Joint Energy-based Models (JEMs), a class of hybrid generative-discriminative models, are well known for their ability to achieve both high classification accuracy and generative capability within a single model. However, their robustness still lags significantly behind the classifiers based adversarial training (AT). Conversely, while AT is currently the most effective approach to improving the classifier's robustness, it typically sacrifices accuracy on clean data and lacks generative capability. The triple trade-off between classification accuracy, generative capability and robustness, raises a natural question: Can a single model simultaneously achieve high classification accuracy, adversarial robustness, and generative performance? -- a goal that has been rarely explored. To address this question, we systematically analyze the energy distribution differences of clean, adversarial, and generated samples across various JEM variants and adversarially trained models. We observe that AT tends to reduce the energy gap between clean and adversarial samples, while JEMs reduce the gap between clean and synthetic ones. This observation suggests a key insight: if the energy distributions of all three data types can be aligned, we might unify the strengths of AT and JEMs, resolving their inherent trade-offs. Building on this idea, we propose Energy-based Joint Distribution Adversarial Training (EB-JDAT), to jointly model the clean data distribution, the adversarial distribution, and the classifier by maximizing their joint probability. EB-JDAT is a general and flexible optimization method, compatible with various JEM variants. Extensive experimental results demonstrate that EB-JDAT not only maintains near original accuracy and generative capability of JEMs, but also significantly enhances robustness, even surpassing state-of-the-art ATs.