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WING vs. JACK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WING and JACK is 0.31, 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.


-0.50.00.51.00.3

Performance

WING vs. JACK - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-16.43%
-21.25%
WING
JACK

Key characteristics

Sharpe Ratio

WING:

0.17

JACK:

-1.17

Sortino Ratio

WING:

0.49

JACK:

-1.88

Omega Ratio

WING:

1.07

JACK:

0.81

Calmar Ratio

WING:

0.19

JACK:

-0.70

Martin Ratio

WING:

0.44

JACK:

-1.37

Ulcer Index

WING:

16.04%

JACK:

34.05%

Daily Std Dev

WING:

42.41%

JACK:

39.84%

Max Drawdown

WING:

-61.13%

JACK:

-82.47%

Current Drawdown

WING:

-28.32%

JACK:

-63.41%

Fundamentals

Market Cap

WING:

$8.70B

JACK:

$738.95M

EPS

WING:

$3.43

JACK:

-$1.87

PEG Ratio

WING:

2.50

JACK:

0.92

Total Revenue (TTM)

WING:

$463.99M

JACK:

$1.08B

Gross Profit (TTM)

WING:

$276.36M

JACK:

$285.04M

EBITDA (TTM)

WING:

$138.98M

JACK:

$219.46M

Returns By Period

In the year-to-date period, WING achieves a 8.00% return, which is significantly higher than JACK's -1.49% return.


WING

YTD

8.00%

1M

2.99%

6M

-16.43%

1Y

7.63%

5Y*

28.45%

10Y*

N/A

JACK

YTD

-1.49%

1M

1.33%

6M

-21.25%

1Y

-45.03%

5Y*

-11.55%

10Y*

-5.61%

*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

WING vs. JACK — Risk-Adjusted Performance Rank

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

WING
The Risk-Adjusted Performance Rank of WING is 5151
Overall Rank
The Sharpe Ratio Rank of WING is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 4646
Sortino Ratio Rank
The Omega Ratio Rank of WING is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WING is 5656
Calmar Ratio Rank
The Martin Ratio Rank of WING is 5252
Martin Ratio Rank

JACK
The Risk-Adjusted Performance Rank of JACK is 55
Overall Rank
The Sharpe Ratio Rank of JACK is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of JACK is 22
Sortino Ratio Rank
The Omega Ratio Rank of JACK is 55
Omega Ratio Rank
The Calmar Ratio Rank of JACK is 88
Calmar Ratio Rank
The Martin Ratio Rank of JACK is 99
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.

WING vs. JACK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) 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 WING, currently valued at 0.17, compared to the broader market-2.000.002.004.000.17-1.17
The chart of Sortino ratio for WING, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.49-1.88
The chart of Omega ratio for WING, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.81
The chart of Calmar ratio for WING, currently valued at 0.19, compared to the broader market0.002.004.006.000.19-0.70
The chart of Martin ratio for WING, currently valued at 0.44, compared to the broader market-10.000.0010.0020.000.44-1.37
WING
JACK

The current WING Sharpe Ratio is 0.17, which is higher than the JACK Sharpe Ratio of -1.17. The chart below compares the historical Sharpe Ratios of WING 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.17
-1.17
WING
JACK

Dividends

WING vs. JACK - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.32%, less than JACK's 4.29% yield.


TTM20242023202220212020201920182017201620152014
WING
Wingstop Inc.
0.32%0.34%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%0.00%0.00%
JACK
Jack in the Box Inc.
4.29%4.23%2.16%2.58%1.97%1.29%2.05%2.06%1.63%1.16%1.43%0.75%

Drawdowns

WING vs. JACK - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum JACK drawdown of -82.47%. Use the drawdown chart below to compare losses from any high point for WING and JACK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.32%
-63.41%
WING
JACK

Volatility

WING vs. JACK - Volatility Comparison

Wingstop Inc. (WING) and Jack in the Box Inc. (JACK) have volatilities of 9.43% and 9.10%, 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%SeptemberOctoberNovemberDecember2025February
9.43%
9.10%
WING
JACK

Financials

WING vs. JACK - Financials Comparison

This section allows you to compare key financial metrics between Wingstop Inc. 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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