WING vs. JACK

Last updated Apr 1, 2026

Compare and contrast key facts about Wingstop Inc. (WING) and Jack in the Box Inc. (JACK).

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.

WING vs. JACK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WING Wingstop Inc.	-34.94%	-15.72%	11.06%	87.26%	-17.05%	30.91%	60.40%	34.99%	77.28%	32.26%
JACK Jack in the Box Inc.	-48.97%	-53.84%	-47.35%	22.24%	-20.18%	-4.11%	20.74%	2.50%	-19.42%	-10.70%

Fundamentals

EPS WING : $6.24 JACK : -$4.22
PS Ratio WING : 6.21 JACK : 0.13
Total Revenue (TTM) WING : $696.85M JACK : $1.47B
Gross Profit (TTM) WING : $252.71M JACK : $424.55M
EBITDA (TTM) WING : $298.04M JACK : $36.19M

Returns By Period

In the year-to-date period, WING achieves a -34.94% return, which is significantly higher than JACK's -48.97% return. Over the past 10 years, WING has outperformed JACK with an annualized return of 23.93%, while JACK has yielded a comparatively lower -15.68% annualized return.

WING

• 1D: 0.21%
• 1M: -40.21%
• YTD: -34.94%
• 6M: -38.27%
• 1Y: -31.00%
• 3Y*: -5.13%
• 5Y*: 3.84%
• 10Y*: 23.93%

JACK

• 1D: 2.93%
• 1M: -42.85%
• YTD: -48.97%
• 6M: -51.09%
• 1Y: -64.44%
• 3Y*: -51.03%
• 5Y*: -37.63%
• 10Y*: -15.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WING vs. JACK — Risk / Return Rank

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

WING

WING Risk / Return Rank: 22
WING Sharpe Ratio Rank: 20
WING Sortino Ratio Rank: 20
WING Omega Ratio Rank: 22
WING Calmar Ratio Rank: 27
WING Martin Ratio Rank: 22

JACK

JACK Risk / Return Rank: 5
JACK Sharpe Ratio Rank: 6
JACK Sortino Ratio Rank: 5
JACK Omega Ratio Rank: 8
JACK Calmar Ratio Rank: 5
JACK Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WING vs. JACK - Risk-Adjusted Trends 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.

	WING	JACK	Difference
Sharpe ratio Return per unit of total volatility	-0.50	-0.93	+0.43
Sortino ratio Return per unit of downside risk	-0.49	-1.56	+1.07
Omega ratio Gain probability vs. loss probability	0.95	0.83	+0.12
Calmar ratio Return relative to maximum drawdown	-0.51	-0.96	+0.45
Martin ratio Return relative to average drawdown	-1.09	-1.89	+0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WING vs. JACK - Sharpe Ratio Comparison

The current WING Sharpe Ratio is -0.50, which is higher than the JACK Sharpe Ratio of -0.93. 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.

Sharpe Ratios by Period

	WING	JACK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	-0.93	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	-0.82	+0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	-0.34	+0.87
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.03	+0.40

Correlation

The correlation between WING and JACK is 0.29, 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.

Dividends

WING vs. JACK - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.75%, while JACK has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WING Wingstop Inc.	0.75%	0.48%	0.34%	0.32%	3.43%	0.36%	4.15%	0.46%	5.44%	0.36%	9.80%	0.00%
JACK Jack in the Box Inc.	0.00%	2.32%	4.23%	2.16%	2.58%	1.97%	1.29%	2.05%	2.06%	1.63%	1.16%	1.43%

Drawdowns

WING vs. JACK - Drawdown Comparison

The maximum WING drawdown since its inception was -63.73%, smaller than the maximum JACK drawdown of -91.50%. Use the drawdown chart below to compare losses from any high point for WING and JACK.

Drawdown Indicators

	WING	JACK	Difference
Max Drawdown Largest peak-to-trough decline	-63.73%	-91.50%	+27.77%
Max Drawdown (1Y) Largest decline over 1 year	-59.37%	-67.38%	+8.01%
Max Drawdown (5Y) Largest decline over 5 years	-63.73%	-91.50%	+27.77%
Max Drawdown (10Y) Largest decline over 10 years	-63.73%	-91.50%	+27.77%
Current Drawdown Current decline from peak	-63.61%	-91.25%	+27.64%
Average Drawdown Average peak-to-trough decline	-16.27%	-29.95%	+13.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.95%	34.26%	-6.31%

Volatility

WING vs. JACK - Volatility Comparison

Wingstop Inc. (WING) and Jack in the Box Inc. (JACK) have volatilities of 13.73% and 13.44%, 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.

Volatility by Period

	WING	JACK	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.73%	13.44%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	43.93%	50.19%	-6.26%
Volatility (1Y) Calculated over the trailing 1-year period	62.51%	69.47%	-6.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.85%	46.29%	+3.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.39%	45.88%	-0.49%

Financials

WING vs. JACK - Profitability Comparison

The chart below illustrates the profitability comparison between Wingstop Inc. and Jack in the Box Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WING - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Wingstop Inc. reported a gross profit of 0.00 and revenue of 175.69M. Therefore, the gross margin over that period was 0.0%.

JACK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Jack in the Box Inc. reported a gross profit of 86.51M and revenue of 326.19M. Therefore, the gross margin over that period was 26.5%.

WING - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Wingstop Inc. reported an operating income of 46.84M and revenue of 175.69M, resulting in an operating margin of 26.7%.

JACK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Jack in the Box Inc. reported an operating income of 24.01M and revenue of 326.19M, resulting in an operating margin of 7.4%.

WING - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Wingstop Inc. reported a net income of 26.76M and revenue of 175.69M, resulting in a net margin of 15.2%.

JACK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Jack in the Box Inc. reported a net income of 5.80M and revenue of 326.19M, resulting in a net margin of 1.8%.