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

Performance

OSCR vs. JXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oscar Health, Inc. (OSCR) and Jackson Financial Inc. (JXN). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-20.67%
29.06%
OSCR
JXN

Returns By Period

In the year-to-date period, OSCR achieves a 78.25% return, which is significantly lower than JXN's 98.98% return.


OSCR

YTD

78.25%

1M

1.75%

6M

-22.19%

1Y

91.88%

5Y (annualized)

N/A

10Y (annualized)

N/A

JXN

YTD

98.98%

1M

-0.03%

6M

29.71%

1Y

123.98%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


OSCRJXN
Market Cap$4.20B$7.28B
EPS-$0.02-$11.55
Total Revenue (TTM)$8.22B$2.54B
Gross Profit (TTM)$8.22B-$249.00M
EBITDA (TTM)$90.84M-$1.20B

Key characteristics


OSCRJXN
Sharpe Ratio1.413.31
Sortino Ratio2.283.74
Omega Ratio1.271.55
Calmar Ratio1.275.86
Martin Ratio5.1727.10
Ulcer Index19.50%4.66%
Daily Std Dev71.31%38.09%
Max Drawdown-94.15%-48.34%
Current Drawdown-55.64%-13.06%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between OSCR and JXN is 0.32, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for OSCR, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.413.31
The chart of Sortino ratio for OSCR, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.283.74
The chart of Omega ratio for OSCR, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.55
The chart of Calmar ratio for OSCR, currently valued at 1.74, compared to the broader market0.002.004.006.001.745.86
The chart of Martin ratio for OSCR, currently valued at 5.17, compared to the broader market0.0010.0020.0030.005.1727.10
OSCR
JXN

The current OSCR Sharpe Ratio is 1.41, which is lower than the JXN Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of OSCR and JXN, 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.41
3.31
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 2.75%.


TTM202320222021
OSCR
Oscar Health, Inc.
0.00%0.00%0.00%0.00%
JXN
Jackson Financial Inc.
2.75%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%JuneJulyAugustSeptemberOctoberNovember
-29.94%
-13.06%
OSCR
JXN

Volatility

OSCR vs. JXN - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 34.16% compared to Jackson Financial Inc. (JXN) at 17.38%. 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%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
34.16%
17.38%
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