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

Key characteristics


OSCRJXN
YTD Return150.60%81.29%
1Y Return298.78%143.60%
3Y Return (Ann)9.47%59.34%
Sharpe Ratio4.293.75
Daily Std Dev66.95%37.53%
Max Drawdown-94.15%-48.34%
Current Drawdown-37.64%-2.03%

Fundamentals


OSCRJXN
Market Cap$5.55B$6.78B
EPS-$0.15$27.75
Total Revenue (TTM)$7.23B$4.42B
Gross Profit (TTM)$7.23B$1.75B
EBITDA (TTM)-$217.88M$2.87B

Correlation

-0.50.00.51.00.3

The correlation between OSCR and JXN is 0.33, 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.

Performance

OSCR vs. JXN - Performance Comparison

In the year-to-date period, OSCR achieves a 150.60% return, which is significantly higher than JXN's 81.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
69.85%
43.16%
OSCR
JXN

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Risk-Adjusted Performance

OSCR vs. JXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oscar Health, Inc. (OSCR) 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.


OSCR
Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 4.29, compared to the broader market-4.00-2.000.002.004.29
Sortino ratio
The chart of Sortino ratio for OSCR, currently valued at 4.65, compared to the broader market-6.00-4.00-2.000.002.004.004.65
Omega ratio
The chart of Omega ratio for OSCR, currently valued at 1.53, compared to the broader market0.501.001.502.001.53
Calmar ratio
The chart of Calmar ratio for OSCR, currently valued at 3.91, compared to the broader market0.001.002.003.004.005.003.91
Martin ratio
The chart of Martin ratio for OSCR, currently valued at 17.69, compared to the broader market-10.000.0010.0020.0017.69
JXN
Sharpe ratio
The chart of Sharpe ratio for JXN, currently valued at 3.75, compared to the broader market-4.00-2.000.002.003.75
Sortino ratio
The chart of Sortino ratio for JXN, currently valued at 4.12, compared to the broader market-6.00-4.00-2.000.002.004.004.12
Omega ratio
The chart of Omega ratio for JXN, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for JXN, currently valued at 6.40, compared to the broader market0.001.002.003.004.005.006.40
Martin ratio
The chart of Martin ratio for JXN, currently valued at 30.93, compared to the broader market-10.000.0010.0020.0030.93

OSCR vs. JXN - Sharpe Ratio Comparison

The current OSCR Sharpe Ratio is 4.29, which roughly equals the JXN Sharpe Ratio of 3.75. The chart below compares the 12-month rolling Sharpe Ratio of OSCR and JXN.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
4.29
3.75
OSCR
JXN

Dividends

OSCR vs. JXN - Dividend Comparison

OSCR has not paid dividends to shareholders, while JXN's dividend yield for the trailing twelve months is around 3.02%.


TTM202320222021
OSCR
Oscar Health, Inc.
0.00%0.00%0.00%0.00%
JXN
Jackson Financial Inc.
3.02%4.84%6.32%1.20%

Drawdowns

OSCR vs. JXN - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than JXN's maximum drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for OSCR and JXN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-1.50%
-2.03%
OSCR
JXN

Volatility

OSCR vs. JXN - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 19.82% compared to Jackson Financial Inc. (JXN) at 11.65%. This indicates that OSCR'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.


10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
19.82%
11.65%
OSCR
JXN

Financials

OSCR vs. JXN - Financials Comparison

This section allows you to compare key financial metrics between Oscar Health, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items