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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%JulyAugustSeptemberOctoberNovemberDecember
-30.87%
-21.58%
WING
JACK

Key characteristics

Sharpe Ratio

WING:

0.32

JACK:

-1.29

Sortino Ratio

WING:

0.66

JACK:

-2.15

Omega Ratio

WING:

1.10

JACK:

0.78

Calmar Ratio

WING:

0.39

JACK:

-0.78

Martin Ratio

WING:

1.10

JACK:

-1.49

Ulcer Index

WING:

12.07%

JACK:

34.11%

Daily Std Dev

WING:

41.94%

JACK:

39.66%

Max Drawdown

WING:

-61.13%

JACK:

-82.47%

Current Drawdown

WING:

-31.87%

JACK:

-64.90%

Fundamentals

Market Cap

WING:

$8.64B

JACK:

$806.89M

EPS

WING:

$3.43

JACK:

-$1.87

PEG Ratio

WING:

2.39

JACK:

1.00

Total Revenue (TTM)

WING:

$591.04M

JACK:

$1.57B

Gross Profit (TTM)

WING:

$337.90M

JACK:

$435.25M

EBITDA (TTM)

WING:

$172.50M

JACK:

$258.61M

Returns By Period

In the year-to-date period, WING achieves a 14.01% return, which is significantly higher than JACK's -50.24% return.


WING

YTD

14.01%

1M

-13.58%

6M

-30.29%

1Y

13.31%

5Y*

29.11%

10Y*

N/A

JACK

YTD

-50.24%

1M

-16.40%

6M

-19.59%

1Y

-50.97%

5Y*

-10.79%

10Y*

-4.97%

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 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 0.32, compared to the broader market-4.00-2.000.002.000.32-1.29
The chart of Sortino ratio for WING, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.66-2.15
The chart of Omega ratio for WING, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.78
The chart of Calmar ratio for WING, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.78
The chart of Martin ratio for WING, currently valued at 1.10, compared to the broader market0.0010.0020.001.10-1.49
WING
JACK

The current WING Sharpe Ratio is 0.32, which is higher than the JACK Sharpe Ratio of -1.29. 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-2.00-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.32
-1.29
WING
JACK

Dividends

WING vs. JACK - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.34%, less than JACK's 4.47% yield.


TTM2023202220212020201920182017201620152014
WING
Wingstop Inc.
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.
4.47%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%JulyAugustSeptemberOctoberNovemberDecember
-31.87%
-64.90%
WING
JACK

Volatility

WING vs. JACK - Volatility Comparison

The current volatility for Wingstop Inc. (WING) is 10.82%, while Jack in the Box Inc. (JACK) has a volatility of 13.19%. This indicates that WING experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
10.82%
13.19%
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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