EPSN vs JACK: Correlation
Measured on weekly returns over the past three years, Epsilon Energy Ltd. (EPSN) and Jack In The Box Inc. (JACK) carry a correlation of -0.26, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EPSN and JACK?
On 3 years of weekly data the EPSN/JACK correlation comes out at -0.26, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.36) sits close to the 3-year figure. The 5-year figure is -0.10, and annualized covariance runs at -474.5 %².
Among the 13 assets we track against EPSN, JACK sits near the bottom by co-movement, at rank #12. Their recent paths diverged sharply: over the last 12 months EPSN outperformed by 17.6 percentage points (+4.6% for EPSN against -13.0% for JACK). Note the risk asymmetry: JACK runs 1.9 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EPSN vs JACK: side by side
| EPSN (Epsilon Energy Ltd.) | JACK (Jack In The Box Inc.) | |
|---|---|---|
| 1-year return | +4.6% | -13.0% |
| 5-year return | +42.0% | -83.5% |
| Volatility (ann.) | 31.1% | 58.3% |
| Beta vs S&P 500 | 0.12 | 1.31 |
| Max drawdown (3Y) | -48.1% | -88.4% |
| Market cap | $0.2B | $0.3B |
| P/E (trailing) | – | – |
| Dividend yield | 4.28% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | EPSN | JACK |
|---|---|---|
| 2022 | +21.4% | -20.2% |
| 2023 | -19.5% | +22.2% |
| 2024 | +28.2% | -47.3% |
| 2025 | -22.1% | -53.8% |
| 2026 | +30.2% | -16.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EPSN and JACK good diversifiers for each other?
By historical standards, yes. A correlation of -0.26 means the two rarely move for the same reasons.
FAQ
What is the correlation between EPSN and JACK?
The EPSN/JACK correlation stands at -0.26 on a 3-year window (1 year: -0.36, 5 years: -0.10), computed from weekly returns as of 2026-08-27.
Is JACK a good diversifier for EPSN?
By historical standards, yes. A correlation of -0.26 means the two rarely move for the same reasons.
What does a correlation of -0.26 mean?
On the −1 to +1 scale, -0.26 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/epsn-vs-jack.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/epsn-vs-jack/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EPSN correlations · JACK correlations
