ALV vs. JPM
Compare and contrast key facts about Autoliv, Inc. (ALV) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALV or JPM.
Key characteristics
| ALV | JPM | |
|---|---|---|
| YTD Return | -14.21% | 34.62% |
| 1Y Return | 0.20% | 55.21% |
| 3Y Return (Ann) | 1.51% | 13.48% |
| 5Y Return (Ann) | 5.56% | 16.53% |
| 10Y Return (Ann) | 5.98% | 18.07% |
| Sharpe Ratio | 0.00 | 2.75 |
| Sortino Ratio | 0.20 | 3.21 |
| Omega Ratio | 1.03 | 1.50 |
| Calmar Ratio | 0.00 | 3.41 |
| Martin Ratio | 0.01 | 15.82 |
| Ulcer Index | 13.73% | 3.47% |
| Daily Std Dev | 27.95% | 19.94% |
| Max Drawdown | -79.72% | -74.02% |
| Current Drawdown | -27.60% | 0.00% |
Fundamentals
| ALV | JPM | |
|---|---|---|
| Market Cap | $7.31B | $629.61B |
| EPS | $7.48 | $17.99 |
| PE Ratio | 12.41 | 12.43 |
| PEG Ratio | 0.85 | 4.43 |
| Total Revenue (TTM) | $7.97B | $173.22B |
| Gross Profit (TTM) | $1.45B | $173.22B |
| EBITDA (TTM) | $1.04B | $69.52B |
Correlation
The correlation between ALV and JPM is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ALV vs. JPM - Performance Comparison
In the year-to-date period, ALV achieves a -14.21% return, which is significantly lower than JPM's 34.62% return. Over the past 10 years, ALV has underperformed JPM with an annualized return of 5.98%, while JPM has yielded a comparatively higher 18.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ALV vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Autoliv, Inc. (ALV) and JPMorgan Chase & Co. (JPM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ALV vs. JPM - Dividend Comparison
ALV's dividend yield for the trailing twelve months is around 2.93%, more than JPM's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV Autoliv, Inc. | 2.93% | 2.41% | 3.37% | 1.82% | 1.35% | 2.94% | 3.02% | 1.87% | 2.03% | 1.78% | 2.00% | 2.18% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
ALV vs. JPM - Drawdown Comparison
The maximum ALV drawdown since its inception was -79.72%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ALV and JPM. For additional features, visit the drawdowns tool.
Volatility
ALV vs. JPM - Volatility Comparison
Autoliv, Inc. (ALV) has a higher volatility of 8.14% compared to JPMorgan Chase & Co. (JPM) at 6.37%. This indicates that ALV's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALV vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Autoliv, Inc. and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities