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FND vs JACK: Correlation

Measured on weekly returns over the past three years, Floor & Decor Holdings, Inc. (FND) and Jack In The Box Inc. (JACK) carry a correlation of 0.49, a moderate link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.49
moderate
Correlation (1Y)
0.60
last 12 months
Correlation (5Y)
0.45
long-run
Ann. covariance
1165.0
%² · weekly, annualized

How correlated are FND and JACK?

On 3 years of weekly data the FND/JACK correlation comes out at 0.49, moderate. Lately the two have moved closer together, with the 1-year correlation at 0.60 versus 0.49 over 3 years. The 5-year figure is 0.45, and annualized covariance runs at 1165.0 %².

Within FND's tracked universe of 23 assets, JACK comes in at #15 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months JACK outperformed by 22.3 percentage points (-35.3% for FND against -13.0% for JACK).

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.

FND vs JACK: side by side

FND (Floor & Decor Holdings, Inc.)JACK (Jack In The Box Inc.)
1-year return-35.3%-13.0%
5-year return-56.3%-83.5%
Volatility (ann.)40.8%58.3%
Beta vs S&P 5001.321.31
Max drawdown (3Y)-67.5%-88.4%
Market cap$5.7B$0.3B
P/E (trailing)25.4
Dividend yield0.00%0.00%
Sector / categoryUS ListedUS Listed
Smaller drawdown: FND -67.5% vs -88.4%Higher 5y return: FND -56.3% vs -83.5%
-52%0%+12%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. FND · JACK

Year-by-year returns

YearFNDJACK
2022-46.4%-20.2%
2023+60.2%+22.2%
2024-10.6%-47.3%
2025-38.9%-53.8%
2026-12.4%-16.1%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are FND and JACK good diversifiers for each other?

Reasonably. At 0.49, FND and JACK keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

FAQ

What is the correlation between FND and JACK?

The FND/JACK correlation stands at 0.49 on a 3-year window (1 year: 0.60, 5 years: 0.45), computed from weekly returns as of 2026-08-27.

Is JACK a good diversifier for FND?

Reasonably. At 0.49, FND and JACK keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.

What does a correlation of 0.49 mean?

A reading of 0.49 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.

Use this data

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FND vs JACK: 3-year weekly correlation 0.49FND vs JACK0.49

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Related comparisons

Hubs: FND correlations · JACK correlations