Edgar Armando Caniz-Garica (Caniz) and his wife, Gloria Marina Ordonez, petition for review of the denial of their applications for asylum, withholding of removal, cancellation of removal, and relief under the Nicaraguan Adjustment and Central American Relief Act (NACARA). We review factual findings of the BIA and IJ for substantial evidence and questions of law de novo. Zhu v. Gonzales, 493 F.3d 588, 593-94 (5th Cir. 2007). Under substantial evidence review, we may not reverse factual findings unless the evidence compels a contrary conclusion. Id.

According to Caniz, the record establishes’ that he is likely to face persecution if he is removed to Guatemala because his father was killed due to his participation in the Christian Democracy Party. The denial of his applications for asylum and withholding of removal is supported by substantial evidence. See id. Caniz has not identified the people who killed his father or alleged or shown that he has received threats from the same people. His mother and sister live in his hometown and have not been harmed, and he has returned to Guatemala at least twice and has not suffered any harm. See Eduard v. Ashcroft, 379 F.3d 182, 193 (5th Cir. 2004). Caniz has not shown that there is a nexus between the alleged persecution and one of the statutorily protected grounds. See Jukic v. INS, 40 F.3d 747, 749 (5th Cir. 1994). He has also failed to show that he could not relocate to another area of Guatemala to avoid persecution. See 8 C.F.R. § 208.13(b)(2)(h); see also 8 C.F.R. § 208.16(b)(l)(i)(B). Because he has not shown that he is eligible for asylum, he has also failed to show that he is eligible for withholding of removal. See Efe v. Ashcroft, 293 F.3d 899, 906 (5th Cir. 2002).

Ordonez does not challenge the denial of her application for cancellation of removal in her petition for review. Accordingly, she has waived any challenge she might have raised regarding that decision. See Hongyok v. Gonzales, 492 F.3d 547, 551 n. 5 (5th Cir. 2007).

*414 Caniz and Ordonez did not exhaust their administrative remedies concerning their NACARA claims in their appeal to the BIA. See Omari v. Holder, 562 F.3d 314, 318 (5th Cir. 2009); 8 U.S.C. § 1252(a)(1), (d). Therefore, we lack jurisdiction to consider these claims. See Omari, 562 F.3d at 318-19.

PETITION DENIED.