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AXP vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AXPJPM
YTD Return21.93%18.48%
1Y Return41.21%59.53%
3Y Return (Ann)18.50%12.61%
5Y Return (Ann)17.49%18.14%
10Y Return (Ann)11.36%15.89%
Sharpe Ratio2.053.49
Daily Std Dev22.03%17.14%
Max Drawdown-83.91%-74.02%
Current Drawdown-0.62%0.00%

Fundamentals


AXPJPM
Market Cap$162.70B$566.34B
EPS$11.21$16.22
PE Ratio20.1612.12
PEG Ratio1.563.39
Revenue (TTM)$55.59B$146.01B
Gross Profit (TTM)$28.78B$122.31B

Correlation

0.54
-1.001.00

The correlation between AXP and JPM is 0.54, 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

AXP vs. JPM - Performance Comparison

In the year-to-date period, AXP achieves a 21.93% return, which is significantly higher than JPM's 18.48% return. Over the past 10 years, AXP has underperformed JPM with an annualized return of 11.36%, while JPM has yielded a comparatively higher 15.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%OctoberNovemberDecember2024FebruaryMarch
8,457.52%
8,385.85%
AXP
JPM

Compare stocks, funds, or ETFs


American Express Company

JPMorgan Chase & Co.

Risk-Adjusted Performance

AXP vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AXP
American Express Company
2.05
JPM
JPMorgan Chase & Co.
3.49

AXP vs. JPM - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 2.05, which is lower than the JPM Sharpe Ratio of 3.49. The chart below compares the 12-month rolling Sharpe Ratio of AXP and JPM.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.05
3.49
AXP
JPM

Dividends

AXP vs. JPM - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.05%, less than JPM's 2.05% yield.


TTM20232022202120202019201820172016201520142013
AXP
American Express Company
1.05%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
JPM
JPMorgan Chase & Co.
2.05%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

AXP vs. JPM - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than JPM's maximum drawdown of -74.02%. The drawdown chart below compares losses from any high point along the way for AXP and JPM


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.62%
0
AXP
JPM

Volatility

AXP vs. JPM - Volatility Comparison

American Express Company (AXP) has a higher volatility of 5.10% compared to JPMorgan Chase & Co. (JPM) at 4.38%. This indicates that AXP'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.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.10%
4.38%
AXP
JPM