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

Correlation

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.


-0.50.00.51.00.5

Performance

AXP vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

9,000.00%10,000.00%11,000.00%12,000.00%13,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,149.78%
10,628.32%
AXP
JPM

Key characteristics

Sharpe Ratio

AXP:

2.79

JPM:

1.97

Sortino Ratio

AXP:

3.63

JPM:

2.70

Omega Ratio

AXP:

1.50

JPM:

1.40

Calmar Ratio

AXP:

6.28

JPM:

4.55

Martin Ratio

AXP:

22.48

JPM:

13.24

Ulcer Index

AXP:

2.99%

JPM:

3.48%

Daily Std Dev

AXP:

24.09%

JPM:

23.42%

Max Drawdown

AXP:

-83.91%

JPM:

-74.02%

Current Drawdown

AXP:

-2.26%

JPM:

-5.07%

Fundamentals

Market Cap

AXP:

$212.28B

JPM:

$671.06B

EPS

AXP:

$13.60

JPM:

$17.99

PE Ratio

AXP:

22.16

JPM:

13.25

PEG Ratio

AXP:

1.91

JPM:

4.74

Total Revenue (TTM)

AXP:

$68.64B

JPM:

$170.11B

Gross Profit (TTM)

AXP:

$40.70B

JPM:

$169.52B

EBITDA (TTM)

AXP:

$16.27B

JPM:

$118.87B

Returns By Period

In the year-to-date period, AXP achieves a 61.32% return, which is significantly higher than JPM's 43.02% return. Over the past 10 years, AXP has underperformed JPM with an annualized return of 13.97%, while JPM has yielded a comparatively higher 17.53% annualized return.


AXP

YTD

61.32%

1M

3.80%

6M

30.36%

1Y

63.55%

5Y*

20.56%

10Y*

13.97%

JPM

YTD

43.02%

1M

-1.32%

6M

22.46%

1Y

45.24%

5Y*

14.90%

10Y*

17.53%

Compare stocks, funds, or ETFs

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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 ratio
The chart of Sharpe ratio for AXP, currently valued at 2.79, compared to the broader market-4.00-2.000.002.002.791.97
The chart of Sortino ratio for AXP, currently valued at 3.63, compared to the broader market-4.00-2.000.002.004.003.632.70
The chart of Omega ratio for AXP, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.40
The chart of Calmar ratio for AXP, currently valued at 6.28, compared to the broader market0.002.004.006.006.284.55
The chart of Martin ratio for AXP, currently valued at 22.48, compared to the broader market-5.000.005.0010.0015.0020.0025.0022.4813.24
AXP
JPM

The current AXP Sharpe Ratio is 2.79, which is higher than the JPM Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of AXP 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.79
1.97
AXP
JPM

Dividends

AXP vs. JPM - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 0.90%, less than JPM's 1.94% yield.


TTM20232022202120202019201820172016201520142013
AXP
American Express Company
0.90%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.
1.94%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%. Use the drawdown chart below to compare losses from any high point for AXP and JPM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.26%
-5.07%
AXP
JPM

Volatility

AXP vs. JPM - Volatility Comparison

American Express Company (AXP) has a higher volatility of 7.50% compared to JPMorgan Chase & Co. (JPM) at 5.60%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.50%
5.60%
AXP
JPM

Financials

AXP vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between American Express Company 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
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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.

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