JEF vs SPY
Comparison between Jefferies Financial Group Inc (JEF, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceJEF has outperformed SPY, delivering a return of +13.7% compared to +13.3%
JEF vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
JEF
$11B
Winner
SPY
$652B
Expense Ratio
JEF
N/A
SPY
0.09%
Max Drawdown
JEF
80.74%
Winner
SPY
56.47%
Sharpe Ratio
JEF
0.40
Winner
SPY
2.07
5Y Beta
JEF
1.73
Winner
SPY
1.00
Industry
JEF
Capital Markets
SPY
N/A
P/E Ratio
Winner
JEF
16.90
SPY
28.24
Forward P/E
Winner
JEF
13.39
SPY
21.85
PEG Ratio
JEF
1.47
SPY
N/A
Dividend Yield
JEF
3.88%
SPY
N/A
5Y Dividends CAGR
Winner
JEF
20.82%
SPY
5.43%
5Y EPS CAGR
JEF
N/A
SPY
25.79%
Debt to Equity
JEF
180.45%
Winner
SPY
22.35%
Free Cash Flow Yield
JEF
-19.99%
SPY
N/A
P/S Ratio
Winner
JEF
1.96
SPY
3.55
P/B Ratio
Winner
JEF
0.94
SPY
5.29
JEF vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
JEF
+21.15%
SPY
+9.11%
3M
JEF
-11.04%
Winner
SPY
+6.59%
6M
JEF
-1.31%
Winner
SPY
+10.56%
1Y
JEF
+8.37%
Winner
SPY
+32.04%
5Y(CAGR)
Winner
JEF
+13.67%
SPY
+13.35%
10Y(CAGR)
Winner
JEF
+17.22%
SPY
+15.49%
Max(CAGR)
Winner
JEF
+10.21%
SPY
+8.50%
JEF vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | JEF | SPY |
|---|---|---|
| 2026 | -15.87% | +8.27% |
| 2025 | -19.38% | +18.00% |
| 2024 | +98.75% | +25.59% |
| 2023 | +27.94% | +26.72% |
| 2022 | -10.19% | -18.64% |
| 2021 | +60.45% | +30.52% |
| 2020 | +16.82% | +17.28% |
| 2019 | +41.66% | +31.09% |
| 2018 | -33.89% | -5.24% |
| 2017 | +15.17% | +20.78% |
| 2016 | +38.47% | +13.59% |
| 2015 | -22.24% | +1.31% |
| 2014 | -20.55% | +14.56% |
| 2013 | +21.31% | +29.00% |
| 2012 | +0.11% | +14.17% |
| 2011 | -23.65% | +0.85% |
| 2010 | +18.95% | +13.14% |
| 2009 | +10.60% | +22.67% |
| 2008 | -56.58% | -36.25% |
| 2007 | +65.18% | +5.32% |
| 2006 | +19.69% | +13.85% |
| 2005 | +4.78% | +5.32% |
| 2004 | +51.07% | +10.75% |
| 2003 | +21.97% | +24.18% |
| 2002 | +30.64% | -22.42% |
| 2001 | -15.70% | -10.13% |
| 2000 | +64.31% | -8.84% |
| 1999 | +6.92% | +8.61% |
JEF vs SPY Drawdown Comparison
The maximum drawdown for JEF was -80.74%, occurring on Mar 6, 2009. Recovery took 3373 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current JEF drawdown is -32.87%.
| Rank | JEF | SPY |
|---|---|---|
| #1 | -80.74% May 16, 2008 - Oct 8, 2021 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -54.36% Dec 16, 2024 - Mar 12, 2026 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -38.96% Nov 3, 2021 - Dec 21, 2023 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -29.89% Dec 22, 2004 - Nov 21, 2005 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -28.64% Dec 28, 2000 - Apr 8, 2002 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -25.81% Apr 17, 2002 - Oct 17, 2002 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -21.28% May 25, 2006 - May 4, 2007 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -19.27% Oct 9, 2007 - Apr 4, 2008 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -18.51% Apr 13, 2004 - Sep 24, 2004 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -17.08% Dec 11, 2002 - Oct 15, 2003 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -16.61% Aug 1, 2000 - Nov 29, 2000 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -14.35% Jun 2, 2000 - Jul 31, 2000 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -12.90% Aug 9, 2007 - Sep 18, 2007 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -11.03% Mar 27, 2024 - May 10, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -9.66% Jul 31, 2024 - Aug 23, 2024 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between JEF and SPY is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (1999 - 2026)
JEF vs SPY dividend yield comparison.
| Year | JEF | SPY |
|---|---|---|
| 2026 | 0.76% | 0.24% |
| 2025 | 2.58% | 1.07% |
| 2024 | 1.66% | 1.21% |
| 2023 | 2.97% | 1.40% |
| 2022 | 3.50% | 1.65% |
| 2021 | 2.32% | 1.20% |
| 2020 | 2.44% | 1.52% |
| 2019 | 8.07% | 1.75% |
| 2018 | 2.59% | 2.04% |
| 2017 | 1.23% | 1.80% |
| 2016 | 1.07% | 2.03% |
| 2015 | 1.44% | 2.06% |
| 2014 | 1.11% | 1.87% |
| 2013 | 3.44% | 1.81% |
| 2012 | 1.05% | 2.18% |
| 2011 | 1.10% | 2.05% |
| 2010 | 0.86% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.53% | 1.85% |
| 2006 | 0.89% | 1.73% |
| 2005 | 0.53% | 1.73% |
| 2004 | 0.54% | 1.82% |
| 2003 | 0.54% | 1.47% |
| 2002 | 0.67% | 1.70% |
| 2001 | 0.87% | 1.25% |
| 2000 | 0.71% | 1.15% |
| 1999 | 6.83% | 0.24% |
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