NGNE vs. JXN
NGNE (Neurogene Inc) and JXN (Jackson Financial Inc.) are both stocks. NGNE operates in Biotechnology (Healthcare), while JXN operates in Asset Management (Financial Services). Over the past 3 years, NGNE returned 32.70%/yr vs 60.72%/yr for JXN. At a 0.15 correlation, their price movements are largely independent.
Performance
NGNE vs. JXN - Performance Comparison
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Returns By Period
In the year-to-date period, NGNE achieves a 92.38% return, which is significantly higher than JXN's 11.37% return.
NGNE
- 1D
- -7.49%
- 1M
- 36.19%
- 6M
- 121.15%
- YTD
- 92.38%
- 1Y
- 84.93%
- 3Y*
- 32.70%
- 5Y*
- -26.46%
- 10Y*
- -12.30%
JXN
- 1D
- 5.39%
- 1M
- 7.42%
- 6M
- 1.21%
- YTD
- 11.37%
- 1Y
- 38.71%
- 3Y*
- 60.72%
- 5Y*
- —
- 10Y*
- —
NGNE vs. JXN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NGNE Neurogene Inc | 92.38% | -9.89% | 17.96% | 90.37% | -89.44% | -40.86% |
JXN Jackson Financial Inc. | 11.37% | 26.93% | 76.45% | 57.22% | -11.54% | 69.65% |
Correlation
The correlation between NGNE and JXN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2021 | 0.15 |
Fundamentals
NGNE:
$626.25M
JXN:
$8.14B
NGNE:
-$5.02
JXN:
-$8.20
NGNE:
$0.00
JXN:
$5.86B
NGNE:
-$787.00K
JXN:
$5.39B
NGNE:
-$101.52M
JXN:
-$22.00M
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Return for Risk
NGNE vs. JXN — Risk / Return Rank
NGNE
JXN
NGNE vs. JXN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neurogene Inc (NGNE) and Jackson Financial Inc. (JXN). 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.
| NGNE | JXN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.30 | -0.76 |
| Martin ratioReturn relative to average drawdown | 2.75 | 4.86 | -2.11 |
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Drawdowns
NGNE vs. JXN - Drawdown Comparison
The maximum NGNE drawdown since its inception was -98.34%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for NGNE and JXN.
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Drawdown Indicators
| NGNE | JXN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.34% | -48.34% | -50.00% |
Max Drawdown (1Y)Largest decline over 1 year | -52.37% | -16.31% | -36.06% |
Max Drawdown (3Y)Largest decline over 3 years | -89.74% | -37.09% | -52.65% |
Max Drawdown (5Y)Largest decline over 5 years | -95.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -98.14% | — | — |
Current DrawdownCurrent decline from peak | -91.05% | -2.81% | -88.24% |
Average DrawdownAverage peak-to-trough decline | -67.96% | -15.00% | -52.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.39% | 7.71% | +21.68% |
Volatility
NGNE vs. JXN - Volatility Comparison
Neurogene Inc (NGNE) has a higher volatility of 24.49% compared to Jackson Financial Inc. (JXN) at 9.60%. This indicates that NGNE's price experiences larger fluctuations and is considered to be riskier than JXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGNE | JXN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.49% | 9.60% | +14.89% |
Volatility (6M)Calculated over the trailing 6-month period | 56.00% | 24.43% | +31.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.94% | 32.41% | +50.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.00% | 45.34% | +48.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 87.83% | 45.34% | +42.49% |
Dividends
NGNE vs. JXN - Dividend Comparison
NGNE has not paid dividends to shareholders, while JXN's dividend yield for the trailing twelve months is around 2.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JXN Jackson Financial Inc. | 2.91% | 3.00% | 3.22% | 4.84% | 6.32% | 1.20% |
NGNE Neurogene Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
NGNE vs. JXN - Financials Comparison
This section allows you to compare key financial metrics between Neurogene Inc and Jackson Financial 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
Frequently Asked Questions
NGNE and JXN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGNE has higher volatility (24.49%) compared to JXN (9.60%). In terms of maximum drawdown, NGNE dropped -98.34% vs JXN's -48.34%.
JXN currently has the higher Sharpe Ratio (1.16 vs 0.98), 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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