Unfortunately convert changes the image before so to have minimal loss of quality of the original jpg you need to use img2pdf wich makes the pdf with the original jpg so no loss, I use this commands:
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This to make a pdf file out of every jpg image without loss of either resolution or quality:
ls -1 ./*jpg | xargs -L1 -I {} img2pdf {} -o {}.pdf
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Here you will have the *.pdfs as *.jpg.pdf, so will do a little renaming
mmv "*.jpg.pdf" "#1.pdf"