%

10Y*

-5.04%

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Risk-Adjusted Performance

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 0.90, compared to the broader market-4.00-2.000.002.000.90-1.31
The chart of Sortino ratio for LU, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.98-2.21
The chart of Omega ratio for LU, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.77
The chart of Calmar ratio for LU, currently valued at 0.82, compared to the broader market0.002.004.006.000.82-0.79
The chart of Martin ratio for LU, currently valued at 3.87, compared to the broader market0.0010.0020.003.87-1.54
LU
JACK

The current LU Sharpe Ratio is 0.90, which is higher than the JACK Sharpe Ratio of -1.31. 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.90
-1.31
LU
JACK

Dividends

LU vs. JACK - Dividend Comparison

LU's dividend yield for the trailing twelve months is around 100.41%, more than JACK's 4.55% yield.


TTM2023202220212020201920182017201620152014
LU
Lufax Holding Ltd
100.41%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.
4.55%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%JulyAugustSeptemberOctoberNovemberDecember
-91.69%
-65.47%
LU
JACK

Volatility

LU vs. JACK - Volatility Comparison

Lufax Holding Ltd (LU) has a higher volatility of 21.36% compared to Jack in the Box Inc. (JACK) at 12.95%. This indicates that LU's price experiences larger fluctuations and is considered to be riskier than JACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
21.36%
12.95%
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
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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.

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