PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMX vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMX and JPM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

AMX vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in América Móvil, S.A.B. de C.V. (AMX) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
558.29%
739.23%
AMX
JPM

Key characteristics

Sharpe Ratio

AMX:

-0.99

JPM:

0.45

Sortino Ratio

AMX:

-1.31

JPM:

0.77

Omega Ratio

AMX:

0.85

JPM:

1.11

Calmar Ratio

AMX:

-0.67

JPM:

0.51

Martin Ratio

AMX:

-1.31

JPM:

1.98

Ulcer Index

AMX:

19.78%

JPM:

6.24%

Daily Std Dev

AMX:

26.02%

JPM:

27.59%

Max Drawdown

AMX:

-64.34%

JPM:

-74.02%

Current Drawdown

AMX:

-38.49%

JPM:

-22.06%

Fundamentals

Market Cap

AMX:

$44.82B

JPM:

$599.60B

EPS

AMX:

$0.46

JPM:

$19.75

PE Ratio

AMX:

30.63

JPM:

10.86

PEG Ratio

AMX:

0.19

JPM:

5.75

Total Revenue (TTM)

AMX:

$665.92B

JPM:

$135.48B

Gross Profit (TTM)

AMX:

$367.86B

JPM:

$135.48B

EBITDA (TTM)

AMX:

$218.24B

JPM:

$81.76B

Returns By Period

In the year-to-date period, AMX achieves a -6.22% return, which is significantly higher than JPM's -8.50% return. Over the past 10 years, AMX has underperformed JPM with an annualized return of -1.31%, while JPM has yielded a comparatively higher 16.59% annualized return.


AMX

YTD

-6.22%

1M

-9.69%

6M

-15.23%

1Y

-27.58%

5Y*

6.36%

10Y*

-1.31%

JPM

YTD

-8.50%

1M

-9.94%

6M

4.07%

1Y

11.80%

5Y*

19.47%

10Y*

16.59%

*Annualized

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

AMX vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMX
The Risk-Adjusted Performance Rank of AMX is 1616
Overall Rank
The Sharpe Ratio Rank of AMX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AMX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AMX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of AMX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AMX is 2828
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 7676
Overall Rank
The Sharpe Ratio Rank of JPM is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 7272
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMX vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for América Móvil, S.A.B. de C.V. (AMX) 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.


Sharpe ratio
The chart of Sharpe ratio for AMX, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.00
AMX: -0.99
JPM: 0.45
The chart of Sortino ratio for AMX, currently valued at -1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
AMX: -1.31
JPM: 0.77
The chart of Omega ratio for AMX, currently valued at 0.84, compared to the broader market0.501.001.502.00
AMX: 0.85
JPM: 1.11
The chart of Calmar ratio for AMX, currently valued at -0.67, compared to the broader market0.001.002.003.004.00
AMX: -0.67
JPM: 0.51
The chart of Martin ratio for AMX, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.00
AMX: -1.31
JPM: 1.98

The current AMX Sharpe Ratio is -0.99, which is lower than the JPM Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of AMX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.99
0.45
AMX
JPM

Dividends

AMX vs. JPM - Dividend Comparison

AMX's dividend yield for the trailing twelve months is around 3.77%, more than JPM's 2.33% yield.


TTM20242023202220212020201920182017201620152014
AMX
América Móvil, S.A.B. de C.V.
3.77%3.53%120.36%3.99%1.88%2.49%2.30%2.30%1.91%3.39%8.96%1.63%
JPM
JPMorgan Chase & Co.
2.33%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

AMX vs. JPM - Drawdown Comparison

The maximum AMX drawdown since its inception was -64.34%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AMX and JPM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.49%
-22.06%
AMX
JPM

Volatility

AMX vs. JPM - Volatility Comparison

The current volatility for América Móvil, S.A.B. de C.V. (AMX) is 9.17%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.59%. This indicates that AMX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.17%
12.59%
AMX
JPM

Financials

AMX vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between América Móvil, S.A.B. de C.V. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab